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Market Risk Management: Liquidity Risk
Module Fees
Rs. 2500/-
Access period
3 months
Learning time
3 hours
In this eLearning module on Market Risk Management: Liquidity Risk, you will learn about Liquidity Risk and how it is measured and managed in banks. You will also learn about Asset Liability Management, its strategy and framework.
Why this course is right for you
Real life case studies
Real life case studies built leveraging our expertise in research, ratings & risk solutions
Interactive examples
Interspersed with practice exercises and interactive examples to help apply concepts
Expert Speak
Insights incorporated in eLearning, based on 15+ years of classroom training experience
Knowledge checks
Knowledge checks at the end of each topic to ensure absorption of concepts
Glossary & Resources
End to end structure comprising basic definitions to advanced readings
Gamification
Final assessment questions & gamification at the end of the module to ensure learning objectives are met
TOPIC |
SUB-TOPIC |
| Liquidity Risk - Overview |
• Dimensions of Liquidity Risk • Manifestation of Liquidity Risk • Symptoms of Liquidity Risk |
| Measuring Liquidity Risk |
• Flow approach - Time bucket analysis • Stock approach - Employing ratios |
| RBI guidelines on Asset Liability Management - Liquidity Risk |
• Liquidity Risk Management Policy • Measurement of Liquidity Risk – Flow approach • Measurement of Liquidity Risk – Stock approach • Liquidity Ratios |
| Managing Liquidity through Basel-III Framework - Liquidity Coverage Ratio (LCR) |
• Overview • Severe Liquidity Stress Scenario • Computation of Liquidity Coverage Ratio • Management of liquid assets • Basel III Liquidity Returns |
| High Quality Liquid Assets (HQLA) |
• Characteristics of HQLA • Operational requirements of HQLA • Categories of HQLAs |
| LCR - Cash Outflows |
• Categories of Liability Owner • Nature of the Liability • Cash inflows • Cash out flows factors as per RBI Circular • Cash inflows factors as per RBI Circular • Computation of Liquidity Coverage Ratio • Implementation |
| Managing Liquidity through Basel-III Framework - Net Stable Funding Ratio (NSFR) |
• Objective of Net Stable Funding Ratio (NSFR) • Criteria and Assumptions in Calibrations of ASF and RSF • Computation of ASF • Computation of RSF • NSFR-ASF factors as per RBI Draft Circular |
| Tools for monitoring Liquidity Risk |
• Contractual Maturity Mismatch • Concentration of Funding • Available Unencumbered Assets • LCR by Significant Currency • Market-related Monitoring Tools |
| Asset Liability Management (ALM) |
• Objectives of ALM • Significance of ALM • ALM Components • ALM Strategy |
| ALM Framework |
• ALM Information System – MIS • ALM Organisation • ALM Process |
| Case study on ALM - Liquidity Risk - Northern Rock |
• Case Study • Analysis • Lessons Learned |
Steps to purchase
- Go to Crisil Learning platform https://training.crisil.com/
- On https://training.crisil.com/ (Crisil Learning platform) – sign up to create your unique login ID and password
- Once your account is set up, search for "Market Risk Management: Liquidity Risk" from the search bar
- Select the e-learning module - Market Risk Management: Liquidity Risk, and click on buy now; it will get added to your cart
- Click on 'Cart' and purchase the module(s) with your debit or credit card
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Frequently asked questions
Access to topics will be provided via our e-learning platform - training.crisil.com. You will need to create your login ID and password to set up your account. Post this, you can select the module and click on the 'Buy now' option. The selected module will be moved to the 'Cart' for payment via debit or credit card.
The modules are accessible for a period of 3 months from the date of purchase of the modules.
The mode of instruction is only via online.
The modules are self-study modules. They are interactive with animations, and also have 'knowledge checks' to assess the user on the concepts.
The modules cannot be accessed on mobiles or tablets. The only recommended mode is desktop or laptop.
The modules are accessible only on the online platform.
The modules are accessible any number of times for 3 months, from the date of enrolment.
You can email your queries to Crisil1Academy@crisil.com.
For any queries please contact to Pooja Yadav +91-7777073996 or write to us at
Crisil1academy@Crisil.com.
