Buying the PRM Handbook for the PRM Certification?
Enrollees to the PRM Designation program receive access to the digital handbooks as part of the PRM Program fee. Apply for the PRM Designation program here.
Member discounts available
Prices are based on your level of membership. Member pricing is provided for Sustaining and Contributing Members in addition to groups of 10 or more.
Digital access periods
The Digital Book fee for the Complete Set is 120 months. Single book digital access is 60 months.
Digital handbooks are accessible via the PRMIA Account Profile, in the PRMIA Certification Profile tab.
View the table of contents for all books.
||Digital Book Fee*
|Complete Seven Volume PRM Handbook Set
|Volume I: Book 1 Financial Theory and Application
|Volume I: Book 2 Financial Instruments
|Volume I: Book 3 Financial Markets
|Volume II: Mathematical Foundations of Risk Measurement
|Volume III: Book 1 Risk Management Frameworks and Operational Risk
|Volume III: Book 2 Credit Risk and Counterparty Credit Risk
|Volume III: Book 3 Market Risk, Asset Liability Management and Funds Transfer Pricing
*Members received discounted rates from the prices shown.
Volume I: Book 1 Financial Theory and Application
Provides a complete reference for managing risk in all areas of finance, from insurance and banking to asset management and institutional investing. Ten experts from around the world discuss every aspect of finance theory and how it is intertwined with the process of risk management. Beginning with an overview of risk and risk aversion, the reference then delivers a comprehensive introduction to portfolio mathematics that includes discussion of the efficient frontier, portfolio theory, and the concept of portfolio diversification.
Volume I: Book 2 Financial Instruments
Provides an invaluable primer into navigating the complex and profitable area of hedge funds, with detailed descriptions of the major financial instruments, the valuation methods most appropriate for each, market risks, price drivers and their variables, and the professionals who participate in each. With the insights of an international group of investment professionals and thinkers, this book covers the most active financial instruments, giving you that invaluable edge in this high-risk, highly popular field.
Volume I: Book 3 Financial Markets
Provides a robust discussion of how financial risk management takes place in the context of the world's major financial markets: the money market, bonds, futures, commodities, stock, and foreign exchange. The reference begins with rigorous introduction to the world of financial markets, discussing the importance of liquidity, comparing exchanges to alternative markets, the role of technology, effects of post-trade processing, and new financial markets. Each chapter then goes on to deliver in-depth coverage of specific markets from a leading expert in the field.
Volume II: Mathematical Foundations of Risk Measurement
While there are many nuances to the practice of risk management that go beyond the quantitative, it is essential today for every risk manager to be able to assess risks and understand the core mathematics behind these risks. The chapters in this volume are accessible to all, including those without any quantitative skills. The online Excel spreadsheets that accompany the examples are an invaluable aid to understanding the mathematical and statistical concepts that form the basis of risk assessment.
Volume III: Book 1 Risk Management Frameworks and Operational Risk
Provides a robust discussion of best practices for all elements needed for the successful implementation of an effective risk management framework and the management of operational risk. Designed to deliver a deep, practical understanding of operational risk management, risk management frameworks and measurement methodologies in financial institutions, the handbook is written by an all practitioner author team from major financial institutions around the globe.
Volume III: Book 2 Credit Risk and Counterparty Credit Risk
Provides a holistic discussion on the current sound practices of credit and counterparty credit risk management. The credit risk section of the book covers topics from classic credit instruments and the credit lifecycle to complex credit derivatives, securitization, credit risk modeling and portfolio management. The counterparty credit section introduces counterparty credit basics while quickly progressing to the risk mitigation aspects, CVA, DVA, and XVA and the management of counterparty risk.
Volume III: Book 3 Market Risk, Asset Liability Management and Funds Transfer Pricing
Provides a robust discussion of best practices for all elements of market risk, liquidity risk, asset liability management and funds transfer pricing. The market risk section of the book is designed to deliver a deep, practical understanding of sound market risk governance and measurement as well as the business context of the equity, fixed Income and commodities markets. The second half of the book addresses the practical aspects of ALM as well as the role of liquidity risk.