Managing Liquidity Risk for Investment Funds

Description

Since the financial crisis of 2008, which has often been described as a “liquidity crisis”, liquidity risk has become a major area of focus in risk management. Many recent regulatory changes target liquidity risk and how financial service providers can protect themselves against it. This course is to provide participants with a good understanding of liquidity risk in the fund industry and how it is managed.

Course content

Liquidity Risk Management for UCITS & AIFs

  • Introduction and Definition
  • Asset Liquidity Risk
  • Liability Liquidity Risk
  • Integrating Asset and Liability Liquidity Risk
  • Liquidity Stress Testing
  • Liquidity-Management Tools

Specific AIFs aspects

  • Liquid Versus Illiquid Assets
  • Characteristics of Major AIF Strategies
  • AIF Life Cycles and Liquidity Risk
  • Risk from Other Cash Flows
  • Stress-Testing and Liquidity-Management Tools

Sessions

Duration

1 day
Up to 15 participants
1 session available
In-person training
1 day
Up to 15 participants
625€
for GFR/ALRiM members
750€
for non-members
Register now