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PRMIA 8012 valid - in .pdf

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  • Exam Code: 8012
  • Exam Name: Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate Exam
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  • Exam Name: Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate Exam
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  • Exam Name: Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate Exam
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PRMIA 8012 Exam Syllabus Topics:

SectionObjectives
Topic 1: Regulatory and Governance Considerations- Regulatory Requirements
  • 1. Internal controls and oversight
  • 2. Risk governance and reporting
  • 3. Basel liquidity standards
Topic 2: Asset Liability Management- ALM Framework
  • 1. Interest rate risk in the banking book
  • 2. Funds transfer pricing
  • 3. Duration and gap analysis
  • 4. Balance sheet management
Topic 3: Risk Measurement Techniques- Quantitative Methods
  • 1. Risk-adjusted performance measures
  • 2. Sensitivity analysis
  • 3. Scenario modeling
Topic 4: Liquidity Risk Management- Liquidity Risk Principles
  • 1. Sources of liquidity risk
  • 2. Liquidity measurement techniques
  • 3. Contingency funding planning
  • 4. Liquidity stress testing
Topic 5: Market Risk Management- Market Risk Frameworks
  • 1. Value at Risk methodologies
  • 2. Market risk concepts and governance
  • 3. Risk identification and measurement
  • 4. Stress testing and scenario analysis
Topic 6: Implementation and Best Practices- Practical Applications
  • 1. Market and liquidity risk monitoring
  • 2. ALM tools and techniques
  • 3. Risk management policies and procedures

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