Liquidity Risk (FRM Part 2 2025 – Book 4 – Chapter 1) скачать в хорошем качестве

Liquidity Risk (FRM Part 2 2025 – Book 4 – Chapter 1)

Learn Liquidity Risk for FRM Part II Book 4: Liquidity and Treasury Risk Measurement and Management. In this lesson, Professor James walks through key concepts including trading liquidity risk, cost of liquidation, liquidity adjusted VaR, funding risk, liquidity crises (Northern Rock, Ashanti Goldfields, Metallgesellschaft), and Basel III liquidity ratios. After watching, you will be able to: • Explain and calculate liquidity trading risk using cost of liquidation and liquidity adjusted VaR • Identify funding and sourcing risks with real world case studies • Understand Basel III Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) • Explain liquidity black holes and positive vs negative feedback trading For FRM (Part I & Part II) video lessons, study notes, question banks, mock exams, and formula sheets covering all chapters of the FRM syllabus, click on the following link: https://analystprep.com/shop/unlimite... AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams After completing this reading, you should be able to: Explain and calculate liquidity trading risk via the cost of liquidation and liquidity-adjusted VaR (LVaR). Identify liquidity funding risk, funding sources, and lessons learned from real cases: Northern Rock, Ashanti Gold-fields, and Metallgesellschaft. Evaluate Basel III liquidity risk ratios and BIS principles for sound liquidity risk management. Explain liquidity black holes and identify the causes of positive feedback trading. 0:00 Introduction 0:43 Learning Objectives 1:53 What is Trading Liquidity Risk? 3:40 Bid-offer Spread 6:25 Tools used to Measure Market Liquidity 8:26 Cost of Liquidation 13:39 Liquidity Funding Risk 15:08 Sources of Liquidity 16:07 Liquidity Crisis at Northern Rock 18:00 Liquidity Crisis at Ashanti Goldfields 20:44 Liquidity Crisis at Metallgesellschaft 22:34 Basel III: Liquidity Coverage Ratio 24:23 BIS Principles for Sound Liquidity Risk Management 28:05 Liquidity Black Hole 29:47 Types of Traders 30:45 Reasons behind Positive Feedback Trading 31:19 BOOK 4 - Liquidity and Treasury Risk FRM Part II Measurement and Management #FRM #FRMExam #GARP #RiskManagement #AnalystPrep