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| Section | Weight | Objectives |
|---|---|---|
| Topic 1: Market Risk | 40% | - Commodities Market Risk - Market Risk Governance and Management - Market Risk in Trading Books - Introduction to Market Risk - Stress Testing and Beyond VaR - Market Risk Measurement |
| Topic 2: Asset Liability Management (ALM) | 35% | - Funds Transfer Pricing (FTP) - Interest Rate Risk in Banking Book - Balance Sheet Management - ALM and Recent Crises - Introduction to ALM |
| Topic 3: Liquidity Risk | 15% | - Liquidity Risk Framework and Measurement |
| Topic 4: Case Studies & Integrated Application | 10% | - MLARM Integrated Case Studies |
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