Exam Code: HR0-002
Exam Name: ICMA International Fixed Income and Derivatives Cert. 2009
Updated: Aug 28, 2026
Q & A: 100 Questions and Answers
HR0-002 Free Demo download
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| Section | Weight | Objectives |
|---|---|---|
| Fixed Income Analysis & Valuation | 25% | - Bond pricing and yield measures - Interest rate risk and duration/convexity - Term structure of interest rates |
| Structured & Embedded Option Securities | 20% | - Convertible and exchangeable bonds - Inflation-linked securities - Bonds with embedded call/put options |
| Portfolio & Risk Management | 15% | - Regulatory and market conventions - Hedging interest rate and credit risk - Fixed income portfolio construction |
| Interest Rate Derivatives | 25% | - Futures and forward rate agreements - Interest rate swaps and options - Valuation and risk management of derivatives |
| Credit Analysis & Credit Derivatives | 15% | - Securitization and structured credit - Credit default swaps (CDS) - Credit risk measurement and rating |
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