融跃教育

FRM全科云享VIP课

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• FRM一级全景模考解析班
• FRM二级全景模考解析班
• FRM一级标准网课
• FRM二级标准网课
• FRM一级云享VIP课
• FRM二级云享VIP课

前导入门课

• 1.金融数学

• 1.Fundamentals of Probability

• 2.Common Distributions

• 3.Descriptive Statistics

• 4.Inferential statistics

• 5.Hypothesis testing

• 6.Correlation analysis

• 7.Linear regression

• 2.金融英语

• FRM与英语(1)

• FRM与英语(2)

• Grammar(1)

• Grammar(2)

• Financial Risk

• Financial Institute(1)

• Financial Institute(2)

• Financial Institute(3)

• Financial Products(1)

• Financial Products(2)

• 3.金融计算器

• 1.Introduction

• 2.Calculator Version

• 3.Calculator overview

• 4.Decimal point setting

• 5.Priority mode setting

• 6.Beginning and End mode setting

• 7.Store and call function

• 8.Common Clear key

• 9.Exponential function

• 10.Logarithm, factorial, permutation and combination function

• 11.Poisson distribution, binomial distribution function

• 12.Bond price calculation and date function

• 13.Time value of money function

• 14.Practice of time value of money

• 15.Situations where time value of money does not apply

• 16.Statistics function

• 4.金融市场产品

• 1.Introduction to financial market products

• 2.Bank

• 3.Insurance company and fund company

• 4.OTC and bond

• 5.Bond

• 6.Forward and futures

• 7.Swap

• 8.Options (1)

• 9.Options (2)

