Financial Risk Management: Credit, Market, and Liquidity

This comprehensive course provides a deep dive into the three core pillars of **Financial Risk Management**: Credit, Market, and Liquidity Risk. Participants will gain the conceptual framework and quantitative tools necessary to measure, monitor, and mitigate financial exposures in a highly volatile global environment. The training covers regulatory requirements (like Basel Accords) and best-practice models used in banking and corporate finance to ensure financial stability and solvency. Mastery of these risks is fundamental to protecting the balance sheet and ensuring the long-term profitability of any financial or corporate institution.