Federal Reserve Course on Liquidity Risk Measurement, Management, and Regulation

This course reviews fundamental concepts of liquidity risk measurement and management, central bank liquidity measures after the GFC (e.g. Basel III liquidity metrics, contingency funding plans and liquidity transfer pricing, Internal Liquidity Adequacy Assessment Process requirement) and the growing use of liquidity stress testing. The course also covers big data analytics for monitoring intraday and systemic liquidity risk.