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課程大綱
{in name="user_id" value="21644"} {/ in}課程試聽 推薦
1.金融英語
1 - FRM與英語
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融計(jì)算器
前言
計(jì)算器版本介紹
計(jì)算器初覽
小數(shù)點(diǎn)位設(shè)置
運(yùn)算優(yōu)先級(jí)模式設(shè)置
期初期末模式設(shè)置
存儲(chǔ)調(diào)用操作
常用清除鍵操作
指數(shù)運(yùn)算
對(duì)數(shù)、階乘、排列組合運(yùn)算
泊松分布、二項(xiàng)分布運(yùn)算
債券價(jià)格計(jì)算與日期函數(shù)運(yùn)算
貨幣的時(shí)間價(jià)值運(yùn)算
貨幣時(shí)間價(jià)值運(yùn)算實(shí)務(wù)操作
貨幣時(shí)間價(jià)值運(yùn)算不適用的情況
統(tǒng)計(jì)功能操作
3.金融市場產(chǎn)品
常見的金融機(jī)構(gòu)
利率和債券
衍生品
4.債權(quán)類產(chǎn)品基礎(chǔ)
債券
5.銀行經(jīng)營模式
銀行組織架構(gòu)
銀行經(jīng)營模式
銀行財(cái)報(bào)
6.金融數(shù)學(xué)
金融數(shù)學(xué)
7.2023年考綱解讀
考綱解讀
1.風(fēng)險(xiǎn)管理基礎(chǔ)
前言
1 - The Building Blocks of Risk Management
2 - How Do Firms Manage Financial Risk?
3 - The Governance of Risk Management
4 - Credit Risk Transfer Mechanisms
5 - Modern Portfolio Theory and Capital Asset Pricing Model
6 - The APT and Multifactor Models of Risk and Return
7 - Principles for Effective Data Aggregation and Risk Reporting
8 - Enterprise Risk Management and Future Trends
9 - Learning from Financial Disasters
10 - Anatomy of the Great Financial Crisis of 2007-2009
11 - GARP Code of Conduct
2.數(shù)量分析
Briefing
1 - Fundamentals of probability
2 - Random variables
3 - Common Univariate Random Variables
4 - Multivariate Random Variables
5 - Sample moments
6 - Hypothesis Testing
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnosis
10 - Stationary Time Series
11 - Non-Stationary Time Series
12 - Measuring Returns, Volatility, and Correlation
13 - Simulation and Bootstrapping
14 - Machine-Learning Methods
15 - Machine Learning and Prediction
3.金融市場產(chǎn)品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management
4 - Exchanges and OTC Markets
5 - Central clearing
6 - Interest Rates and Bonds
7 - Corporate Bonds
8 - Introduction to Derivatives
9 - Futures Markets
10 - Pricing Financial Forward and Futures
11 - Foreign Exchange Markets
12 - FRA and Interest Rate Futures
13 - Using Futures for Hedging
14 - Swaps
15 - Options Markets
16 - Properties of Options
17 - Trading Strategies
18 - Exotic Options
19 - Mortgages and Mortgage-Backed Securities
4.估值與風(fēng)險(xiǎn)模型
科目介紹
1 - Measures of Financial Risk
2 - Calculating and Applying VaR
3 - Measuring and Monitoring Volatility
4 - External and Internal Ratings
5 - Country Risk: Determinants, Measures, and Implications
6 - Measuring Credit Risk
7 - Operational Risk
8 - Stress Testing
9 - Pricing Conventions, Discounting, and Arbitrage
10 - Interest Rates
11 - Bond Yields and Return Calculations
12 - Applying Duration, Convexity, and DV01
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
14 - Binomial Trees
15 - The Black-Scholes-Merton Model
16 - Option Sensitivity Measures: The “Greeks”
1.風(fēng)險(xiǎn)管理基礎(chǔ)
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.數(shù)量分析
Quantitative Analysis
3.金融市場產(chǎn)品
1 - Financial Institutions and CCP
2 - Interest Rates and Bonds basics
3 - Forwards and Futures
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
4.估值與風(fēng)險(xiǎn)模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
1.FRM一級(jí) 沖刺直播
風(fēng)險(xiǎn)管理基礎(chǔ)
數(shù)量分析
估值與風(fēng)險(xiǎn)模型
金融市場產(chǎn)品
全景模擬機(jī)考
1.2023年考綱解讀
考綱解讀
2.市場風(fēng)險(xiǎn)
市場風(fēng)險(xiǎn)
3.信用風(fēng)險(xiǎn)
信用風(fēng)險(xiǎn)
4.操作風(fēng)險(xiǎn)
操作風(fēng)險(xiǎn)
1.市場風(fēng)險(xiǎn)
0 - Introduction
1 - Estimate market risk measurement
2 - Non-parametric approaches
3 - ParametricApproaches (II):Extreme Value
4 - backtesting VaR
5 - VaR Mapping
6 - Messages from the Academic Literature on Risk Management for the Trading Book
7 - Correlation Basics:Definitions, Applications, and Terminology
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
