Training a player in a new position and/or weaker foot costs CA points. You can quickly see it if you have the editor, take a player and upgrade his weaker foot or an unfamiliar position to 20, and his recommended current ability will go up (meaning, his current set of attributes/positions/footedness is more costly, so to speak).
I think some retrainings cost less than others, for example training an AML to be an ML costs relatively little.