FRM Part 2 – Book 4 – Liquidity and Treasury Risk Measurement and Management
12 videos • 38,169 views • by AnalystPrep The "FRM Part 2 – Book 4 – Liquidity and Treasury Risk Measurement and Management" playlist provides an in-depth exploration of liquidity and treasury risk, crucial components of the Financial Risk Manager (FRM) Part 2 curriculum. This series covers key topics such as liquidity risk identification, measurement techniques, and management strategies, including the application of liquidity-adjusted Value at Risk (LVaR). It also examines the Basel III liquidity ratios—the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)—and their implications for financial institutions. Additionally, the playlist addresses the principles of sound liquidity risk management as outlined by the Bank for International Settlements (BIS), and delves into real-world case studies to illustrate the practical challenges and solutions in managing liquidity and treasury risks. By engaging with this content, viewers will gain a comprehensive understanding of the tools and frameworks necessary to effectively navigate liquidity and treasury risk in the financial sector.