The Global Centre for Risk and Innovation (GCRI)
Risk Academy, a Nexortium programmeFinance and EconomicsDepartment of Financial Markets and Investment
Value at risk, expected shortfall, market and funding liquidity, interest rate and currency risk
Market, liquidity and treasury risk covers the risk of loss from movements in market prices and from being unable to fund or trade when needed: market risk measurement, market and funding liquidity, interest rate and currency risk, and treasury and asset-liability practice, as measurement and management, never investment advice.
risksacademy.comfinance-economicsdiscipline
Twin figures for Houston and the Ship Channel, counted from its layers at their stated dates.
For Market, liquidity and treasury risk: the faculty's twin of Houston on the planet map, the globe and in 3D. Pick a generator, switch layers, run the instruments; every layer prints its provider and date.
Drag to move, right drag or Shift with a drag to turn and tilt, Ctrl with the wheel to zoom. Keyboard: arrows move, Shift with arrows turn and tilt, + and - zoom, 0 resets, V steps through the views, Escape clears.
Flat plan of the same data: relief as contours from the inline grid, the plants by capacity, the industrial points by kind and the numbers below. The 3D twin opens on devices with WebGL once its data and library have been checked.
The map loads from this site as it nears the view (MapLibre 6.9.1, checked by hash).
The discipline teaches value at risk and expected shortfall with stated horizons and confidence levels, backtesting, market liquidity and funding stress, the interest rate risk of a book under the term structure the faculty's Nelson-Siegel instrument fits and shocks, duration and key-rate sensitivities, currency risk, asset-liability management, and collateral and margin calls under stress, with the Basel market risk standard as the frame. A graduate can measure a book's value at risk and expected shortfall and backtest them, shock a term structure and read the book's sensitivity by maturity, and write a liquidity stress plan with the funding sources it relies on.
This area covers the risk of loss from movements in market prices and from being unable to fund or trade when needed: market risk measurement, market and funding liquidity, interest rate and currency risk, and treasury and asset-liability practice. It is taught in the department of Financial Markets and Investment, Faculty of Finance and Economics, through 2 courses with it as primary discipline and 2 more that also teach it.
8 subtopics, taught across its courses and labs.
Recent developments in market, liquidity and treasury risk, each with its source; sources checked on 16 October 2026. Summaries are short readings of the source; follow the link for the full account.
News and research as they are published, per discipline, with the faculty's other tools.
The newest research, preprints, news and humanitarian reports for Market, liquidity and treasury risk, each with its source and date, load here. Open the research and news hub
From the Academy's risk taxonomy: the discipline's own entries and those of its primary courses, with how many courses teach each.
No course with this primary discipline is open yet; these are planned, so you can prepare with the courses also taught here.
Courses with this primary discipline0 open, 2 in preparation
| Lab | What you do in it | Courses using it |
|---|---|---|
| Network lab | Build dependency graphs, find critical nodes, trace cascades | 2 |
These courses count in their own primary discipline and also teach this one; they do not count towards its achievement as primary courses.
Also taught here2 courses that count in another discipline
Nexus Foundry system pages describe what each system and its rooms are designed to do; they are not a service on offer, and studying here gives no access to them.
Open courses in connected disciplines teach the methods this discipline will build on.