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Advanced Credit, Market & Liquidity Risk Analysis

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Advanced Credit, Market & Liquidity Risk Analysis

Ce cours fait partie de Spécialisation "Apply Financial Risk, Capital & Governance Analytics"

Instructeur : EDUCBA

Inclus avec

7 modules

Obtenez un aperçu d'un sujet et apprenez les principes fondamentaux.

niveau Débutant

Expérience recommandée

2 semaines à compléter

à 10 heures par semaine

Planning flexible

Apprenez à votre propre rythme

7 modules

Obtenez un aperçu d'un sujet et apprenez les principes fondamentaux.

niveau Débutant

Expérience recommandée

2 semaines à compléter

à 10 heures par semaine

Planning flexible

Apprenez à votre propre rythme

Ce que vous apprendrez

Analyze credit, market, funding, and interest rate risks using quantitative frameworks.
Evaluate tail risks, loss measurement methods, and balance sheet resilience through case studies.
Interpret risk models critically to support informed decision-making in financial institutions.

Compétences que vous acquerrez

Catégorie : Financial Regulation
Catégorie : Financial Trading
Catégorie : Risk Analysis
Catégorie : Bank Regulations
Catégorie : Financial Analysis
Catégorie : Financial Market
Catégorie : Balance Sheet

Détails à connaître

Certificat partageable

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Récemment mis à jour !

janvier 2026

Évaluations

27 devoirs

Enseigné en Anglais

91%

of learners achieved a positive career outcome

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Ce cours fait partie de la Spécialisation "Apply Financial Risk, Capital & Governance Analytics"

Lorsque vous vous inscrivez à ce cours, vous êtes également inscrit(e) à cette Spécialisation.

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Il y a 7 modules dans ce cours

This course focuses on evaluating financial uncertainty across credit exposure, trading activities, funding stability, and interest rate movements using advanced quantitative methods and real-world case analysis. Learners explore loss measurement techniques, tail event modeling, governance breakdowns, and balance sheet resilience within complex financial institutions.

The program is designed for professionals and graduates seeking strong analytical capabilities in risk evaluation and decision-making. Through structured modules, participants examine exposure measurement, extreme market behavior, misconduct scenarios, funding instruments, currency dynamics, and asset–liability coordination to understand how risks interact across an institution. A strong practical orientation distinguishes this course, connecting analytical frameworks with historical market disruptions, policy responses, and institutional case studies. By the end, learners develop the ability to interpret models critically, question assumptions, and support informed financial risk decisions in global markets.

Détails du module

This module introduces the fundamental concepts of credit risk, focusing on how financial institutions identify, measure, and manage exposure arising from borrower and counterparty defaults.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 63 minutes

Introduction to Credit Risk Measurement and Management2 minutes
Credit Exposure9 minutes
Nature of Exposure9 minutes
Metrics7 minutes
Metrics Continued6 minutes
Drivers of Exposures12 minutes
Other Factors8 minutes
Other Factors Continued9 minutes
Introduction to Market Risk Measurement and Management2 minutes

4 devoirsTotal 60 minutes

Foundations of Credit Risk30 minutes
Introduction to Credit Risk10 minutes
Credit Risk Metrics10 minutes
Additional Credit Risk Considerations10 minutes

This module explores market risk measurement with a focus on extreme value theory, emphasizing the modeling of tail risk and the limitations of traditional distributional assumptions.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 77 minutes

Background6 minutes
GEV13 minutes
Shortcut Method12 minutes
POT8 minutes
Refinement to EVT10 minutes
Introduction to Risk Management and Investment Management2 minutes
Bernie Madoff7 minutes
Research Methodology11 minutes
Data and Variables8 minutes

4 devoirsTotal 60 minutes

Market Risk and Extreme Value Theory30 minutes
Market Risk Background10 minutes
Advanced EVT Techniques10 minutes
Market Risk in Practice10 minutes

This module examines fraud risk from an analytical and governance perspective, highlighting detection methods, behavioral indicators, and lessons from major financial misconduct cases.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 73 minutes

Fraud Prediction 10 minutes
Economic Interpretations5 minutes
Fraud Risk Compensation6 minutes
Conclusions8 minutes
Introduction to Liquidity and Treasury Risk3 minutes
Transaction Deposits9 minutes
Nontransaction Deposits12 minutes
Pricing Deposit Services Part 113 minutes
Pricing Deposit Services Part 29 minutes

4 devoirsTotal 60 minutes

Fraud Risk and Financial Misconduct30 minutes
Fraud Detection Frameworks10 minutes
Fraud Case Analysis10 minutes
Deposit Structures and Risk10 minutes

This module focuses on liquidity risk management, examining deposit pricing, borrowing markets, and repo instruments used to support short-term funding needs.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 82 minutes

Pricing Deposit Services Part 310 minutes
Fed Funds11 minutes
Repo Agreements10 minutes
Fed Borrowing4 minutes
Market Borrowing9 minutes
Choice of Sources of Funds12 minutes
Historical Trends8 minutes
Repo Basics9 minutes
Repo Basics Continued9 minutes

4 devoirsTotal 60 minutes

Liquidity Risk and Funding Instruments30 minutes
Deposit Pricing and Liquidity Basics10 minutes
Borrowing and Funding Markets10 minutes
Repo Markets and Trends10 minutes

This module addresses internal liquidity pricing, cost of carry, and the complexities of managing liquidity across global banking operations.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 80 minutes

Structure and Uses12 minutes
Case Studies7 minutes
Case studies Continued9 minutes
Liquidity Transfer Basics8 minutes
Pricing of Liquidity11 minutes
Pricing of Liquidity Continued6 minutes
Cost of Carry10 minutes
Pricipals and Recommendations7 minutes
Banks International Positions10 minutes

4 devoirsTotal 60 minutes

Liquidity Transfer and Global Banking30 minutes
Repo Structures and Applications10 minutes
Liquidity Transfer and Pricing10 minutes
Cost and Global Perspectives10 minutes

This module examines exchange rate determination, interest rate parity relationships, and the impact of regulatory and funding constraints on foreign exchange markets.

Inclus

9 vidéos4 devoirs

9 vidéosTotal 84 minutes

Banks Global Balance Sheet9 minutes
Regulatory Policy Response12 minutes
Determinant of Exchange Rates7 minutes
Determinant of Exchange Rates Continued11 minutes
Interest Rate Parity7 minutes
Covered Interest Rate Parity4 minutes
Pressure on Basis14 minutes
USD JPY Case Study9 minutes
ALM Strategies11 minutes

4 devoirsTotal 60 minutes

Exchange Rates and Regulatory Responses30 minutes
Global Banking and Regulation10 minutes
FX Parity Relationships10 minutes
FX Stress and Case Analysis10 minutes

This module focuses on asset–liability management techniques used to control interest rate and liquidity risk, emphasizing balance sheet alignment and long-term stability.

Inclus

10 vidéos3 devoirs

10 vidéosTotal 82 minutes

Interest Rate Hedging9 minutes
Interest Rate Hedging Continued9 minutes
Statement of Interest Rate Sensitivity8 minutes
IS Gap Management8 minutes
Duration Gap Management8 minutes
Duration Gap Management Continued6 minutes
Harvard Endowment Example6 minutes
Sources of Llliquidity8 minutes
Reporting Bias14 minutes
Passive Allocation6 minutes

3 devoirsTotal 50 minutes

Asset–Liability Management and Interest Rate Risk30 minutes
Interest Rate Risk Management10 minutes
Advanced ALM and Portfolio Considerations10 minutes

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