• 5.金融债券类产品基础

• 1.Definition of bond

• 2.Face value of bonds

• 3.Term of repayment/Maturity and Coupon rate

• 4.Frequency of coupon payment

• 5.Issue price

• 6.Repayment and Liquidity

• 7.Safety/Security and Profitability

• 8.Divided by issuer

• 9.Divided by property guarantee

• 10.Divided by the rate of coupon payment

• 11.Bonds Versus Stocks

• 12.Bonds Versus Funds

• 13.Risks Faced

• 14.Risk Management

• 15.Pricing of Bonds

• 6. 银行经营模式

• 1.Bank Governance Framework

• 2.Bank operation model

• 3.Bank financial statement

基础精讲课

• 1.风险管理基础

• 前言

• 1-1 Typology of Risks and Risk Interactions

• 1-2 The Risk Management Process

• 1-3 quantitative risk metric

• 1-4 Risk Factor Breakdown and Interactions Between Factors

• 1-5 Structural Change From Tail Risk to Systemic Crisis

• 1-6 Human Agency and Conflicts of Interest

• 1-7 Risk Aggregation

• 1-8 Balancing Risk and Reward

• 2-1 Background The Modern Imperative to Manage Risk

• 2-2 Risk Appetite – What Is It

• 2-3 Risk Mapping

• 2-4 Strategy Selection Accept, Avoid, Mitigate, Transfer

• 2-5 Rightsizing Risk Management

• 2-6 Risk Transfer Toolbox

• 2-7 What Can Go Wrong in Corporate Hedging

• 3-1 The Post-Crisis Regulatory Response

• 3-2 Infrastructure of Risk Governance

• 3-3 Risk Appetite Statement

• 3-4 Implementing Board-Level Risk Governance

• 3-5 Risk Appetite and Business Strategy The Role of Incentives

• 3-6 Incentives and Risk-Taking

• 3-7 The Interdependence of Organizational Units in Risk Governance

• 3-8 Assessing the Bank’s Audit Function

• 4-1 Overview of Credit Risk Transfer Mechanisms

• 4-2 How Credit Risk Transfer Can Be Useful

• 4-3 The Mechanics of Securitization

• 4-4 From Buy-and-Hold to Originate-to-Distribution

• 5-1 Modern Portfolio Theory

• 5-2 The Capital Asset Pricing Model

• 5-3 The Capital Market Line and the Security Market Line

• 5-4 Performance Measures

• 6-1 The Arbitrage Pricing Theory

• 6-2 Different Types of Factor Models

• 7-1 Introduction

• 7-2 Benefits of Effective Risk Data Aggregation and Reporting

• 7-3 Key Governance Principles

• 7-4 Data Architecture and IT Infrastructure

• 7-5 Characteristics of a Strong Risk Data Aggregation Capability

• 7-6 Characteristics of Effective Risk Reporting Practices

• 7-6 Characteristics of Effective Risk Reporting Practices

• 8-1 ERM What Is It and Why Do Firms Need It

• 8-2 ERM – A Brief History

• 8-3 ERM From Vision to Action

• 8-4 Why Might Enterprise Risk Demand ERM Four key Reasons

• 8-5 The Critical Importance of Risk Culture

• 8-6 Scenario Analysis ERM’s Sharpest Blade

• 9-1 Interest Rate Risk

• 9-2 Funding Liquidity Risk

• 9-3 Constructing and Implementing a Hedging Strategy

• 9-4 Model Risk

• 9-6 Financial Engineering

• 9-7 Reputation Risk

• 9-8 Corporate Governance

• 9-9 Cyber Risk

• 10-1 Introduction and Overview

• 10-2 How It All Started

• 10-3 The Role of Financial Intermediaries

• 10-4 Issues with the Rating Agencies

• 10-5 A Primer on the Short-Term Wholesale Debt Market

• 10-6 The Liquidity Crunch Hits

• 10-7 Central Banks to the Rescue

• 11-1 Introduction Statement

• 11-2 Rules of Conduct

• 2.数量分析

• 0-1 Introduction

• 1-1 Probabilities Concepts

• 1-2 Total probability and Bayes’ theorem

• 2-1 Discrete & Continuous Random Variable

• 2-2 Descriptive Statistics- Four Moments

• 3-1 Discrete Distribution

• 3-2 Continuous Distribution

• 4-1 Discrete Bivariate Random Variable

• 4-2 Covariance and Correlation

• 4-3 Independent Identical Distributed

• 4-4 Cross central moment

• 5-1 Inferential Statistics

• 5-2 Properties of Estimators

• 5-3 LLN and CLT

• 6-1 Null vs. Alternative hypothesis

• 6-2 Test statistic

• 6-3 Mean Tests

• 6-4 Variance Test

• 6-5 Type I and Type II Error

• 7-1 Ordinary Least Squares

• 7-2 Measuring Model Fit

• 7-3 OLS Parameter Estimators

• 7-4 Hypothesis Testing for Regression Coefficients

• 8-1 Multiple Linear Regression

• 8-2 Measures of Fit

• 8-3 Hypothesis Testing in Multiple Linear Regression

• 8-4 ANOVA

• 9-1 Omitted Variables

• 9-2 Heteroskedasticity

• 9-3 Multicollinearity

• 9-4 Outliers

• 10-1 Cycle

• 10-2 White Noise and Wold’s Theorem

• 10-3 AR, MA and ARMA(1)

• 10-3 AR, MA and ARMA(2)

