Certified Market and Liquidity Risk Professional

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Course Overview

This course is designed to deliver a deep, practical understanding of market and liquidity risk management, frameworks and various measurement methodologies applicable for financial institutions. Candidates will be prepared to implement the policies and calculations, as well as understand the tools and techniques used within these areas.
This course will try to grasp as much challenges of managing liquidity risk and establishing risk control.

Key Takeaways

Understand and apply the underlying principles of Market Risk
Defining liquidity risk in a bank
Describe the elements of Market Risk and the benefits of such an approach
Overview of the portfolio management categorizations
Key Risk Indicators (KRI) related to market risk control

International Academy of Business and Financial Management
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The International Academy of Business and Financial Management™ is one of the world’s fastest growing professional association with more than 200,000 members, associates and affiliates in 145 countries. IABFM™ hosts and organizes certification training worldwide and offers exclusive board designations to candidates who meet the highest professional standards and assessment criteria. The IABFM is credited by the American National Standards Institute (ANSI) the International Standards setting authority.

Course Outline

Day 1
Day 1, Morning – General Risk Management Framework
Putting things in the (right) context The Investment Policy Statement (IPS) overview
Case study: the IPS of the Treasurer
Day 1, Morning & Afternoon – Risks Related to Investment Management
The asset class overview The example of a structured product
Case study: Commodity Linked Note (CLN)
Day 1, Afternoon & Day 2, Morning – Common risk measures for financial risk
Simplest (mixed-) risk measures and their issues Relative measures… (benchmark and their use) The different Value-at-Risk measures for simpler portfolios
Case study: Value-at-Risk related to futures
Day 2
Day 2, Afternoon & Day 3, Morning – Adapting to More Complex Portfolios
Further derivatives: options Derivatives: (full) valuation as the Profit and Loss at valuation day, some applications Private Equity Overview of the portfolio management categorizations Elements of analysis for a new market/ strategy: normal markets
Case study: in the context of Asset Liability Management of the Bank, dealing with the duration gap
Day 3
Day 3, Morning & Afternoon – Around stress testing
Some big cases and the Great Financial Crisis (GFC). And the next possible systemic issue Going beyond market risk VaR Stress-Test: how it goes
Case study: highly complex investment products
Case study: stress-testing Bank liquidity, including
Day 4
Day 4, Morning – Introduction to Key Risk Indicators
About Key Risk Indicators (KRI) Key Risk Indicators (KRI) related to market risk control
Day 4, Morning & Afternoon – Elements of Risk Treatment
Principles of risk treatment Risk treatment via stop-loss orders Risk treatment via portfolio hedging: Equity risk hedging Risk treatment via portfolio hedging: interest rate risk hedging Risk treatment via portfolio smart hedging: long term option on short term interest rates Risk treatment via portfolio liquidity improvement in the debt market: an example Risk treatment via portfolio transformation: alpha generation (extended)
Day 5
Day 5, Morning & Afternoon – Q&A and Exam
Focus on specific points Extensive Questions and Answers session Certificate exam and its correction

Who Should Attend?

This highly practical and interactive course has been specifically designed for
→ Senior Risk Management and Risk Control as well as New Business in Banking Team Members
→ Senior Product Management Team Members
→ Compliance Team Members
→ Client Advisors from Wealth Management, Asset Management and Investment Banking as well as the related IT Experts
→ Internal and external Audit Team Members

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What language will the course be taught in and what level of English do I need to take part in an LEORON training program?
Most of our public courses are delivered in English language. You need to be proficient in English to be able to fully participate in the workshop and network with other delegates. For in-house courses we have the capability to train in Arabic, Dutch, German and Portuguese.
Are LEORON Public courses certified by an official body/organization?
LEORON Institute partners with 20+ international bodies and associations.We also award continuing professional development credits (CPE/PDUs) for:1. NASBA (National Association of State Boards of Accountancy) 2. Project Management Institute PDUs 3. CISI credits 4. GARP credits 5. HRCI recertification credits 6. SHRM recertification credits
What is the deadline for registering to a public course?
The deadline to register for a public course is 14 days before the course starts. Kindly note that occasionally we do accept late registrations as well, but this needs to be confirmed with the project manager of the training program or with our registration desk that can be reached at +1071 4 1075 5711 or
What does the course fee cover?
The course fee covers a premium training experience in a 5-star hotel, learning materials, lunches & refreshments, and for some courses, the certification fee and membership with the accrediting bodies.
Does LEORON give discounts?
Yes, we can provide discounts for group bookings. If you would like to discuss a discount on a corporate level, we will be happy to talk to you.