Credit, Liquidity and Market Risk
Part 2 of the financial risk series, after "Financial Risk Management Fundamentals". Apply practical tools to the three financial risks a non-bank company faces: assess and limit customer credit, provision for expected credit loss under IFRS 9, forecast cash thirteen weeks ahead and protect covenant headroom, and reduce foreign-exchange, interest-rate and commodity exposure. Worked examples with simple numbers show how to measure each risk, set limits, report to the board and write a treasury and credit policy.
- Modules
- 7
- Participants max.
- 20
- Langue
- EN
Ce qu'elle couvre habituellement
- 1
How the Three Financial Risks Connect
- How Credit, Liquidity and Market Risk Feed Each Other
- Mapping a Company’s Financial Risk Exposures
- Turning Risk Appetite into Treasury and Credit Limits
- Roles and Governance: Sales, Credit Control, Treasury and the Board
- 2
Measuring Financial Risk Exposure
- Exposure, Probability of Default and Loss Given Default
- Sensitivity Analysis: One Variable at a Time
- Scenario Analysis and Stress Testing
- Value at Risk: The Idea, a Worked Example and Its Limits
- 3
Customer Credit Assessment and Limits
- Applying the 5 Cs to a Customer’s Financial Statements
- Payment History, Trade References and Credit Reports
- Practical Credit Scoring
- Setting Credit Limits and Payment Terms
- 4
Protecting, Collecting and Provisioning Receivables
- Security, Guarantees and Credit Insurance
- Monitoring Receivables: Ageing, DSO and Warning Signs
- Collections Escalation and Disputed Invoices
- Expected Credit Loss Under IFRS 9: The Provision Matrix
- Concentration, Counterparty and Supplier Credit Risk
- 5
Liquidity Risk Management
- Building a 13-Week Direct Cash Forecast
- Liquidity Buffers and Funding Sources
- Covenant Headroom and Early-Warning Indicators
- Contingency Funding Plans and Working-Capital Levers
- 6
Market Risk: Exposures and Hedging
- Foreign-Exchange Exposure: Transaction, Translation and Economic
- Interest-Rate Exposure and Islamic Finance Alternatives
- Commodity Price Exposure
- Natural Hedges First
- Forwards, Swaps, Options and the Hedge Policy
- 7
Integration, Reporting and Judgement
- Key Risk Indicators and Reporting to the Board
- Writing a Treasury and Credit Policy
- Integrated Case: A Customer Failure Becomes a Cash Squeeze
- Integrated Case: A Currency and Commodity Shock
Cette page décrit ce que la formation couvre habituellement. Chaque prestataire de formation peut modifier le contenu, la durée et l'ordre pour s'adapter au groupe. Confirmez le contenu final avec le prestataire de formation avant de réserver.
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Credit, Liquidity and Market Risk
6 h 1 min
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