9 - Financial Correlation Modeling-Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11 - The Science ofTerm Structure Models
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Model: Drift
14 - The Art of Term Structure Model Volatility and Distribution
15 - Volatility Smiles
16 - FundamentalReview of theTrading Book
2.信用風(fēng)險(xiǎn)
1 - The credit decision
2 - The credit analyst
3 - Capital Structure in Banks
4 - Rating assignment methodologies
5 - Credit risk and credit derivatives
6 - Spread risk and default intensity models
7 - Portfolio credit risk
8 - Counterparty risk and beyond
9 - Netting, close-out and related aspects
10 - Margin(Collateral) and Settlement
11 - Future Value and Exposure
12 - CVA
13 - The evolution of stress-testing counterparty exposures
14 - Credit scoring and retail credit risk management
15 - Credit transfer markets and their implications
16 - An introduction of securitization
17 - Structured credit risk
18 - Understanding the securitization of subprime mortgage credit
Introduction
3.操作風(fēng)險(xiǎn)
Introduction
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
5 - Risk Mitigation
6 - Risk Reporting
7 - Integrated Risk Management
8 - Cyber-Resilience: Range of Practices
9 - Case Study: Cyberthreats and Information Security Risks
10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism
11 - Case Study: Financial Crime and Fraud
12 - Guidance on Managing Outsourcing Risk
13 - Case Study: Third-Party Risk Management
14 - Case Study: Investor Protection and Compliance Risks in Investment Activities
15 - Supervisory Guidance on Model Risk Management
16 - Case Study: Model Risk and Model Validation
17 - Stress Testing Banks
18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
19 - Range of Practices and Issues in Economic Capital Frameworks
20 - Capital Planning at Large Bank Holding Companies
21 - Capital Regulation Before the Global Financial Crisis
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23 - High-Level Summary of Basel Ⅲ Reforms
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流動(dòng)性風(fēng)險(xiǎn)
introduction
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
4 - The Investment Function in Financial-services Management
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
9 - liquidity Stress Testing
10 - Liquidity Risk Reporting and Stress Testing
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Non-deposit Liabilities
14 - Repurchase Agreements and Financing
15 - Liquidity Transfer Pricing: A Guide to Better Practice
16 - The US dollar Shortage in Global Banking and International Policy Response
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
19 - Illiquid Assets
5.投資風(fēng)險(xiǎn)
1 - Factor theory
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk:Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Predicting Fraud by Investment Managers
6.金融時(shí)事分析
0 - current issues
1 - paper1
2 - paper2
3 - paper3
4 - paper4
5 - paper5
6 - paper6
7 - paper7
8 - paper8
1.市場風(fēng)險(xiǎn)
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用風(fēng)險(xiǎn)
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.流動(dòng)性風(fēng)險(xiǎn)
0 - introduction
1 - part 1
2 - part 2
3 - part 3
4 - part 4
4.投資風(fēng)險(xiǎn)
1 - Factor Theory
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk:Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Detecting Fraud by Investment Managers
5.操作風(fēng)險(xiǎn)
0 - topic0
1 - topic1
2 - topic2
3 - topic3
4 - topic4
5 - topic5
6 - topic6
7 - Topic7
8 - Topic8
9 - Topic9
10 - Topic10
11- Topic11
12 - Topic12
1.FRM二級(jí) 沖刺直播
操作風(fēng)險(xiǎn)
金融時(shí)事分析
市場風(fēng)險(xiǎn)
流動(dòng)性風(fēng)險(xiǎn)
投資風(fēng)險(xiǎn)
信用風(fēng)險(xiǎn)
全景模擬機(jī)考
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