2024年12月1日GARP协会公布了2025年FRM最新考纲,2025和2024年整体考纲变化不是很大,主要集中在一些细节调整上,科目的权重也没有发生变化,下面和融跃小编一起来看看FRM一级考纲变动详情。
风险管理基础(Foundations of Risk Management)占比20%:没有变化
定量分析(Quantitative Analysis)占比20%
Chapter 1: Fundamentals of Probability
原考纲:Define and calculate a conditional probability.
现考纲:Define,describe,and calculate a conditional probability.
Chapter 3:Common Univariate Random Variables
原考纲:
Distinguish the key properties and identify the common occurrences of the following distributions:uniform distribution, Bernoulli distribution,binomial distribution, Poisson distribution, normal distribution,lognormal distribution,Chi-squared distribution, Student's t- and F-distributions.
现改为:
Illustrate the key properties and applications of the following distributions:Bernoulli distribution, binomial distribution,Poisson distribution,uniform distribution, normal distribution,lognormal distribution,Chi-squared distribution,Student's t distribution,F distribution,exponential distribution,and the Beta distribution.
金融市场与产品(Financial Markets and Products)占比30%
Chapter 1: Banks
原考纲:Distinguish between economic capital and regulatory capital.
现考纲:Compare the characteristics and applications of economic capital and regulatory capital.
Chapter 6: Central Clearing
原考纲:Provide examples of the mechanics of a central counterparty (CCP).
现考纲:Describe characteristics and mechanics of a central counterparty (CCP).
Chapter 7: Futures Markets
删除:Explain the differences between a normal and an inverted futures market.
估值与风险建模(Valuation and Risk Models)占比30%
Chapter 4: External and Internal Credit Ratings
原考纲:Describe and interpret a rating transition matrix and explain its uses.
现考纲:Describe, calculate, and interpret a rating transition matrix and explain its uses.