Join us at this two-day course which is aimed at anyone involved in liquidity risk management in Asian markets. The programme will review the proposed new development from regulatory perspective and address key methods and tools that can be utilised to measure and manage liquidity risk.
The continuing crisis in the Eurozone becomes a major concern to banks and the stability of global financial market. The deterioration in sovereign credit worthiness can damage bank funding conditions, before discussing the possible options for mitigating these effects. On the other hand, regulators introduced new schemes and further clarifications on Basel 2.5. Hence, understanding sovereign debt risk is an essential prerequisite when investing in any European asset in the future.
This course will discuss risk measurement techniques for credit risk and sovereign debt, including the specific problems encountered when modelling CVA and IRC and conducting stress testing for sovereign debt. In addition, this course will examine the implications of sovereign risk from a macro level, using scenerio based analysis and game theory method.
The continuing crisis in the Eurozone becomes a major concern to banks and the stability of global financial market. The deterioration in sovereign credit worthiness can damage bank funding conditions before discussing possible options for mitigating these effects. On the other hand, regulators inroduced new schemes and further clarifications on Basel 2.5. Hence, understanding sovereign debt risk is an essential prerequisite when investing in any European asset in the future.
This course will discuss risk measurement techniques for credit risk and sovereign debt. In addition, this course will examine the implications of sovereign risk from a macro level, using scenario based analysis and game theory method.
