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PRMIA 8012 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Liquidity Risk Management | - Cash Flow and Collateral Management - Liquidity Risk Frameworks - Funding Liquidity and Stress Testing |
| Asset Liability Management (ALM) | - Balance Sheet Risk Management - Duration and Gap Analysis - Interest Rate Risk in Banking Book (IRRBB) |
| Integrated Risk Frameworks | - Interaction of Market, Liquidity, and ALM Risks - Stress Testing and Scenario Analysis |
| Market Risk Management | - Interest Rate Risk and Market Risk Drivers - Valuation and Risk Models - Risk Measurement and Sensitivity Analysis |
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