All Course Topics

An exploration of market liquidity risk and funding liquidity risk, distinguishing how each affects financial stability.

Study of various metrics and models used to assess liquidity risk, such as the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).

Strategies and tools that institutions use to manage liquidity risk, including stress testing and maintaining liquidity buffers.

Examination of how liquidity risk can propagate through financial markets, potentially leading to broader economic crises.

Understanding of regulatory guidelines like Basel III that govern liquidity risk requirements for financial institutions to ensure systemic stability.

Comprehensive assessment of target companies to identify potential risks, validate financial health, and evaluate business prospects.

Techniques such as discounted cash flow (DCF), comparable company analysis, and precedent transactions to determine the worth of a target company.

Analysis of transaction structures and financing options to optimize deal terms, including cash, stock swaps, and leveraged buyouts.

Examination of antitrust laws, merger control regulations, and legal frameworks affecting M&A transactions.

Strategies for combining two organizations operations, systems, and cultures effectively to maximize synergies and achieve strategic objectives.

This involves training models on a labeled dataset, enabling predictions or classifications based on input data.

In this paradigm, algorithms learn patterns from unlabeled data to identify structures and relationships within the dataset.