ePRM Coach: Complete Professional Risk Manager Exam - Online

ePRM Coach is a comprehensive online tutorial, designed in accordance with the structure of the Professional Risk Manager (PRM) program, offered by the Professional Risk Managers' International Association (PRMIA).

The Professional Risk Managers (PRM) Certification Program is a competitive exam that tests a professional's competence in the field of risk management. ePRM Coach is designed in accordance with Professional Risk Managers International Association (PRMIA) exam structure and the prescribed study guide.

The tutorial is equipped with the concepts and practices, knowledge and tools to aid application of concepts. This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer.

Available TodayOnlineUSD$500
Instructional Method:
Self-Study
Level: Intermediate

Those wishing to sit for the PRM exam.
Module 1: Finance Theory, Financial Instruments and Markets
Finance Theory
  • Risk and Risk Aversion
  • Portfolio Mathematics
  • Capital Allocation
  • CAPM and Multifactor Models
  • Basics of Capital Structure
  • The Term Structure of Interest Rates
  • Valuing Futures and Forwards
  • Principles of Option Pricing

Financial Instruments

  • Bonds
  • Bonds Analysis
  • Floating Rate Notes
  • Futures and Forwards
  • Swaps
  • Options
  • Credit Derivatives
  • Caps, Floors, and Swaptions

Markets

  • The Structure of Financial Markets
  • Money Markets
  • Bond Markets
  • FX Markets
  • Stock Markets
  • Futures Market
  • Capital Markets
  • The Structure of Commodities Markets
  • Energy Markets

Module 2: Mathematical Foundations of Risk Measurement
  • Foundations
  • Descriptive Statistics
  • Calculus
  • Linear Mathematics and Matrix Algebra
  • Probability Theory in Finance
  • Statistics
  • Regression Analysis
  • Numerical Methods

Module 3: Risk Management Practices
Market Risk
  • Value-at-Risk (VaR)
  • Monte Carlo and Historical Calculation of VaR
  • Advanced Value-at-Risk Models
  • Stress Testing
  • RAROC & Economic Capital Allocation

Credit Risk

  • Overview of Credit Risk
  • Credit Exposure
  • Settlement Risk and Netting Systems
  • Rating Agencies and their Grades
  • Marginal and Cumulative Default Risk
  • Transition Matrix and Correlated Migrations
  • Recovery Rate Distributions
  • Portfolio Models and Credit Loss
  • Merton and KMV Models
  • Credit Risk- RAROC & Economic Capital Allocation
  • Regulatory Credit Capital: Basel II
  • Securitization Framework: Basel II

Operational Risk

  • Operational Risk
  • Basel II: Operational Risk

Module 4: Case Studies, PRMIA Standards of Best Practice, Conduct and Ethics, Bylaws
Case Studies
  • Barings
  • National Australia Bank
  • Bankgesellscaft Berlin
  • Riggs Bank
  • Continental Illinois
  • Credit Lyonnais
  • US Savings & Loan Crisis
  • LTCM
  • Bankers Trust
  • Orange County
  • Daiwa Bank
  • California Power Crisis
  • Metallgesellschaft
  • World Com

PRMIA Standards of Best Practice, Conduct and Ethics, Bylaws

  • PRMIA Bylaws
  • PRMIA Standards of Best Practice, Conduct and Ethics
  • Group of 30 Study

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This course is the COMPLETE ePRM Coach. Save $100 over enrolling in separate modules.