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Exposure to liquidity risk was one of the main causes of the credit crisis of 2008 and one of the main issues that companies are currently dealing with in 2020. This intensive five-hour program offers an overview of some of the key problems that companies face when market conditions deteriorate and some of the actions that companies may need to take to protect their liquidity position. It addresses the limitations of traditional liquidity measures like the quick and current ratios and demonstrates a practical framework that can be used to assess a company’s liquidity position and their ability to access sources of liquidity under stress. During the course participants will apply the framework to an illustration case and work on a case study to apply the skills that they have learned.
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- Understand the factors that can change market access and the cost of funding
- Identify the limitations in using traditional measures of liquidity, like the current and quick ratios
- Applied a structured framework to assess a company’s liquidity position
- Identify potential alternative sources of liquidity when market access deteriorates
- Use the above to anticipate liquidity issues that may arise
- Credit analysts
- Ratings advisors
- Investment and commercial bankers
- Fixed income professionals (both buy and sell sides)
- Portfolio/asset/fund managers
- Equity analysts
- M&A professionals
- Banking supervisors
- Credit risk professionals
- Basel II project managers
