Credit, Market & Liquidity Risk

EDUCBA via Coursera Specialization

Go to class Write review

Details

Go to class

Provider

Coursera Specialization
Pricing

Paid Course
Languages

English
Certificate

Certificate Available
Sessions

Self-Paced
Level

Beginner

Found in

Overview

AI, Data Science & Cloud Certificates from Google, IBM & Meta — 50% Off

One plan covers every Professional Certificate on Coursera. 50% off Coursera Plus Annual for 10 days only — price increases June 17.

Unlock All Certificates

Build advanced financial risk management skills across credit risk, market risk, liquidity risk, treasury strategy, VaR, and portfolio analytics. Learn practical risk frameworks used in banking, financial markets, treasury functions, and investment decision-making. This Specialization is designed for finance professionals and advanced learners who want to strengthen their ability to measure, analyze, and manage complex financial risks. Across six structured courses, learners explore credit risk measurement, counterparty exposure, CVA, securitization, credit derivatives, liquidity stress, treasury funding strategies, Value at Risk, Expected Shortfall, interest rate models, portfolio construction, hedge fund evaluation, and performance analysis. The curriculum connects quantitative tools with real-world financial institution practices, helping learners understand how banks, treasury teams, risk departments, and investment professionals respond to uncertainty and market stress. By completing this Specialization, learners will be able to interpret risk models, evaluate exposures, apply stress testing methods, assess portfolio risk, and make more informed financial risk decisions in professional settings.

Syllabus

Course 1: Credit Risk Management Fundamentals
Course 2: Credit Risk Measurement and Management
Course 3: Banking Liquidity Risk & Treasury Strategies
Course 4: Master Market Risk, VaR & Interest Rate Models
Course 5: Market Risk, VaR & Investment Strategies
Course 6: Market Risk, VaR and Portfolio Management Mastery

Courses

0 reviews

View details

Master liquidity risk management and treasury strategies essential for modern banking and FRM Part II success. Learn how financial institutions manage funding, survive crises, and ensure stability in volatile markets. This course provides a comprehensive, practical understanding of liquidity risk and treasury management. You will explore real-world banking failures like Northern Rock, analyze liquidity measurement frameworks, and evaluate funding strategies used by financial institutions. Through structured modules, you will learn how to assess liquidity positions, interpret market signals, manage intraday liquidity, and apply stress testing techniques. The course also covers dealer bank operations and contingency funding planning, equipping you with skills to handle real-world financial stress scenarios. By the end, you will be able to confidently analyze liquidity risks, design effective treasury strategies, and apply key FRM concepts in professional settings.
0 reviews

View details

Master advanced credit risk concepts, counterparty exposure, securitization, and credit derivatives for FRM Part II success. Build practical expertise in modern banking risk management using real-world frameworks and quantitative techniques. This course provides a complete deep dive into Credit Risk Measurement and Management for FRM Part II learners and finance professionals. Learners will explore expected and unexpected loss models, economic capital, counterparty credit risk, collateral management, securitization, structured products, CVA, and portfolio credit risk analytics. The course combines conceptual clarity with practical applications used in modern banking and financial institutions. Learners will understand rating systems, default prediction models, CCP risk management, stress testing frameworks, and exposure measurement techniques essential for risk management careers. Designed for FRM candidates, credit analysts, treasury professionals, and banking practitioners, this course helps learners strengthen both exam preparation and industry-relevant risk management skills.
0 reviews

View details

Master advanced credit risk measurement, counterparty risk, CVA, securitization, and credit derivatives used in modern banking and financial institutions. Build practical FRM-aligned risk management skills through structured lessons on default probability, collateral frameworks, CCPs, credit exposure, portfolio credit risk, and stress testing. This course provides a comprehensive understanding of credit risk analysis using both qualitative and quantitative approaches. Learners will explore borrower evaluation, expected and unexpected loss, credit spreads, CDS pricing, securitization structures, Merton Models, credit transfer markets, and retail credit risk frameworks. Designed for FRM candidates, banking professionals, treasury teams, and risk analysts, the course simplifies complex concepts into practical and application-focused learning. By the end of the course, learners will be able to analyze credit exposure, evaluate counterparty risk, interpret structured credit products, and apply modern credit risk management techniques used across the financial industry.
0 reviews

View details

Master financial risk management and investment strategies used by top professionals. Learn VaR, portfolio analysis, and hedge fund evaluation in one course. This course bridges the gap between quantitative risk modeling and real-world investment decision-making, making it ideal for FRM Level II candidates and finance professionals. You will learn how to measure and manage risk using Value at Risk (VaR), Expected Shortfall, and stress testing techniques, and validate models using backtesting and Basel regulatory frameworks. The course also dives into hedge funds, mutual funds, illiquid assets, and alternative investments, helping you understand their structure, risks, and performance drivers. Finally, you will apply portfolio management concepts, including CAPM, multifactor models, and performance evaluation, to make informed investment decisions.
0 reviews

View details

Master Market Risk, VaR, and Portfolio Management for real-world finance and FRM Level II success. Learn how to measure, manage, and apply risk in investment decision-making. This course provides a comprehensive and practical understanding of market risk and investment management, aligned with FRM Level II concepts. You will begin by learning how to measure risk using tools like Value at Risk (VaR) and Expected Shortfall, and then move into advanced topics such as term structure modeling, factor investing, and portfolio sensitivity analysis. The course bridges theory and application by guiding you through portfolio construction, risk budgeting, and performance evaluation using real-world frameworks. You will also explore hedge fund strategies and due diligence processes to understand how professional asset managers operate. By the end of this course, you will be able to analyze risk exposures, build optimized portfolios, and evaluate investment performance using industry-standard techniques—equipping you with the skills needed for careers in risk management, asset management, and quantitative finance.
0 reviews

View details

Master market risk measurement, VaR, and financial models used by top risk professionals. Learn how to apply real-world risk frameworks and excel in FRM II. This course provides a comprehensive, practical approach to market risk measurement and management, covering key concepts such as Value at Risk (VaR), Expected Shortfall, correlation modeling, and hedging strategies. You will explore advanced topics including interest rate models, fixed income valuation, volatility modeling, and option pricing using Black-Scholes and binomial trees. Designed for finance professionals and FRM candidates, this course bridges the gap between theory and real-world application. You will learn how to analyze portfolio risk, implement hedging techniques, and evaluate financial models used in modern risk management. By the end of this course, you will be able to confidently apply market risk frameworks, interpret model outputs, and understand regulatory requirements such as the Internal Model Approach (IMA). Whether you're preparing for the FRM exam or advancing your career in finance, this course equips you with industry-relevant skills.