• 11-1 Trend and Seasonality

• 11-2 Random Walk and Unit Roots

• 12-1 Returns and Volatility

• 12-2 Measuring Correlations

• 12-3 The Distribution of Financial Returns

• 13-1 Simulation Random Variables

• 13-2 Bootstrapping

• 3.金融市场产品

• 1-1 Types of Banks

• 1-2 The risk in Banking

• 1-3 Bank Regulation

• 1-4 Deposit Insurance

• 1-5 Investment Banking

• 1-6 Conflicts of interest

• 1-7 The Originate-to-Distribute Model

• 2-1 Categories of insurance companies

• 2-2 Life Insurance

• 2-3 Pension Plans

• 2-4 Property and Casualty Insurance

• 2-5 Moral hazard and adverse slection

• 2-6 Regulation

• 3-1 Mutual funds

• 3-4 Hedge funds

• 3-5 Types of Hedge funds

• 3-6 Research of Returns

• 4-1 Clearing

• 4-2 Exchanges

• 4-3 How CCPs handle Credit Risk

• 4-4 Over the Counter Markets

• 5-1 The operation of CCPs

• 5-2 Regulations of OTC derivatives Markets

• 5-3 Standard and Non-Standard transactions

• 5-4 The Move to Central Clearing

• 5-5 Impacts of Central Clearing on Financial Markets

• 5-6 Clearing Members and Non-Members

• 5-8 CCP Risks

• 6-1 Interest rate＆Compounding

• 6-2 Spot rates and Forward rates

• 6-3 Three theories of term structure

• 6-4 Bond pricing ＆Quotations bond

• 6-5 Accrued Interest

• 6-6 Duration and convexity

• 7-1 Bond issuance

• 7-3 Bond indentures

• 7-4 Types of corporate bonds

• 7-5 Bonds retiring

• 7-6 Bond risk

• 7-7 Recovery rate and Default rate

• 7-8 High-yield bonds

• 7-9 Expected return from bond investment

• 8-1 Derivatives

• 8-2 Forward and Futures contract

• 8-3 Swap

• 8-4 Option

• 8-5 Market Participants

• 8-6 Strategies and Payoffs

• 9-1 Specification of Futures

• 9-2 Commodity Characteristics

• 9-3 Basis

• 9-4 Termination & Delivery

• 9-5 Margins

• 9-6 Marking to market

• 9-8 Contango and backwardation

• 10-1 Investment Assets and Consumption Assets

• 10-2 Short Selling and Short Squeeze

• 10-3 Forward Pricing

• 10-4 Arbitrage transaction

• 10-5 The Value of a Forwards Contract

• 10-6 Relation between forward and futures prices

• 11-1 Quotes

• 11-2 Estimating FX Risk

• 11-3 Multi-currency heding using options

• 11-4 Determinations of exchange rates

• 11-5 Foreign exchange exposure

• 11-6 Nominal and real interst rates

• 11-7 Interest rate parity

• 12-1 Forward Rate Agreements

• 12-2 T-Bond Futures

• 12-3 Eurodollar Futures

• 12-4 Duration-Based Hedging

• 13-1 Hedges basic

• 13-2 Basis Risk

• 13-3 Optimal hedge rations

• 13-4 Hedge Equity Positions

• 13-5 Duration-Based Hedging

• 13-6 Creating long-term hedges

• 14-1 Interest rate swap

• 14-2 Currency swap

• 15-1 Calls and Puts

• 15-2 Exchange-traded options on stocks

• 15-4 Margin requirements

• 15-5 Other option-like securities

• 16-1 Factors of option price

• 16-2 Price bounds of options

• 16-3 Put-call parity

• 17-1 Simple Strategies

• 17-3 Combination strategies

• 18-1 Exotic Options

• 19-1 Mortgages types

• 19-2 Monthly payments

• 19-3 Prepayments and factors

• 19-4 Securitization- MBS

• 19-5 Agency mortgage-backed securities

• 19-6 Other Agency Products

• 19-7 Valuation of an MBS Pool

• 4. 估值与风险模型

• 科目介绍

• 1-1 The Mean-Variance Framework

• 1-2 VaR

• 1-3 Expected Shortfall

• 1-4 Coherent Risk Measures

• 2-1 Historical Simulation

• 2-2 The Delta-Normal Model

• 2-3 The Delta-Gamma Model

• 2-4 Monte Carlo Simulation

• 3-1 Deviations From Normality

• 3-2 Historical Standard Deviation Method

• 3-3 Exponentially Weighted Moving Average Model

• 3-4 GARCH

• 3-5 Implied Volatility

• 3-6 Correlation

• 4-1 Rating Scales

• 4-2 Historical Performance

• 4-3 The Rating Process

• 4-4 Alternative to Ratings

• 4-5 Internal Ratings

• 4-6 Ratings Transitions

• 4-7 The Rating of Structured Products

• 5-1Evaluation of Risk

• 5-2 Total Risk

• 5-3 Sovereign Credit Risk

