Professional liquidity risk management and accounting using short-term deposits, loans, tradable securities, and repos
InstructorMichiel van den Broek
Coupon
The training covers technical aspects of money market products, including day-count conventions, broken periods, and collateral management.
Instruction connects liquidity standards to historical market contexts, such as the 2008 financial crisis, to explain regulatory necessity.
The heavy reliance on mathematical formulas may feel abrupt for learners expecting more qualitative explanation. Note that a signal regarding this density was recorded prior to the displayed update date, and the update label does not prove a correction has been made.
This is best suited for finance professionals or students who require a rigorous, calculation-focused understanding of liquidity and short-term funding tools.
Score breakdown
The curriculum provides specific technical coverage of interest rate math, day-count conventions, and repo mechanics.
Learning is reinforced through multiple quizzes and practical modules on collateral and haircut calculations.
Instructional signals are mixed; while some find the context helpful, others find the formula density lacks sufficient explanation. One signal regarding this density was recorded before the displayed update, leaving its current status uncertain.
The available evidence does not establish enough about current reliability to move this dimension away from neutral.
The curriculum aligns with the needs of finance and banking professionals through its focus on market instruments.