Digital Assets & Tokenized Markets
Read the new venue. Keep the old controls. Prove custody.
Courses 01-09 cover government bonds, rate derivatives, inflation, linear FX, FX options, corporate credit, securitized credit, equities and securities financing. Chapters 01-80 of Course 10 own native digital assets, tokenized money, tokenized financial claims, venue and custody mechanics, digital-asset derivatives, decentralized-finance exposures, and their market and operational risks. Chapters 81-100 own the missing cross-asset market-risk integration: a graded portfolio engine, VaR, expected shortfall, backtesting, stress, liquidity, hedging and independent senior-committee defense.
100 chapters · 10 modules · beginner to advanced · spreadsheet first, Python and SQL optional
One book, carried through all ten modules
Meridian Digital Assets & Group Market Risk receives small illustrative positions in a native cryptoasset, a fiat-referenced token, a tokenized government-bond claim, a listed or documented derivative, and a decentralized lending exposure. The final market-risk exercise integrates the live Meridian positions accumulated in Courses 01-09, translated to a common reporting currency and a dated valuation cut. All quotes, counterparties, reserve figures and legal structures are fictional teaching assumptions.
The firm, positions, prices and counterparties are fictional teaching inputs. They do not describe any real institution or transaction.
10 modules · 100 chapters
Each module closes with an artefact, and the ten artefacts accumulate into the final pack the learner defends. Chapters build in order rather than standing alone.
M1 Digital-asset taxonomy and legal claims Ch 1-10
- Asset, Token, Ledger and Claim
- Native Assets and Protocol Economics
- Reserve-Backed Stablecoin Promise
- Tokenized Bank Deposit Versus Stablecoin
- Wholesale Central-Bank Money Concept
- Fungible Tokens and Contract Permissions
- Protocol Developers, Validators and Issuers
- Centralized Venue Versus On-Chain Exchange
- Fiat Rails and Currency Conversion
- Taxonomy Capstone: Four Similar Dollar Screens
M2 Transactions, custody and settlement finality Ch 11-20
- From Signed Instruction to Ledger Entry
- Confirmation and Finality Thresholds
- Fees, Congestion and Settlement Cutoffs
- Wallet Keys and Signing Authority
- Segregated and Omnibus Custody
- Reconcile Wallet, Custodian and Treasury
- Cross-Chain Bridge Exposure
- Fork, Upgrade and Governance Event
- On-Chain Transparency and Information Gaps
- Settlement Capstone: Missing Token Delivery
M3 Tokenized bonds, equities and settlement assets Ch 21-30
- Token Representation of a Government Bond
- Tokenized Treasury Yield and Fees
- Tokenized Equity and Corporate Rights
- Corporate Action Across Two Ledgers
- Delivery Versus Payment on a Tokenized Venue
- Permissioned Participants and Transfer Controls
- Registrar, Custodian and Token Supply
- Tokenized Repo Without Assumed Equivalence
- Interoperability and Redemption Bottleneck
- Tokenization Capstone: Bond Claim Audit
M4 Digital spot markets, liquidity and price formation Ch 31-40
- Spot Pair, Quote Currency and Venue Inventory
- Fragmented Order Books and Executable Depth
- Twenty-Four-Hour Trading and Risk Cut
- Market Data Quality and Wash Activity
- Stablecoin Depeg and Cross-Venue Basis
- Slippage and Market Impact Under Stress
- Reference Price and Price Manipulation Risk
- Automated Market Maker Execution
- Liquidity-Provider Return Versus Holding
- Spot Market Capstone: Sell During a Depeg
M5 Digital-asset futures, options and leveraged positions Ch 41-50
- Listed Future and Perpetual Contract
- Perpetual Funding Cash Flow
- Spot-Future Basis with Custody Frictions
- Digital-Asset Option Smile and Expiry Cut
- Cross-Venue Margin and Collateral
- Liquidation Trigger and Gap Loss
