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Basel III – Liquidity Framework


Basel III – Liquidity Framework 00030
This course describes how the supervisory liquidity ratios, Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) are calculated. 5 metrics for monitoring liquidity risk are then discussed. This is followed by a framework for estimating liquidity risk capital for a bank. Real world liquidity risk case studies for Bear Stearns, Lehman Brothers, AIG are presented.
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Course Type:PDF download
Files Included:1 PDF
No. of pages:29