MLARM Exam Preparation Resources

The MLARM Certificate is designed for self-study and is based on Risk Management Frameworks and Practices for Market Risk & Asset Liability Management, together with case studies and digital resources.

Required

The required study resources listed below are designed for self-study. The digital Risk Management Frameworks and Practices for Market Risk & Asset Liability Management is included in the program fee.

 

Risk Management Frameworks and Practices for Market Risk & Asset Liability Management is a best practices guide to all elements needed for the successful implementation of an approach to managing each of these risks. Designed to deliver a deep, practical understanding of Market Risk, Liquidity Risk and Asset Liability Management in financial institutions, the book is written by an all-practitioner author team from major financial institutions around the globe. See link below for the book introduction.

Introduction

 
Case Studies
The following case studies are publicly available. They should be combined reading with Risk Management Frameworks and Practices for Market Risk & Asset Liability Management.

American Insurance Group (AIG)
Fannie Mae and Freddie Mac
Long-Term Capital Management (LTCM)
Lehman Brothers
Northern Rock
The Failure of Silicon Valley Bank
Washington Mutual (WaMu)

Optional Resources

These are a set of examples and exercises that will help you develop your knowledge for Value at Risk and Fund Transfer Pricing. They are not required for the exam.
Value at Risk Overview - PCA (Chapter 5)
(Microsoft Excel Workbook)

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