PRMIA Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate : 8012

  • Exam Code: 8012
  • Exam Name: Market . Liquidity and Asset Liability Management Risk Manager (MLARM) Certificate Exam
  • Updated: Aug 03, 2026     Q & A: 0 Questions and Answers

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PRMIA 8012 Exam Syllabus Topics:

SectionObjectives
Topic 1: Implementation and Best Practices- Practical Applications
  • 1. Market and liquidity risk monitoring
  • 2. Risk management policies and procedures
  • 3. ALM tools and techniques
Topic 2: Market Risk Management- Market Risk Frameworks
  • 1. Risk identification and measurement
  • 2. Stress testing and scenario analysis
  • 3. Market risk concepts and governance
  • 4. Value at Risk methodologies
Topic 3: Risk Measurement Techniques- Quantitative Methods
  • 1. Risk-adjusted performance measures
  • 2. Scenario modeling
  • 3. Sensitivity analysis
Topic 4: Regulatory and Governance Considerations- Regulatory Requirements
  • 1. Basel liquidity standards
  • 2. Internal controls and oversight
  • 3. Risk governance and reporting
Topic 5: Asset Liability Management- ALM Framework
  • 1. Funds transfer pricing
  • 2. Duration and gap analysis
  • 3. Balance sheet management
  • 4. Interest rate risk in the banking book
Topic 6: Liquidity Risk Management- Liquidity Risk Principles
  • 1. Liquidity measurement techniques
  • 2. Liquidity stress testing
  • 3. Contingency funding planning
  • 4. Sources of liquidity risk

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