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Quantitative Verfahren zur Messung des Fristentransformationsrisikos
Quantitative Verfahren zur Messung des Zahlungsunfähigkeitsrisikos
Quantitative Verfahren zur Messung des Marktliquiditätsrisikos
Backtesting
Limitierung und Reporting
Learning Target
Bei den Liquiditätsrisikomessmethoden stehen die Verfahren zur Ermittlung des Zahlungsunfähigkeits-, Fristentransformations- und auch des Marktliquiditätsrisikos im Fokus. Sie lernen die Grundlagen des ökonomischen Liquiditätsrisikos kennen. Darauf basierend werden die Ermittlungsweisen sowie die Vor- und Nachteile der einzelnen Risikomessmethoden (grafischer vs. mathematischer Ansatz) vorgestellt. Abgerundet wird das Seminar durch Limitierungs-, Backtesting- und Reportingansätze.
Target Audience
Dieses Seminar richtet sich an Mitarbeiter aus den Bereichen Risikocontrolling und Treasury, aber auch aus den Bereichen Meldewesen, Backoffice, Eigenhandel und Revision.
Everything we offer in our range of open seminars can be packaged and delivered as tailormade in-house training programmes for companies and organisations. We will be happy to advise you and create an individual offer on request.
Price advantage of 10% from the 2nd participant per company and seminar date.