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

Pass HR0-002 Exam Cram

Exam Code: HR0-002

Exam Name: ICMA International Fixed Income and Derivatives Cert. 2009

Updated: Aug 28, 2026

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ICMA HR0-002 Exam Syllabus Topics:

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