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Home All Courses CMLRM Certificate in Market and Liquidity Risk Management

CMLRM Certificate in Market and Liquidity Risk Management

1 alternative location(s) available

Course Overview

Within this course various market risk models and approaches will be covered in addition to liquidity risk management best practices and approaches from practitioners’ point of view. The course has been structured to be highly interactive with aim to encourage participants to engage with others to identify where companies have gone wrong in the past, why they experienced issues, what risks they missed or ignored and how these issues could find their way into their own organizations. Moreover, financial crisis consequences forced players in the financial Services industry continually to address the formulation, implementation, review and subsequent revision (if needed) of liquidity management strategies to ensure that sensitivity to interest rate changes and currency fluctuations are within acceptable risk tolerance levels.

Project manager

Ana Sotirovska

1 alternative location(s) available



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5 Key Takeaways


Understand the methods which enable market risks to be measured and controlled as well as the metrics associated with them.

Understand the trends and new regulations for market risk, asset liability management, and managing risk-based capital.



Market and liquidity risks faced by organizations, theirs recognition and measurement.

Build a contingency funding plan to address stress cash outflows, capital requirements and associated banking book criteria.



Assess liquidity risk management, asset and liability management and funding strategy in a structured manner through a better understanding of the Basel III Accords.



See What’s Inside Our 2020 Catalog

Course Outline


Introduction to Market Risk

  • Scope of the trading book

  • Definition and application of market risk

  • Overview of market risk limits and volatility

  • Market risk management organizational structure and governance

  • Terminology for risk, hedging, and capital

  • Boundary between trading and banking book

  • Trading desk definition

  • Restrictions on moving instruments between banks

  • Treatment of internal risk transfers

Standardized approach for capital 

  • General provisions and structure

  • Definition of correlation trading portfolio

  • Sensitivities-based method main concepts

  • Capital calculations, risk factors and sensitivities

  • Delta, vega, and curvature risk weights and correlations

Standardized default risk capital

  • Main concepts and instruments

  • DRC calculation requirement

  • Securitization and non-securitization treatment

  • Residual risk add-on

Simplified standardized approach

  • RWA and capital calculations

  • Interest rate, equity, FX, and commodities

  • Treatment of options

  • Reporting processes and functions


Internal Models Approach Overview

  • General criteria and qualitative standards

  • Model validation and stress testing

  • Model requirements and eligibility of risk factors

Backtesting and P&L attribution test

  • Testing requirements

  • Treatment for exception situations

  • Trading desk-level and bank-wide

IMA Capital requirements calculation

  • Expected shortfall

  • Non-modellable risk factors (NMRF)

  • Default risk capital

  • Capital aggregation

Trading Risk Stress testing techniques

  • Portfolio-level stress testing

  • Business-specific stress tests

  • Scenario design and construction

  • Securitization treatment

  • Secured Finance Transactions (SFTs)



LEORON - Professional Development Institute

Built upon the strong experience in the manufacturing sector, which the founders developed in Sweden during the 90’s global expansion, LEORON evolved into a comprehensive training institute, offering training and development solutions in all strategic corporate functions, including corporate finance, HR, SCM, operations, and engineering.

With strategic distribution of our offices in leading locations, such as Dubai, Riyadh, Jonkoping, Skopje, Accra, and Almaty, our team of experts delivers approximately 500 courses annually, and roughly 10000 professionals are equipped with appropriate education and the latest insights in a wide assortment of industries across the EMEA region.



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Who Should Attend?

This highly practical and interactive course has been specifically designed for:

  • Risk Management

  • Asset Management

  • Financial Services

  • Financial Planning

  • Project Management

  • Strategy Development

  • Audit

  • Corporate Risk Management

  • Compliance

Project manager

Ana Sotirovska






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LEORON Institute partners with 20+ international bodies and associations.
We also award continuing professional development credits (CPE/PDUs) for:
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2. Project Management Institute PDUs
3. CISI credits
4. GARP credits
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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 +971 4 447 5711 or [email protected].

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.

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.

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