• 5-4 Sovereign Credit Rating

• 6-1 Background

• 6-2 The Mean and Standard Deviation of Credit losses

• 6-3 The Gaussian Copula Model

• 6-4 The Vasicek Model

• 6-5 Creditmetrics

• 6-6 Risk Allocation

• 6-7 Challenges

• 7-1 large Risks

• 7-2 Measure of Operational Risk Capital - BIA

• 7-3 Measure of Operational Risk Capital - SA

• 7-4 Measure of Operational Risk Capital - AMA

• 7-5 Measure of Operational Risk Capital - SMA

• 7-6 Potential Biased

• 7-7 Reducing Operational Risk

• 7-8 Insurance

• 8-1 Stress Testing Versus VaR and ES

• 8-2 Choosing Scenarios

• 8-3 Stress Testing

• 8-4 Governance

• 8-5 Basel Stress-Testing Principles

• 9-1 Treasury Bills and Treasury Bonds

• 9-2 The Law of One Price and Arbitrage

• 9-3 Discount Factors From Coupon-Bearing Bonds

• 10-1 Measuring Interest Rates

• 10-2 Spot Rates

• 10-3 Par Rates

• 10-4 Forward Rates

• 10-5 Properties of Spot, Forward, and Par rates

• 10-6 Other Rates

• 10-7 Flattening and Steepening Term Structures

• 11-1 Realized Return and Spread

• 11-2 Yield to Maturity

• 11-3 Return Decomposition

• 12-1 Yield Duration

• 12-2 Curve Duration

• 12-3 Convexity

• 12-4 Constructing Portfolio

• 13-1 Principal Components Analysis

• 13-2 Key Rate 01S

• 13-3 Bucketing Approach

• 14-1 One-step Tress

• 14-2 Two-step Trees

• 14-3 Risk Neutral Valuation

• 14-4 Valuation of Options

• 14-5 Altered Binomial Model

• 14-6 Binomial Trees

• 15-1 The Black-Scholes-Merton Model

• 16-1 Greeks

前导入门课

• 1.市场风险

• 1.Mean-variance framework

• 2.Normal distribution and Mean-variance framework limitations

• 3.Value at risk (VaR) and VaR limitations

• 4.Coherent risk measures and ES

• 5.Linear and nonlinear derivatives and Historical simulation approach

• 6.Delta-normal approach and Full revaluation method

• 7.Deviations From the Normal Distribution

• 8.Regime Switching

• 9.Volatility Measurement

• 10.The EWMA Model and GARCH (1,1) Model

• 11.Mean reversion and Correlation

• 12.Historical-based approach

• 13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach

• 14.Arithmetic and Geometric returns

• 15.Normal VaR and Lognormal VaR

• 16.Bootstrap Historical Simulation Approach

• 2.信用风险

• 1.Basic of credit risk

• 2.Credit risk measurement

• 3.Credit risk management

• 3.操作风险

• 1.Event classification of Operational risk

• 2.Data Governance of Operational risk

• 3.Measurement methods of Operational risk

• 4.Organizational Structure in Operational risk

• 5.Capital Planning of Operational risk

基础精讲课

• 1.市场风险

• 1-1 data issue

• 1-2 estimating historical simulation VaR

• 1-3 estimating parametirc VaR

• 1-4 estimating coherent risk measures

• 1-5 QQ plots

• 2-1 bootstrapped historical simulation

• 2-2 non-parametric density estimation

• 2-3 Estimating Curves and Surfaces for VaR and ES

• 2-4 Weighted Historical Simulation Approaches

• 3-1 Generalised Extreme-Value Theory

• 3-2 The Peaks-Over-Threshold Approach- The Generalised Pareto Distribution

• 3-3 Refinements to EV Approaches

• 4-1 Model Verification Based on Failure Rates The Basel Rules

• 4-2 Conditional Coverage Models Extensions

• 5-1 Mapping for Risk MeasurementMapping for Risk Measurement

• 5-2 Mapping Fixed-lncome Portfolios

• 5-3 Mapping Linear Derivatives

• 5-4 Mapping options

• 6-1 Selected Lessons on VaR Implementation

• 6-2 Incorporating Liquidity

• 6-3 Risk Measure

• 6-4 Stress Testing Practices for Market Risk

• 6-5 Unified Versus Compartmentalised Risk Measurement

• 6-6 Risk Management and Value-at-Risk in a Systemic Context

• 7-1 What Is Financial Correlation Risk

• 7-3 The Global Financial Crises 2007 to 2009 and Correlation

• 7-4 Correlation Risk and Market Risk 、credit risk and systemic risk

• 8-1 How Do Equity Correlations Behavo in a Recession, Normal Economic Period or Strong Expansion

