Advanced Credit, Market & Liquidity Risk Analysis

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Advanced Credit, Market & Liquidity Risk Analysis

This course is part of Apply Financial Risk, Capital & Governance Analytics Specialization

Instructor: EDUCBA

Included with

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7 modules

Gain insight into a topic and learn the fundamentals.

Beginner level

Recommended experience

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

7 modules

Gain insight into a topic and learn the fundamentals.

Beginner level

Recommended experience

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

What you'll learn

Analyze credit, market, funding, and interest rate risks using quantitative frameworks.
Evaluate tail risks, loss measurement methods, and balance sheet resilience through case studies.
Interpret risk models critically to support informed decision-making in financial institutions.

Skills you'll gain

Details to know

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Build your subject-matter expertise

This course is part of the Apply Financial Risk, Capital & Governance Analytics Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

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Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
Earn a shareable career certificate

There are 7 modules in this course

This course focuses on evaluating financial uncertainty across credit exposure, trading activities, funding stability, and interest rate movements using advanced quantitative methods and real-world case analysis. Learners explore loss measurement techniques, tail event modeling, governance breakdowns, and balance sheet resilience within complex financial institutions.

The program is designed for professionals and graduates seeking strong analytical capabilities in risk evaluation and decision-making. Through structured modules, participants examine exposure measurement, extreme market behavior, misconduct scenarios, funding instruments, currency dynamics, and asset–liability coordination to understand how risks interact across an institution. A strong practical orientation distinguishes this course, connecting analytical frameworks with historical market disruptions, policy responses, and institutional case studies. By the end, learners develop the ability to interpret models critically, question assumptions, and support informed financial risk decisions in global markets.

This module introduces the fundamental concepts of credit risk, focusing on how financial institutions identify, measure, and manage exposure arising from borrower and counterparty defaults.

What's included

9 videos4 assignments

9 videos Total 63 minutes

Introduction to Credit Risk Measurement and Management 2 minutes
Credit Exposure 9 minutes
Nature of Exposure 9 minutes
Metrics 7 minutes
Metrics Continued 6 minutes
Drivers of Exposures 12 minutes
Other Factors 8 minutes
Other Factors Continued 9 minutes
Introduction to Market Risk Measurement and Management 2 minutes

4 assignments Total 60 minutes

Introduction to Credit Risk 10 minutes
Credit Risk Metrics 10 minutes
Additional Credit Risk Considerations 10 minutes
Foundations of Credit Risk 30 minutes

This module explores market risk measurement with a focus on extreme value theory, emphasizing the modeling of tail risk and the limitations of traditional distributional assumptions.

What's included

9 videos4 assignments

9 videos Total 77 minutes

Background 6 minutes
GEV 13 minutes
Shortcut Method 12 minutes
POT 8 minutes
Refinement to EVT 10 minutes
Introduction to Risk Management and Investment Management 2 minutes
Bernie Madoff 7 minutes
Research Methodology 11 minutes
Data and Variables 8 minutes

4 assignments Total 60 minutes

Market Risk Background 10 minutes
Advanced EVT Techniques 10 minutes
Market Risk in Practice 10 minutes
Market Risk and Extreme Value Theory 30 minutes

This module examines fraud risk from an analytical and governance perspective, highlighting detection methods, behavioral indicators, and lessons from major financial misconduct cases.

What's included

9 videos4 assignments

9 videos Total 73 minutes

Fraud Prediction 10 minutes
Economic Interpretations 5 minutes
Fraud Risk Compensation 6 minutes
Conclusions 8 minutes
Introduction to Liquidity and Treasury Risk 3 minutes
Transaction Deposits 9 minutes
Nontransaction Deposits 12 minutes
Pricing Deposit Services Part 1 13 minutes
Pricing Deposit Services Part 2 9 minutes

4 assignments Total 60 minutes

Fraud Detection Frameworks 10 minutes
Fraud Case Analysis 10 minutes
Deposit Structures and Risk 10 minutes
Fraud Risk and Financial Misconduct 30 minutes

This module focuses on liquidity risk management, examining deposit pricing, borrowing markets, and repo instruments used to support short-term funding needs.

What's included

9 videos4 assignments

9 videos Total 82 minutes

Pricing Deposit Services Part 3 10 minutes
Fed Funds 11 minutes
Repo Agreements 10 minutes
Fed Borrowing 4 minutes
Market Borrowing 9 minutes
Choice of Sources of Funds 12 minutes
Historical Trends 8 minutes
Repo Basics 9 minutes
Repo Basics Continued 9 minutes

4 assignments Total 60 minutes

Deposit Pricing and Liquidity Basics 10 minutes
Borrowing and Funding Markets 10 minutes
Repo Markets and Trends 10 minutes
Liquidity Risk and Funding Instruments 30 minutes

This module addresses internal liquidity pricing, cost of carry, and the complexities of managing liquidity across global banking operations.

What's included

9 videos4 assignments

9 videos Total 80 minutes

Structure and Uses 12 minutes
Case Studies 7 minutes
Case studies Continued 9 minutes
Liquidity Transfer Basics 8 minutes
Pricing of Liquidity 11 minutes
Pricing of Liquidity Continued 6 minutes
Cost of Carry 10 minutes
Pricipals and Recommendations 7 minutes
Banks International Positions 10 minutes

4 assignments Total 60 minutes

Repo Structures and Applications 10 minutes
Liquidity Transfer and Pricing 10 minutes
Cost and Global Perspectives 10 minutes
Liquidity Transfer and Global Banking 30 minutes

This module examines exchange rate determination, interest rate parity relationships, and the impact of regulatory and funding constraints on foreign exchange markets.

What's included

9 videos4 assignments

9 videos Total 84 minutes

Banks Global Balance Sheet 9 minutes
Regulatory Policy Response 12 minutes
Determinant of Exchange Rates 7 minutes
Determinant of Exchange Rates Continued 11 minutes
Interest Rate Parity 7 minutes
Covered Interest Rate Parity 4 minutes
Pressure on Basis 14 minutes
USD JPY Case Study 9 minutes
ALM Strategies 11 minutes

4 assignments Total 60 minutes

Global Banking and Regulation 10 minutes
FX Parity Relationships 10 minutes
FX Stress and Case Analysis 10 minutes
Exchange Rates and Regulatory Responses 30 minutes

This module focuses on asset–liability management techniques used to control interest rate and liquidity risk, emphasizing balance sheet alignment and long-term stability.

What's included

10 videos3 assignments

10 videos Total 82 minutes

Interest Rate Hedging 9 minutes
Interest Rate Hedging Continued 9 minutes
Statement of Interest Rate Sensitivity 8 minutes
IS Gap Management 8 minutes
Duration Gap Management 8 minutes
Duration Gap Management Continued 6 minutes
Harvard Endowment Example 6 minutes
Sources of Llliquidity 8 minutes
Reporting Bias 14 minutes
Passive Allocation 6 minutes

3 assignments Total 50 minutes

Interest Rate Risk Management 10 minutes
Advanced ALM and Portfolio Considerations 10 minutes
Asset–Liability Management and Interest Rate Risk 30 minutes

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Instructor

EDUCBA

1,050 Courses 252,287 learners

Offered by

EDUCBA

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