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PRMIA 8011 certification exam covers a wide range of topics related to credit and counterparty risk management, including credit analysis, credit risk measurement, credit risk models, counterparty risk management, credit derivatives, and structured finance. It also covers regulatory frameworks, such as Basel III, and the role of credit rating agencies in credit risk management.
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PRMIA 8011 Certification Exam is a professional certification program designed for professionals seeking to demonstrate their knowledge and expertise in credit and counterparty risk management. Credit and Counterparty Manager (CCRM) Certificate Exam certification program is offered by the Professional Risk Managers' International Association (PRMIA), a non-profit organization dedicated to advancing the practice of risk management across all industries and sectors.
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| Section | Objectives |
|---|---|
| Classic Credit Products and Lifecycle | - Credit lifecycle management
|
| Modern Credit Risk Modeling | - PD/LGD modeling
|
| Management of CVA and DVA | - Operational implementation
|
| Counterparty Risk | - Counterparty exposure
|
| Credit Portfolio Management | - Risk-adjusted performance
|
| Standardized Approach for Counterparty Credit Risk | - Regulatory capital treatment
|
| Credit Derivatives and Securitization | - Securitization structures
|
| CVA and DVA | - Credit valuation adjustment
|
| Classic Credit Risk Methodology | - Traditional credit analysis
|
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