ICMA HR0-002 - ICMA International Fixed Income and Derivatives Cert. 2009

ICMA HR0-002 Actual PDF
  • Exam Code: HR0-002
  • Exam Name: ICMA International Fixed Income and Derivatives Cert. 2009
  • Updated: Jul 27, 2026
  • Q & A: 100 Questions and Answers

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ICMA HR0-002 Exam Syllabus Topics:

SectionWeightObjectives
Credit Analysis & Credit Derivatives15%- Credit risk measurement and rating
- Credit default swaps (CDS)
- Securitization and structured credit
Interest Rate Derivatives25%- Valuation and risk management of derivatives
- Futures and forward rate agreements
- Interest rate swaps and options
Structured & Embedded Option Securities20%- Bonds with embedded call/put options
- Convertible and exchangeable bonds
- Inflation-linked securities
Portfolio & Risk Management15%- Fixed income portfolio construction
- Hedging interest rate and credit risk
- Regulatory and market conventions
Fixed Income Analysis & Valuation25%- Bond pricing and yield measures
- Term structure of interest rates
- Interest rate risk and duration/convexity

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