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FRM全科云享VIP课

价格: 23980.00

课程简介: FRM云享课程分为直播基础精讲+强化串讲+冲刺集训营三大模块。通过知识点梳理、阶段复习、考前冲刺等多阶段的教学辅导,配以高品质的在线学习平台,以及高质量的前导网课与标准网课,全面保障学员学习效果。

视频有效期:12个月

视频时长:约426学时

视频数量:414个

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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

    • 9-5 Rogue Trading and Misleading Reporting

    • 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

    • 9-5 The Bias-Variance Tradeoff

    • 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

    • 3-2 Exchange-Traded Funds

    • 3-3 Undesirable Trading Behavior

    • 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

    • 5-7 Advantages and Disadvantages of CCPs

    • 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

    • 7-2 Bond trading

    • 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

    • 9-7 Trading orders

    • 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

    • 15-3 Option trading

    • 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

    • 17-2 Spread 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

    • 19-8 Option adjusted spread

  • 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

    • 5-5 Sovereign Default Spread

    • 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

    • 2-5 Advantages and Disadvantages of Non-Parametric Methods

    • 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

    • 7-2 Trading and Correlation

    • 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

    • 11-4 Option-Adjusted Spread

    • 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

    • 8-1 Classification of Spread and spread risk

    • 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

    • 12-3 Advantages and disadvantages of netting

    • 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

    • 8-2 Risk-adjusted performance measures

    • 8-3 Market Timing ability

    • 8-4 Performance attribution

    • 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

    • 3-1 liquidity trading risk

    • 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

    • 19-3 Illiguidity risk premiums

  • 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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