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Category: Liquidity and Treasury Risk

Fx Swaps Explained

In this video from FRM Part 1 and FRM Part 2 curriculum, we explore the mechanics of FX swaps, how they work, how they can be intuitively decomposed into simpler instruments and how they can be used in practice (as a way of funding an asset denominated in foreign currency by paying interest in the domestic currency).
Posted On: March 16, 2021

Liquidity Adjusted VaR: Solved Example

In this video from FRM Part 2 curriculum, we employ a solved example to explain and calculate liquidity trading risk via cost of liquidation and liquidity adjusted VaR (LVaR).
Posted On: April 7, 2020

Liquidity Risk Reporting: Deposit Tracker Report

In this video from FRM Part 2 curriculum (Liquidity and Treasury Risk section), we focus on exploring and interpreting the deposit tracker report.
Posted On: April 5, 2020

Swatches

  • Credit Risk (14)
  • Financial Markets and Products (28)
  • Foundations of Risk Management (4)
  • Investment Management (6)
  • Liquidity and Treasury Risk (3)
  • Market Risk (26)
  • Mathematics for Finance (2)
  • Operational Risk (3)
  • Quantitative Analysis (23)
  • Valuation and Risk Models (26)
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