融跃教育

2023年FRM考纲解读

1 - Fundamentals of Probability

2 - Common Distributions

3 - Descriptive Statistics

4 - Inferential statistics

5 - Hypothesis testing

6 - Correlation analysis

7 - Linear regression

1 - FRM与英语(1)

1 - FRM与英语(2)

2 - Grammar(1)

2 - Grammar(2)

3 - Financial Risk

4 - Financial Institute(1)

4 - Financial Institute(2)

4 - Financial Institute(3)

5 - Financial Products(1)

5 - Financial Products(2)

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

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 - Definition of bond

2 - Face value of bonds

3 - Term of repaymentMaturity and Coupon rate

4 - Frequency of coupon payment

5 - Issue price

6 - Repayment and Liquidity

7 - SafetySecurity 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

1 - Bank Governance Framework

2 - Bank operation model

3 - Bank financial statement

Introduction

1-1 Typology of Risks and Risk Interactions

1-2 The Risk Management Process

2-1 Risk Management Road Map

2-2 Hedging Philosophy

3-1 The Post-Crisis Regulatory Response

3-2 Best Practice of risk Governance

4-1 Modern Portfolio Theory

4-2 CAL、CML、SML、CAPM

4-3 Performance Measures

5-1 The Arbitrage Pricing Theory

5-2 Different Types of Factor Models

5-3 Factor Analysis in Hedging Exposure

6-1 Benefits of Effective Risk Data Aggregation and Reporting

6-2 Key Governance Principles of Risk Data and Risk Reporting

7-1 ERM- What Is It and Why Do Firms Need It and How to Action

7-2 Risk Culture and Scenario Analysis and the future of risk management

8-1 Interest Rate Risk

8-2 Funding Liquidity Risk

8-3 Constructing and Implementing a Hedging Strategy

8-4 Model Risk

8-5 Financial Engineering

8-6 Rogue Trading and Misleading Reporting

8-7 Reputation Risk 、Corporate Governance、 Cyber Risk

9-1 Overview of Credit Risk Transfer Mechanisms and How Can Be Useful

9-2 The Mechanics of Securitization and From Buy-and-Hold to Originate-to-Distribution

10-1 How It All Started and The Role of Financial Intermediaries

10-2 The Liquidity Crunch Hits and Central Banks to the Rescue

11-1 Code of Conduct

11-2 Rules of Conduct and Applicability and Enforcement

1 - Fundamentals of Probability(1)

1 - Fundamentals of Probability(2)

2 - Random Variables(1)

2 - Random Variables(2)

3 - Common Univariate＆Random Variables(1)

3 - Common Univariate＆Random Variables(2)

4 - Multivariate Random Variables

5 - Sample Moments

6 - Hypothesis Tests(1)

6 - Hypothesis Tests(2)

7 - Linear Regression

8 - Regression with Multiple Explanatory Variables

9 - Regression Diagnostics

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 predict

1 - Banks

2 - Insurance Companies and Pension Plans

3 - Funds Management(1)

3 - Funds Management(2)

4 - Exchanges and OTC Markets(1)

4 - Exchanges and OTC Markets(2)

5 - Central clearing

6 - Properties of Interest Rates(1)

6 - Properties of Interest Rates(2)

6 - Properties of Interest Rates(3)

6 - Properties of Interest Rates(4)

7 - Corporate Bonds(1)

7 - Corporate Bonds(2)

8 - Introduction to Derivatives(1)

8 - Introduction to Derivatives(2)

9 - Futures Markets(1)

9 - Futures Markets(2)

10 - Pricing Financial Forwards and Futures(1)

10 - Pricing Financial Forwards and Futures(2)

11 - Commodity Forwards and Futures

12 - Foreign Exchange Markets

13 - FRA and Interest Rate Futures(1)

13 - FRA and Interest Rate Futures(2)

14 - Using Futures for Hedging (1)

14 - Using Futures for Hedging (2)

15 - Swaps(1)

15 - Swaps(2)

16 - Options Markets(1)

16 - Options Markets(2)

17 - Properties of Options(1)

17 - Properties of Options(2)

18 - Trading Strategies(1)

18 - Trading Strategies(2)

18 - Trading Strategies(3)

19 - Exotic Options(1)

19 - Exotic Options(2)

20 - Mortgages and Mortgage-Backed Securities(1)

20 - Mortgages and Mortgage-Backed Securities(2)

20 - Mortgages and Mortgage-Backed Securities(3)

1-1 Measures of Financial Risk

1-2 Calculating and Applying VaR

1-3 Measuring and Monitoring Volatility(1)

1-3 Measuring and Monitoring Volatility(2)

2-1 External and Internal Credit Ratings

2-2 Country Risk- Determinants, Measures, and Implications

2-3 Measuring Credit Risk(1)

2-3 Measuring Credit Risk(2)

3-1 Operational Risk

3-2 Stress Testing

4-1 Pricing Conventions, Discounting, and Arbitrage

4-2 Interest Rates(1)

4-2 Interest Rates(2)

4-3 Bond Yields and Return Calculations(1)

4-3 Bond Yields and Return Calculations(2)

4-4 Applying Duration, Convexity, and DV01

4-5 Modeling Non-Parallel Term Structure Shifts and Hedging

5-1 Binomial Trees

5-2 The Black-Scholes-Merton Model

5-3 Option Sensitivity Measures(1)

5-3 Option Sensitivity Measures(2)

5-3 Option Sensitivity Measures(3)

5-3 Option Sensitivity Measures(4)

1-1 The Building Blocks of Risk Management

1-2 How Do Firms Manage Financial Risk

1-3 The Governance of Risk Management

1-4 Principles for Effective Data Aggregation and Risk Reportin

1-5 Enterprise Risk Management and Future Trends

2-1 Modern Portfolio Theory and Capital Asset Pricing Model

2-2 CAL、CML、SML、CAPM

2-3 Performance Measures

2-4 The APT and Multifactor Models of Risk and Return

3-1 Learning from Financial Disasters

3-2 Credit Risk Transfer Mechanisms

3-3 Anatomy of the Great Financial Crisis of 2007-2009

4-1 GARP Code of Conduct

1 - Fundamentals of probability

2 - Random variables and Basic Statistics

3 - Common Univariate Random Variables

4 - Hypothesis testing

5 - Linear regression and Regression diagnostics

6 - Time Series

7 - Measuring returns, volatility, and correlation

8 - Simulation and Bootstrapping

9 - Machine learning

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1-1 Measures of Financial Risk

1-2 Calculating and Applying VaR

1-3 Measuring and Monitoring Volatility

2-1 External and Internal Credit Ratings

2-2 Country Risk- Determinants, Measures, and Implications

2-3 Measuring Credit Risk

3-1 Operational Risk

3-2 Stress Testing

4-1 Pricing Conventions, Discounting, and Arbitrage

4-2 Interest Rates

4-3 Bond Yields and Return Calculations

4-4 Applying Duration, Convexity, and DV01

4-5 Modeling Non-Parallel Term Structure Shifts and Hedging

5-1 Binomial Trees

5-2 The Black-Scholes-Merton Model

5-3 Option Sensitivity Measures The “Greeks”