Investment Banker
Liquidity Risk and FR 2052a Reporting
Overview
Master liquidity risk measurement, stress testing, and FR 2052a reporting with Excel and Python. Learn to model LCR, NSFR, and dynamic balance sheets under Basel III.
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40 Hours of Learning
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0.1K+ Learners
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35,000 (incl. GST)
Skills You Will Learn
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Excel liquidity modelling
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Python balance sheet simulations
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Regulatory compliance reporting
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Intraday liquidity forecasting
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Funding risk mitigation
Course Key Highlights
- Understand liquidity risk metrics and regulatory frameworks in detail
- Learn to calculate LCR and NSFR using Excel models
- Identify methods for improving key liquidity ratios
- Build Python-based dynamic balance sheet simulations
- Forecast cash flows and intraday liquidity positions
- Conduct liquidity stress testing and contingency planning
- Understand FR 2052a regulatory reporting process and requirements
Course Time
Includes:
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Self-paced
Modules -
Case studies
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Assessments
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40 Hours of Learning
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FAQs
What is the main focus of this course?
The course focuses on liquidity risk measurement, Basel III liquidity frameworks, and FR 2052a regulatory reporting.
Will I learn to calculate LCR and NSFR?
Yes, the course includes Excel-based modelling for both LCR and NSFR.
Is FR 2052a reporting explained in detail?
Yes, the course covers the reporting requirements and process for FR 2052a.
Does this cover dynamic balance sheet modelling?
Yes, you will build Python-based dynamic balance sheet models.
Will funding risk management be included?
Yes, you will learn to manage funding risks and use early warning indicators.