• 8-2 Do Equity Correlations Exhibit Mean Reversion and Autocorrelation

• 8-3 How are Equity and Bond Correlations Distributed

• 9-1 Copula Correlations

• 10-1 Single-Variable Regression-Based Hedging

• 10-2 Two-Variable Regression-BasedHedging

• 10-3 Principal Components Analysis

• 11-1 Rate and Price Trees

• 11-2 Risk-Neutral Pricing

• 11-3 Example- Pricing a onstant-Maturity Treasury Swap

• 11-5 Reducing the Time Step

• 11-6 Fixed Income Versus Equity Derivatives

• 12-1 Expectations of Short Rates

• 12-2 Wolatility and Convexity of Short Rates

• 12-3 Risk Premium of Short Rates

• 13-1 Model 1- Normally Distributed.Rates and No Drift

• 13-2 Model 2- Drift and Risk Premium

• 13-3 The Ho-Lee Model- Time-Dependent Drift

• 13-4 The Vasicek Model- Mean Reversion

• 14-1 Model 3 and The Cox-Ingersoll-Ross

• 14-2 courtadon model and model 4

• 14-3 lognormal model

• 15-1 Why the Volatility Smile Is the Same for Calls and Puts

• 15-2 Foreign Currency Options

• 15-3 Equity Options

• 15-4 Alternative Ways of Characterizing the Volatility Smile

• 15-5 The Volatility Term Structure and Volatility Surfaces

• 15-6 The Impact of Large Asset Price Jumps on Volatility Smiles

• 16-1 Background、Standardized Approach and Internal Models Approach

• 16-2 Trading book vs. Banking book

• 2.信用风险

• 1-1 Introduction to Credit Risk

• 1-2 Definitions of Credit Risk

• 1-3 Credit Risk Evaluation

• 1-4 Credit Analysis Techniques

• 2-1 Credit Analyst - Credit Analyst Roles

• 2-2 Banking Credit Analyst Tasks

• 2-3 Banking Credit Analyst Skills

• 3-1 Expected Loss and Unexpected loss

• 3-2 Default Correlation for Credit Portfolios

• 3-3 Economic capital

• 3-4 Challenges to quantifying credit risk

• 4-1 Experts-Based, Statistical-Based, Numerical Approache

• 4-2 Rating Agencies’ Methodologies

• 4-3 Definitions Related to Probability of Default

• 5-1 Risk-Neutral Estimates of Default Probabilities

• 5-2 Linear Discriminant Analysis(LDA)

• 5-3 Logistic Regression Model(LOGIT)

• 5-4 Cluster Analysis - Introduction

• 5-5 Principal Component Analysis

• 5-6 Cash Flow Simulations

• 5-7 Heuristic, Numeric Approaches and Neural Network

• 5-8 Incorporate Qualitative Information in Accessing PD

• 6-1 Merton Model

• 6-2 KMV Model

• 7-1 Process of Credit Metrics (J.P. Morgan)

• 7-2 CreditRisk+(Credit Suisse)

• 7-3 Credit Portfolio View(McKinsey)

