MLARM Exam Preparation Resources
The MLARM Certificate is designed for self-study and is based on the PRMIA Market, Liquidity and Asset Liability Management Risk Manager Handbook, together with Handbook Digital Resources.
MLARM Certificate Candidate Guidebook
The required study resources listed below are designed for self-study.
The Market, Liquidity and Asset Liability Management Risk Manager Handbook 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 Handbook is written by an all-practitioner author team from major financial institutions around the globe.
For the MLARM Certificate you must purchase the MLARM Handbook as part of the MLARM Certificate Voucher Bundle.
Handbook Digital Resources
|3||Value at Risk Overview||VaR_Volatility_Models.xls|
|4||Value at Risk Overview||VaR_Methods.xls|
|5||Value at Risk Overview||VaR_PCA.xls|
|6||Advanced VAR Models - Univariate||VaR_Backtesting.xls|
|7||Advanced VaR Models - Multivariate||VaR_EVT.xls|
|8||Advanced VaR Models - Multivariate||VaR_Copula.xls|