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Home All Courses MLRMRC Market and Liquidity Risk Management and Risk Control
4.8

MLRMRC Market and Liquidity Risk Management and Risk Control

1 alternative location(s) available

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.

1 alternative location(s) available

01

05

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program at your premise of choice, with lower costs, and schedule that suits you best.

FULLY CUSTOMIZED

ACCORDING TO YOUR NEEDS!

5 Key Takeaways

1

Understand and apply the underlying principles of Market Risk

Defining liquidity risk in a bank

2

3

Describe the elements of Market Risk and the benefits of such an approach

Overview of the portfolio management categorizations

4

5

Key Risk Indicators (KRI) related to market risk control

02

05

See What’s Inside Our 2020 Catalog

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)

  • Risk data characteristics

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

  • Equity risk factor: beta
  • Debt risk factors: duration… and beyond
  • More about credit risk and credit spreads
  • Bringing equities and debt together
  • Is there a market stability “pact” in the US?
  • Reducing market risk and generating alpha: simple forms / introduction to risk treatments
  • Quick introduction to other risks with among others liquidity risk

 

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

EDUCATIONAL PARTNER

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:

  • 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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FREQUENTLY ASKED QUESTIONS

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.

LEORON Institute partners with 20+ international bodies and associations.
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4. GARP credits
5. HRCI recertification 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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