The first day of the seminar provides an overview of the current issues and demonstrates fundamental techniques and methods of quantitative risk management. It also explores practical aspects of risk management. The day closes with a look into topics involved in the design and use of financial software solutions. On the second day, the focus is on the possibilities offered by regulatory and economic risk reduction as well as refinancing and collateral generation with portfolio transactions. After an initial overview of transaction structures and markets, the quantitative foundation of risk reduction will be discussed and explored in depth using case studies and exercises.The third day provides an overview of the current status of liquidity risk: illiquidity risks are distinguished from liquidity induced value risks, the introduction of forward liquidity exposure explains why counter balancing capacity is used instead of capital.This seminar is aimed at treasurers, asset liability managers, risk managers and risk controllers as well as all other banking practitioners who deal with current risk measurement and management who would like to broaden their knowledge or move into the field. Investors who want to familiarise themselves with the opportunities and risks of investing in portfolio transactions would also benefit from this seminar.