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PRMIA 8003 Exam Syllabus Topics:

SectionWeightObjectives
Topic 1: Credit Risk50%- Credit Risk Management
  • 1. Credit Exposure
    • 2. Credit Risk Capital Calculation
      • 3. Default and Credit Migration
        • 4. Portfolio Credit Risk Models
          Topic 2: Operational Risk17%- Operational Risk Management Framework
          • 1. Operational Value-at-Risk
            • 2. Operational Risk Process Models
              Topic 3: Market Risk33%- Market Risk Management
              • 1. Advanced VaR Models
                • 2. Value-at-Risk (VaR) Models
                  • 3. Stress Testing

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