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Advanced Credit, Market & Liquidity Risk Analysis

This course is part of Apply Financial Risk, Capital & Governance Analytics Specialization

Instructor: EDUCBA

Included with

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7 modules

Gain insight into a topic and learn the fundamentals.

Beginner level

Recommended experience

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

7 modules

Gain insight into a topic and learn the fundamentals.

Beginner level

Recommended experience

2 weeks to complete

at 10 hours a week

Flexible schedule

Learn at your own pace

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.

Skills you'll gain

Details to know

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Add to your LinkedIn profile

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Build your subject-matter expertise

This course is part of the Apply Financial Risk, Capital & Governance Analytics Specialization

When you enroll in this course, you'll also be enrolled in this Specialization.

Learn new concepts from industry experts
Gain a foundational understanding of a subject or tool
Develop job-relevant skills with hands-on projects
Earn a shareable career certificate

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.

Module details

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 videosTotal 63 minutes

Introduction to Credit Risk Measurement and Management2 minutes
Credit Exposure9 minutes
Nature of Exposure9 minutes
Metrics7 minutes
Metrics Continued6 minutes
Drivers of Exposures12 minutes
Other Factors8 minutes
Other Factors Continued9 minutes
Introduction to Market Risk Measurement and Management2 minutes

4 assignmentsTotal 60 minutes

Foundations of Credit Risk30 minutes
Introduction to Credit Risk10 minutes
Credit Risk Metrics10 minutes
Additional Credit Risk Considerations10 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 videosTotal 77 minutes

Background6 minutes
GEV13 minutes
Shortcut Method12 minutes
POT8 minutes
Refinement to EVT10 minutes
Introduction to Risk Management and Investment Management2 minutes
Bernie Madoff7 minutes
Research Methodology11 minutes
Data and Variables8 minutes

4 assignmentsTotal 60 minutes

Market Risk and Extreme Value Theory30 minutes
Market Risk Background10 minutes
Advanced EVT Techniques10 minutes
Market Risk in Practice10 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 videosTotal 73 minutes

Fraud Prediction 10 minutes
Economic Interpretations5 minutes
Fraud Risk Compensation6 minutes
Conclusions8 minutes
Introduction to Liquidity and Treasury Risk3 minutes
Transaction Deposits9 minutes
Nontransaction Deposits12 minutes
Pricing Deposit Services Part 113 minutes
Pricing Deposit Services Part 29 minutes

4 assignmentsTotal 60 minutes

Fraud Risk and Financial Misconduct30 minutes
Fraud Detection Frameworks10 minutes
Fraud Case Analysis10 minutes
Deposit Structures and Risk10 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 videosTotal 82 minutes

Pricing Deposit Services Part 310 minutes
Fed Funds11 minutes
Repo Agreements10 minutes
Fed Borrowing4 minutes
Market Borrowing9 minutes
Choice of Sources of Funds12 minutes
Historical Trends8 minutes
Repo Basics9 minutes
Repo Basics Continued9 minutes

4 assignmentsTotal 60 minutes

Liquidity Risk and Funding Instruments30 minutes
Deposit Pricing and Liquidity Basics10 minutes
Borrowing and Funding Markets10 minutes
Repo Markets and Trends10 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 videosTotal 80 minutes

Structure and Uses12 minutes
Case Studies7 minutes
Case studies Continued9 minutes
Liquidity Transfer Basics8 minutes
Pricing of Liquidity11 minutes
Pricing of Liquidity Continued6 minutes
Cost of Carry10 minutes
Pricipals and Recommendations7 minutes
Banks International Positions10 minutes

4 assignmentsTotal 60 minutes

Liquidity Transfer and Global Banking30 minutes
Repo Structures and Applications10 minutes
Liquidity Transfer and Pricing10 minutes
Cost and Global Perspectives10 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 videosTotal 84 minutes

Banks Global Balance Sheet9 minutes
Regulatory Policy Response12 minutes
Determinant of Exchange Rates7 minutes
Determinant of Exchange Rates Continued11 minutes
Interest Rate Parity7 minutes
Covered Interest Rate Parity4 minutes
Pressure on Basis14 minutes
USD JPY Case Study9 minutes
ALM Strategies11 minutes

4 assignmentsTotal 60 minutes

Exchange Rates and Regulatory Responses30 minutes
Global Banking and Regulation10 minutes
FX Parity Relationships10 minutes
FX Stress and Case Analysis10 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.