• 7-4 Credit Derivatives

• 8-2 Spread Risk and Default Intensity.Models

• 8-3 CDS, hazard rate and default curve

• 9-1 Default Distributions and Credit VaR with the Single-Factor Model

• 10-1 Types of structured products

• 10-2 Capital Structure in Securitization and Waterfall Structure

• 10-3 measuring structured credit risk via simulation

• 11-1 Counterparty Risk versus Lending Risk

• 11-2 Counterparty Risk Terminology

• 11-3 Managing and Mitigating Counterparty Risk

• 12-1 Netting and Close - Out Procedures

• 12-2 Correlation Impact and Netting Factor

• 12-4 Termination and walkaway features

• 13-1 Basics of Margin-Collateraland CSA

• 13-2 Impact of Margin

• 14-1 Credit Exposure

• 14-2 Exposure Profiles of different Security Types

• 14-3 Impact of Collateral on Exposure

• 14-4 Quantify Credit Exposure

• 15-1 CVA

• 15-2 DVA and XVA

• 15-3 Wrong-Way Risk VS Right-way risk

• 16-1 Stress Testing the Loan Equivalent and CVA

• 16-2 Shortcomings of Stress Testing CCR

• 17-1 Retail Banking and retail credit risk

• 17-2 Key variables in mortgage credit assessment and Credit scoring models

• 18-1 Securitization of Subprime Mortgages

• 18-2 CDS

• 18-3 total return swap

• 18-4 CLN

• 19-1 The Process of Securitisation

• 19-2 Securitization Benefits

• 19-3 Types of credit enhancements and Securitized Producttion

• 19-4 Performance Measures for Securitized Structures

• 20-1 CDO

• 20-2 Compare predatory lending and borrowing

• 20-3 Frictions in Subprime Mortgage Securitization

• 3.操作风险

• 1-1 Three “Lines of Defense” for OpRisk Governance

• 1-2 11 Principles

• 1-3 Roles of the Board and Senior Management

• 1-4 Tools for Identifying and Assessing Operational Risk and other risk

• 2-1 How Does ERM Create Shareholder Value

• 2-2 Determining Optimal Amount of Risk

• 2-3 Implementation Steps of ERM

• 3-1 ERM Definitions and The Benefits of ERM

• 3-2 The Chief Risk Officer

• 3-3 Components of ERM

• 4-1 RAF related

• 4-2 Effective RAF Metrics

• 4-3 Data Aggregation Best Practices and Challenges

• 5-1 Introduction

• 5-2 Regulators Expectations

• 5-3 Lessons learned in managing bank’s corporate culture

• 6-1 risk culture and corporate culture

• 6-2 Change and Challenge- deploying an effective risk culture

• 7-1 Operational event risk categories

• 7-2 The Elements of the OpRisk Framework

• 7-3 Identifying, Controlling and Assessing Operational Risk

• 7-4 Operational Risk Profiles and Organizational Structure for Risk Governance

• 8-1 Overview of Model Risk Management

• 8-2 Elements of a strong model validation process

• 8-3 Study cases of model risks

• 9-1 Type of error data and Data quality dimension

• 9-2 Operational data governance

• 10-1 Causes、 methods and processes of Model Validation

• 10-2 Best practices and challenges of validation

• 11-1 Model risk from VaR estimation

• 11-2 Case Study

• 12-1 Review of capitaland RAROC

• 12-2 Challenges that arise when using RAROC for performance measurement and Adjusted RAROC

• 12-3 Diversification of capital

• 13-1 Challenges in implementation of economic capital framework

• 13-2 Best practices and assess key concerns for the governance of an economic capital framework

• 14-1 bank holding company and capital adequacy process

• 14-2 Practices in capital adequacy process

• 15-1 Supervisory capital assessment program

• 15-2 Challenges of designing stress scenarios and Modeling losses

• 16-1 Risk from service providers

• 16-2 Service provider risk management program

• 17-1 Management of Risk Associated with Money Laundering and Financing of Terrorism

• 18-1 Clearing process

• 18-2 Major changes and impacts

• 19-1 Basel I

• 19-2 1996 Amendment

• 19-3 Basel Ⅱ

• 19-4 Solvency Ⅱ

• 20-1 Basel Accord Ⅱ.5

• 20-2 Basel Accord Ⅲ

• 20-3 Other Post-Crisis Changes

• 21-1 Objectives of Basel III reforms and Revisions in the version of Dec 2017

• 21-2 CVA and leverage Risk Framework

• 21-3 Revised output floor

• 22-1 new standardized approach

• 22-2 Criteria of Internal Loss Data

• 23-1 The Cyber Resilient Organization

• 24-1 Cyber-Resilience Standards and Guidelines and Cyber-Governance

• 24-2 Approaches to risk management, testing and incident response and recovery

• 24-3 Communication and Sharing of cyber risk Information

• 25-1 The best practices and potential benefits for establishing the impact tolerance for a business servic

