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Certificate in Market and Liquidity Risk Management

LEORON Professional Development Institute
Training overview
Professional Course
5 days
From 4,770 USD
1,890 GBP
Start dates
1,890 GBP
Inquire for more information

4,770 USD
Inquire for more information

Course description

Certificate in Market and Liquidity Risk Management

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.

This course will give an overview of the challenges of managing liquidity risk as well as recommendations to address this important risk. All these topics will be covered from practical and industry relevant aspects.

Who should attend?

Professionals associated with the fields of:

  • Risk Management
  • Asset Management
  • Financial Services
  • Financial Planning
  • Project Management
  • Strategy Development
  • Audit
  • Corporate Risk Management
  • Compliance



Training content

Day 1:

  • Introduction to Market Risk
  • Standardized approach for capital
  • Standardized default risk capital
  • Simplified standardized approach

Day 2:

  • Internal Models Approach Overview
  • Backtesting and P&L attribution test
  • IMA Capital requirements calculation
  • Trading Risk Stress testing techniques

Day 3:

  • Interest Rate Risk in the Banking Book Overview
  • Minimum capital requirements for interest rate risk in the banking book
  • Metrics Overview
  • Pillar II capital treatment for IRRBB

Day 4:

  • Liquidity Risk Management

Day 5:

  • Leverage Ratio, Risk-Based Capital Ratio and Risk Weighted Assets
  • Key Elements in Basel III
  • Capital Adequacy under Basel III
  • Supervisory and external disclosure requirements

Certification / Credits

Course objectives

  • Market and Liquidity Risk in relation to meeting strategic objectives of the business
  • Review the definitions of Liquidity Risk including the alternative methodologies which can be used to calculate them
  • Interaction between major different risk types – Market, Credit, Liquidity, Operational, Reputational, Strategic
  • Maintaining excellent risk culture within an organization

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 risk 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.

You'll receive

35 NASBA CPE credits

Why choose Leoron?

LEORON has worked with some of the largest companies in the World - but importantly we care about the individual. Through our Customer Happiness Team we ensure that everyone who attends a LEORON course has the support before, during and after to ensure their training needs are met.

We offer the highest level of training delivery, whether that be in our live-virtual training or in-classroom sessions, with our expert instructors guiding you through everything so that you’re left feeling assured and confident to utilize your new knowledge going forward.

About Leoron

LEORON Professional Development Institute

LEORON is the fastest growing global training institute in the World, having evolved over the past 11 years into a dominant training institute that offers a comprehensive set of training and development solutions to both individuals and businesses. Our locations...

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Contact info

LEORON Professional Development Institute


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