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PRMIA 8006 Exam Syllabus Topics:

TopicDetails
Topic 1
  • Describe the lifecycle of a trade and distinguish between dealing and settlement
  • Mean-Variance Portfolio Theory
Topic 2
  • Identify and describe risk adjusted performance measures
  • Outline the components of the Capital Asset Pricing Model (CAPM)
Topic 3
  • Assess and analyze the capital structure of entities
  • Define and describe money market securities
Topic 4
  • Identify and understand the components of option valuation
  • Relate mean-variance portfolio theory to asset allocation decisions
Topic 5
  • Define and describe the characteristics of bond markets
  • Understand probability theory including Bayesian theory
Topic 6
  • Understand the standardized characteristics of futures contract
  • Discuss significant funding rates

Reference: https://prmia.org/Public/PRM/Students.aspx

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