- Settlement Asset and Quanto Mismatch
- Calendar, Basis and Funding Roll
- Options Hedge for an Exchange Inventory
- Derivatives Capstone: Margin at the Wrong Venue
M6 Decentralized exchange, lending and liquidation Ch 51-60
- Smart-Contract Position and Actual Control
- Overcollateralized Token Loan
- Oracle Update and Stale Price
- Liquidation Incentive and Slippage
- Leverage Loop and Effective Exposure
- Yield Decomposition and Counterparty Chain
- Protocol Upgrade and Governance Vote
- Bridge-Backed Collateral Risk
- Liquidation Cascade and Shared Collateral
- DeFi Capstone: Yield Becomes a Liability
M7 Digital-asset risk, controls and regulatory scope Ch 61-70
- Separate Price Risk from Claim Failure
- Custodian Insolvency and Recovery Claim
- Stablecoin Reserve Liquidity Run
- Smart-Contract and Privileged-Key Failure
- Validator, Network and Fork Disruption
- Venue Concentration and Correlated Exposure
- Market Integrity and Data Challenge
- Classification and Jurisdiction Decision Tree
- Prudential and Reporting Scope Check
- Digital-Risk Capstone: Three Failures Together
M8 Digital-asset portfolio analytics and tokenized-market risk Ch 71-80
- Factor Map of the Digital Book
- Correlation Across Market Regimes
- Price Cuts for Mixed Trading Calendars
- Digital-Asset Historical VaR
- Digital Expected Shortfall and Exit Cost
- Risk Backtest After an Exchange Outage
- Tokenized Bond Double-Count Test
- Digital P&L Across Cash and Token Legs
- Digital Limits and Independent Escalation
- Digital Portfolio Capstone: Exit Before Redemption
M9 Cross-asset market-risk engine: VaR, ES and validation Ch 81-90
- Consolidated Meridian Risk Inventory
- Common Valuation Cut and Currency
- Cross-Asset Factor Taxonomy and Mapping
- Sensitivity and Full-Revaluation Bridge
- Historical Simulation VaR End to End
- Covariance VaR and Unstable Correlation
- Monte Carlo VaR with Nonlinear Positions
- Expected Shortfall and Tail Attribution
- Backtesting and P&L Attribution
- Model Validation Capstone: False Diversification
M10 Cross-asset stress, liquidity and final specialist defense Ch 91-100
- Scenario Design and Severity Calibration
- Rates, Inflation and Sovereign Shock
- FX Shock and Options Volatility Regime
- Issuer Default and Securitization Contagion
- Equity Gap, Dividend Cut and Option Assignment
- Repo Non-Roll and Digital Weekend Run
- Liquidity Feedback and Wrong-Way Dependence
- Limits, Risk Appetite and Recovery Actions
- Independent Risk Committee Challenge
- One-Stop Capital Markets Specialist Defense
Three ways to take Digital Assets and Tokenized Markets
| Feature | Self-paced | Cohort | Enterprise |
|---|---|---|---|
| Format | Written chapters, video explainers and podcasts | Everything in self-paced, plus scheduled live sessions | Everything in cohort, delivered privately to your team |
| Live sessions | None | Scheduled, instructor-led | Scheduled, instructor-led, private |
| Mentorship | Not offered | Not offered | Not offered |
| Access | Lifetime | Lifetime | Lifetime for every enrolled seat |
| Pace | Entirely your own | Guided schedule with a peer group | Agreed with your desk |
| Tailoring | Fixed curriculum | Fixed curriculum | Sequenced to your markets, systems and governance |
| Best for | Individuals learning around a job | Individuals who want structure and deadlines | Desks building the same capability together |
Get the programme guide
The full chapter list, what each module covers, and how the tiers compare - sent to your inbox as a PDF.
Run this for my desk
Private delivery for your desk, sequenced to your markets and systems. Tell us the team and we will scope it.
Run this for my deskTake it on its own, or as part of the academy
Each course stands alone. Taken in order, the ten build one cross-asset trading and risk capability.