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Week Four: Financial Risk Management Fundamentals II: Liquidity and Interconnected Risk


During the fourth and final week of this learning series, you will cover exercises that include:

  • Rebalancing a portfolio within investor's liquidity tolerance Risk
  • Assess contagion risk in an investment portfolio Interconnected Risk
  • Assess wrong way risk
During this live session, Professor Steve Lindo (Columbia University and Ohio State University Fisher College of Business) will guide you through the intricacies of Liquidity and Interconnected Risk. In virtual breakout groups, you'll discuss and tackle three exercises with your financial risk peers


  • Steve Lindo

    Steve Lindo designed and teaches a  Master’s Class in Financial Risk Management at Columbia University. His professional career spans more than 30 years managing risks in global corporations, both financial and non-financial. Prior to his current role as Principal of SRL Advisory Services, an independent consulting firm specializing in risk governance, education, regulation and data risk management, he held senior risk positions at Fifth Third Bancorp, GMAC (now Ally Financial), Cargill Financial Services, Lloyds Bank and First National Bank of Chicago (now part of JPMorgan Chase). In 2010, Mr. Lindo completed a two-year engagement as Executive Director of PRMIA – The Professional Risk Managers’ International Association, a non‐profit member organization with over 75,000 members in 198 countries. Mr. Lindo is a regular presenter at conferences, author of risk management articles and case studies. He has a BA and MA from Oxford University and speaks fluent French, German, Spanish and Portuguese.

October 22, 2019
Tue 12:00 PM EDT

Duration 1H 15M

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