PRMIA

PRMIA Professional Risk Manager Program: Books

The following resources for the PRMIA Professional Risk Manager Exams are available at Amazon.com, both new and used. These reading list items should be combined with the web-based resources recommended in the Program Guide and available by Clicking Here

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Crouhy, Galai and Mark, Risk Management, McGraw Hill

Financial Risks
Market Risk	Chapters 1, 5 and 6 including appendices
Credit Risk	Chapter 7,Chapter 9 Section 5 pp 368-389 "The KMV Approach" and Chapter 12
Operational Risk	Chapter 13

Bodie, Zvi, Alex Kane and Alan J. Marcus, Investments, 5th Edition, New York:McGraw Hill

Finance

Markets Chapters 1, 2, 3, 20 and 22

Finance Theory Chapters 6, 7, 8, 9, 10, 11 and 12

Financial Instruments Chapters 14, 15, 21 and 23

Hull, John C., Prentice Hall, 5th Edition, January 2002

Finance

Markets Chapters 1, 2, 5 and 7

Finance Theory Chapters 8, 11-13

Financial Instruments Chapters 3, 6, 7, 8-13, 25, 27 and 29

Financial Risks

Market Risks Chapters 5 (duration and convexity analysis section), 14-17

Jorion, Philippe, Value at Risk: The New Benchmark for Managing Financial Risk, 2nd Edition, McGraw Hill, 2nd Edition

Math

Probability Chapters 4 and 12

Financial Risks

Market Risks Chapters 3 (Section 3.3), 5-11, 14 and 21 (Section 21.1)

Credit Risks Chapters 3 (Section 3.4) and 13

Operational Risks Chapters 18-20

Case Studies

Barings Chapters 2 (Section 2.2.1)and 21 (Section 21.1.2)

Metallgesellschaft Chapter 2 (Section 2.2.2)

Long Term Capital Management Chapters 14 (Section 14.4) and Chapter 21 (Sections 21.1.2 and 21.4)

Group of 30 Study Chapter 2 (Section 2.3.1)

Fabozzi, Frank, Handbook of Fixed Income Securities, 6th Edition, MacGraw-Hill, 2000

Finance

Financial Instruments Chapters 1-4, 8, 9, 11, 14 and 24

Schaum's Outline of Calculus, Mendelson and Ayres, 4th Edition, June 1999

Mathematics

Calculus Chapters 1-14, 17-18, 23, 29-36, 46-49, 52, 54 and 56

Schaum's Outline of Linear Algebra, Lipschutz and Lipson, 3rd Edition, December 6, 2000

Mathematics

Linear Algebra Chapters 1-4, 8 and 9

Schaum's Outline of Probability and Statistics, Spiegel, Scholler, Srinivasan and Srinivasan, 2nd Edition, March 17, 2000

Mathematics

Chapters 3, 5, 7, 8 and 10-12

Financial Risk

Market Risk Chapters 4 and 13-15

Reuters: An Introduction to Commodities, Energy and Transport Markets, John Wiley & Sons

Finance

Markets

Reuters: An Introduction to Foreign Exchange and Money Markets, John Wiley & Sons

Finance

Markets

Web-based Reading List Materials

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