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视频时长:约188学时
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详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.金融英语
1 - FRM与英语
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融计算器
前言
货币时间价值运算不适用的情况
货币时间价值运算实务操作
货币的时间价值运算
债券价格计算与日期函数运算
泊松分布、二项分布运算
对数、阶乘、排列组合运算
指数运算
常用清除键操作
存储调用操作
期初期末模式设置
运算优先级模式设置
小数点位设置
计算器初览
计算器版本介绍
统计功能操作
3.金融市场产品
常见的金融机构
利率和债券
衍生品
4.债权类产品基础
债券
5.银行经营模式
银行组织架构
银行经营模式
银行财报
6.金融数学
金融数学
7.2023年考纲解读
考纲解读
1.风险管理基础
前言
10 - Anatomy of the Great Financial Crisis of 2007-2009
9 - Learning from Financial Disasters
8 - Enterprise Risk Management and Future Trends
7 - Principles for Effective Data Aggregation and Risk Reporting
6 - The APT and Multifactor Models of Risk and Return
5 - Modern Portfolio Theory and Capital Asset Pricing Model
4 - Credit Risk Transfer Mechanisms
3 - The Governance of Risk Management
2 - How Do Firms Manage Financial Risk?
1 - The Building Blocks of Risk Management
11 - GARP Code of Conduct
2.数量分析
Briefing
14 - Machine-Learning Methods
13 - Simulation and Bootstrapping
12 - Measuring Returns, Volatility, and Correlation
11 - Non-Stationary Time Series
10 - Stationary Time Series
9 - Regression Diagnosis
8 - Regression with Multiple Explanatory Variables
7 - Linear Regression
6 - Hypothesis Testing
5 - Sample moments
4 - Multivariate Random Variables
3 - Common Univariate Random Variables
2 - Random variables
1 - Fundamentals of probability
15 - Machine Learning and Prediction
3.金融市场产品
1 - Banks
18 - Exotic Options
17 - Trading Strategies
16 - Properties of Options
15 - Options Markets
14 - Swaps
13 - Using Futures for Hedging
12 - FRA and Interest Rate Futures
11 - Foreign Exchange Markets
10 - Pricing Financial Forward and Futures
9 - Futures Markets
8 - Introduction to Derivatives
7 - Corporate Bonds
6 - Interest Rates and Bonds
5 - Central clearing
4 - Exchanges and OTC Markets
3 - Funds Management
2 - Insurance Companies and Pension Plans
19 - Mortgages and Mortgage-Backed Securities
4.估值与风险模型
科目介绍
15 - The Black-Scholes-Merton Model
14 - Binomial Trees
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
12 - Applying Duration, Convexity, and DV01
11 - Bond Yields and Return Calculations
10 - Interest Rates
9 - Pricing Conventions, Discounting, and Arbitrage
8 - Stress Testing
7 - Operational Risk
6 - Measuring Credit Risk
5 - Country Risk: Determinants, Measures, and Implications
4 - External and Internal Ratings
3 - Measuring and Monitoring Volatility
2 - Calculating and Applying VaR
1 - Measures of Financial Risk
16 - Option Sensitivity Measures: The “Greeks”
1.风险管理基础
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.数量分析
Quantitative Analysis
3.金融市场产品
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.估值与风险模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
1.2023年考纲解读
考纲解读
2.市场风险
市场风险
3.信用风险
信用风险
4.操作风险
操作风险
1.市场风险
0 - Introduction
15 - Volatility Smiles
14 - The Art of Term Structure Model Volatility and Distribution
13 - The Art of Term Structure Model: Drift
12 - The Evolution of Short Rates and the Shape of the Term Structure
11 - The Science ofTerm Structure Models
10 - Empirical Approaches to Risk Metrics and Hedging
9 - Financial Correlation Modeling-Bottom-Up Approaches
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
7 - Correlation Basics:Definitions, Applications, and Terminology
6 - Messages from the Academic Literature on Risk Management for the Trading Book
5 - VaR Mapping
4 - backtesting VaR
3 - ParametricApproaches (II):Extreme Value
2 - Non-parametric approaches
1 - Estimate market risk measurement
16 - FundamentalReview of theTrading Book
2.信用风险
1 - The credit decision
18 - Understanding the securitization of subprime mortgage credit
17 - Structured credit risk
16 - An introduction of securitization
15 - Credit transfer markets and their implications
14 - Credit scoring and retail credit risk management
13 - The evolution of stress-testing counterparty exposures
12 - CVA
11 - Future Value and Exposure
10 - Margin(Collateral) and Settlement
9 - Netting, close-out and related aspects
8 - Counterparty risk and beyond
7 - Portfolio credit risk
6 - Spread risk and default intensity models
5 - Credit risk and credit derivatives
4 - Rating assignment methodologies
3 - Capital Structure in Banks
2 - The credit analyst
Introduction
3.操作风险
Introduction
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
13 - Case Study: Third-Party Risk Management
12 - Guidance on Managing Outsourcing Risk
11 - Case Study: Financial Crime and Fraud
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
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流动性风险
introduction
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
10 - Liquidity Risk Reporting and Stress Testing
9 - liquidity Stress Testing
4 - The Investment Function in Financial-services Management
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
19 - Illiquid Assets
5.投资风险
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
8 - Portfolio Performance Evaluation
7 - Risk Monitoring and Performance Measurement
6 - VaR and Risk Budgeting in Investment Management
5 - Portfolio Risk:Analytical Methods
4 - Portfolio Construction
3 - Alpha (and the Low-Risk Anomaly)
2 - Factors
1 - Factor theory
11 - Predicting Fraud by Investment Managers
6.金融时事分析
6 - paper6
5 - paper5
4 - paper4
3 - paper3
0 - current issues
1 - paper1
2 - paper2
7 - paper7
8 - paper8
1.市场风险
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用风险
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.投资风险
10 - Performing Due Diligence on Specific Managers and Funds
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
1 - Factor Theory
11 - Detecting Fraud by Investment Managers
4.流动性风险
2 - part 2
3 - part 3
1 - part 1
0 - introduction
4 - part 4
5.操作风险
5 - topic5
11- Topic11
10 - Topic10
9 - Topic9
8 - Topic8
7 - Topic7
6 - topic6
2 - topic2
1 - topic1
0 - topic0
4 - topic4
3 - topic3
12 - Topic12
1.风险管理基础习题一
风险管理基础习题一
2.风险管理基础习题二
风险管理基础习题二
1.数量分析习题一
数量分析习题一
1.金融市场产品习题一
金融市场产品习题一
2.金融市场产品习题二
金融市场产品习题二
3.金融市场产品习题三
金融市场产品习题三
1.估值与风险模型习题一
估值与风险模型习题一
2.估值与风险模型习题二
估值与风险模型习题二