• 25-2 The criteria for important business services

• 25-3 The tools and processes for operational resilience

• 25-4 The governance of an operational resilience policy

• 26-1 The define and essential elements of operational resilience

• 26-2 Seven Principles for Operational Resilience

• 27-1 Striving for Operational Resilience

• 4.投资风险

• 1-1 Factor theory introduction

• 1-2 CAPM

• 1-3 Multifactor Models

• 1-4 Efficient market theory

• 2-1 Macro-Factors

• 2-2 Dynamic Factors

• 2-3 Value Factor

• 3-1 Active management

• 3-2 Factor Benchmarks

• 3-3 Low risk anomaly

• 4-1 Inputs to the portfolio constrution process

• 4-2 Techniques for portfolio construction

• 5-1 portfolio VaR

• 5-2 VaR tools

• 5-3 From risk measurement to risk management

• 6-1 VaR application to investment management

• 6-2 The types of the risk

• 6-3 Funding risk and sponsor risk

• 6-4 Risk budgeting

• 7-1 Risk monitoring

• 7-2 Performance measurement tools

• 8-1 Time-weighted returns VS Dollar-weighted returns

• 8-3 Market Timing ability

• 9-1 The characteristics and development of hedge fund

• 9-2 Hedge Fund strategies

• 9-3 Risk management of Hedge Fund

• 10-1 Performing Due Diligence on specific managers and funds

• 5.流动性风险

• 1-1 Popular Money Market and capita market Investment Instruments

• 1-2 Investment Instruments Developed More Recently

• 1-3 Factors Affecting Choice of Investment Securities

• 1-4 Investment Maturity Strategies

• 1-5 Maturity Management Tools

• 2-1 The function and failure mechanisms for dealer banks

• 2-2 Policy responses

• 3-2 liquidity funding risk

• 3-3 Liguidity Black Holes

• 4-1 Funding Liquidity Risk

• 4-2 Markets for collateral

• 4-3 liquidity and leverage

• 5-1 Early Warning Indicators

• 6-1 The Demand for and Supply of Liquidity

• 6-2 Strategies for Liquidity Managers

• 6-3 Methods for estimating liguidity needs

• 6-4 Legal Reserves and Money Position Management

• 7-1 Uses and Sources of Intraday Liquidity

• 7-2 Measurement of Intraday Flows

• 7-3 Risk Management, Measurement, Monitoring Tools for FMUs

• 8-1 A Taxonomy of Cash Flows

• 8-2 Liquidity Options

• 8-3 Liquidity risk and Quantitative Liquidity Risk Measures

• 8-4 The Term Structure of Expected Liquidity

• 9-1 A Taxonomy of liquidity

• 9-2 Design of the Model

• 9-3 Baseline scenario and development

• 9-4 liquility stress testing optimization

• 10-1 Liquidity Risk. Reporting and Stress Testing

• 11-1 Contingency FundingPlanning

• 12-1 Types of Deposits Offered by Depository Institutions

• 12-2 Pricing Deposits

• 12-3 Deposit-related challenges faced by banks

• 13-1 Alternative Nondeposit Sources of Funds

• 13-2 Available Funds Gap

• 13-3 Factors of choosing alternative nondeposit sources

• 14-1 Repurchase Agreements Structure and Uses

• 14-2 General and Special RepoRates

• 14-3 Case Study- Repos During the Credit Crisis

• 15-1 Liguidity transfer pricing process

• 15-2 Liguidity transfer pricing methods

• 15-3 Contingent liguidity risk pricing

• 16-1 The US DollarShortage in GlobalBanking and theInternational PolicyResponse

• 17-1 Covered interest parity

• 17-2 The violation of CIP and reason

• 18-1 Asset-Liability Management Strategies

• 18-2 Interest-sensitive gap management

• 18-3 duration gap management

• 19-1 Characteristics of illiguid markets

• 19-2 Biases on reported returns

• 6.金融时事分析

• 课程介绍

• 1 - Holistic Review of the March Market Turmoil(1)

• 1 - Holistic Review of the March Market Turmoil(2)

• 2 - The Rise of Digital Money(1)

• 2 - The Rise of Digital Money(2)

• 3 - Covid-19 and cyber risk in the financial sector

• 4 - AI and machine learning for risk management

• 5 - Artificial Intelligence Risk & Governance

• 6 - Climate-related risk drivers and their transmission channels(1)

• 6 - Climate-related risk drivers and their transmission channels(2)

• 6 - Climate-related risk drivers and their transmission channels(3)

• 7 - Beyond LIBOR

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