The CMRP equips the holder with sound knowledge of market risk management, especially in the financial services industry. The syllabus covers overview of market risk, identifying and measuring market risk for equity, fx market, fixed income and commodity markets, exotic instruments, options and credit risks in the market context, yield and interest rate curves, curve building and bootstraping, pricing models, VaR, stress testing, back testing , market risk technology, and best practice framework for market risk management.
Who should apply?
- Traders and Treasurers
- Market risk Managers
- Risk Management Professionals
- Middle/Back office Staff
- Institutional Investors
- Portfolio Managers
- Risk Management Consultants
- B.sc, M.sc and related degrees in related disciplines.
Ways to obtain CMRP
There are two [ 2 ] ways to obtain the CMRP certification: