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
Included with
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.
Details to know
January 2026
27 assignments
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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
- Foundations of Credit Risk•30 minutes
- Introduction to Credit Risk•10 minutes
- Credit Risk Metrics•10 minutes
- Additional Credit Risk Considerations•10 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 and Extreme Value Theory•30 minutes
- Market Risk Background•10 minutes
- Advanced EVT Techniques•10 minutes
- Market Risk in Practice•10 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 Risk and Financial Misconduct•30 minutes
- Fraud Detection Frameworks•10 minutes
- Fraud Case Analysis•10 minutes
- Deposit Structures and Risk•10 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
- Liquidity Risk and Funding Instruments•30 minutes
- Deposit Pricing and Liquidity Basics•10 minutes
- Borrowing and Funding Markets•10 minutes
- Repo Markets and Trends•10 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
- Liquidity Transfer and Global Banking•30 minutes
- Repo Structures and Applications•10 minutes
- Liquidity Transfer and Pricing•10 minutes
- Cost and Global Perspectives•10 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
- Exchange Rates and Regulatory Responses•30 minutes
- Global Banking and Regulation•10 minutes
- FX Parity Relationships•10 minutes
- FX Stress and Case Analysis•10 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
- Asset–Liability Management and Interest Rate Risk•30 minutes
- Interest Rate Risk Management•10 minutes
- Advanced ALM and Portfolio Considerations•10 minutes
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Reviewed on May 13, 2026
An outstanding course that provides deep insights into credit, market, and liquidity risk management.
Reviewed on May 15, 2026
This course offers an excellent balance of theory and practical application.
Reviewed on May 28, 2026
The course is detailed, practical and industry focused👍
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