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FRM二级面授课程

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课程简介: FRM二级面授课程,适用于想要快速通过拿证的的人群。本课程以名师面授教学,小班授课,学管答疑形式学习,通过学、练、考、管,特色四维教学模式助你全面提升多项硬核技能,轻松助你get实务技能、FRM证书、求职技巧,满足不同需求的考生,让备考更轻松助力一次通关。

视频有效期:12个月

视频时长:约235小时

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FRM二级

  • 1.冲刺直播

    • 操作风险

    • current issue

    • 流动性风险

    • 市场风险

    • 投资风险

    • 信用风险

    • 模拟机考

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

    • 0-1 introduction

    • 1-1 Basic methods of VaR estimation

    • 1-2 Coherent risk estimation

    • 2-1 Bootstrap historical simulation

    • 2-2 Four Non-parametric Approaches

    • 3-1 Block Maxima Method

    • 3-2 Peaks-over-Threshold

    • 4-1 Backtesting VaR Introduction

    • 4-2 Backtesting VaR methods(1)

    • 4-2 Backtesting VaR methods(2)

    • 5-1 Mapping introduction

    • 5-2 VaR mapping application(1)

    • 5-2 VaR mapping application(2)

    • 6-1 lessons in VaR estimation

    • 7-1 Correlation in finance

    • 7-2 Correlation trading

    • 7-3 Risk management and the financial crisis

    • 8-1 Mean Reversion of Correlation

    • 9-1 Copulas and Joint Default Probability

    • 10-1 Single and two-Variable Regression Based Hedging

    • 11-1 Binomial tree- Risk neutral and replication pricing(1)

    • 12-1 Interest Rate Expectation, Volatility and Risk Premium

    • 13-1 Model 1 and Model 2

    • 13-2 Ho-lee Model and VasiceK model

    • 14-1 Time variability of volatility

    • 15-1 Foreign currency option

    • 15-2 Equity option

    • 16-1 Regulation evolutions

  • 2.信用风险

    • 0-1 Introduction

    • 1-1 Credit risk introduction(1)

    • 1-1 Credit risk introduction(2)

    • 2-1 Job Descriptions

    • 3-1 Expected loss and unexpected loss

    • 4-1 Probabilities of default

    • 4-2 Rating methods

    • 5-1 Merton Model(1)

    • 5-1 Merton Model(2)

    • 5-2 Other Portfolio Credit Risk Models

    • 6-1 Credit Spreads(1)

    • 6-1 Credit Spreads(2)

    • 7-1 Default correlation

    • 8-1 Default correlation

    • 9-1 Netting, compression and termination

    • 10-1 Margin support

    • 11-1 exposure metrics and mitigation(1)

    • 11-1 exposure metrics and mitigation(2)

    • 12-1 CVA, DVA and BCVA

    • 12-2 Wrong way risk

    • 13-1 Market risk prospective of CCR and stress testing

    • 14-1 2007 GFC review

    • 15-1 Credit derivatives(1)

    • 15-1 Credit derivatives(2)

    • 16-1 Securitization review(1)

    • 16-1 Securitization review(2)

    • 17-1 Waterfall Structure Calculation

    • 18-1 Frictions in securitization

  • 3.操作风险

    • 0-1 Introduction

    • 1-1 Introduction to Operational Risk and Resilience

    • 1-2 Introduction to Operational Risk and Resilience

    • 1-3 Introduction to Operational Risk and Resilience

    • 1-4 Introduction to Operational Risk and Resilience

    • 2-1 Risk Governance

    • 2-2 Risk Governance

    • 3-1 Risk Identification

    • 2-3 Risk Governance

    • 3-2 Risk Identification

    • 2-4 Risk Governance

    • 3-3 Risk Identification

    • 4-1 Risk Measurement and Assessment

    • 3-4 Risk Identification

    • 4-2 Risk Measurement and Assessment

    • 4-3 Risk Measurement and Assessment

    • 4-4 Risk Measurement and Assessment

    • 4-5 Risk Measurement and Assessment

    • 4-6 Risk Measurement and Assessment

    • 4-7 Risk Measurement and Assessment

    • 5-1 Risk Mitigation

    • 5-2 Risk Mitigation

    • 5-3 Risk Mitigation

    • 5-4 Risk Mitigation

    • 5-5 Risk Mitigation

    • 5-6 Risk Mitigation

    • 6-1 Risk Reporting

    • 6-2 Risk Reporting

    • 6-3 Risk Reporting

    • 6-4 Risk Reporting

    • 7-1 Integrated Risk Management

    • 7-2 Integrated Risk Management

    • 7-3 Integrated Risk Management

    • 7-4 Integrated Risk Management

    • 8-1 Cyber-Resilience- Range of Practices

    • 8-2 Cyber-Resilience- Range of Practices

    • 8-3 Cyber-Resilience- Range of Practices

    • 8-4 Cyber-Resilience- Range of Practices

    • 8-5 Cyber-Resilience- Range of Practices

    • 9-1 Case Study- Cyberthreats and Information Security Risks

    • 9-2 Case Study- Cyberthreats and Information Security Risks

    • 10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

    • 10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

    • 10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism

    • 11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism

    • 11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism

    • 12-1 Guidance on Managing Outsourcing Risk

    • 12-2 Guidance on Managing Outsourcing Risk

    • 13-1 Case Study- Third-Party Risk Management

    • 13-2 Case Study- Third-Party Risk Management

    • 14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities

    • 14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities

    • 15-1 Supervisory Guidance on Model Risk Management

    • 15-2 Supervisory Guidance on Model Risk Management

    • 15-3 Supervisory Guidance on Model Risk Management

    • 15-4 Supervisory Guidance on Model Risk Management

    • 16-1 Case Study- Model Risk and Model Validation

    • 16-2 Case Study- Model Risk and Model Validation

    • 16-3 Case Study- Model Risk and Model Validation

    • 17-1 Stress Testing Banks

    • 17-2 Stress Testing Banks

    • 17-3 Stress Testing Banks

    • 18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-5 Risk Capital Attribution and Risk-Adjusted Performance Measuremen

    • 18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 19-1 Range of Practices and Issues in Economic Capital Frameworks

    • 19-2、3 Range of Practices and Issues in Economic Capital Frameworks

    • 19-4 Range of Practices and Issues in Economic Capital Frameworks

    • 20-1 Capital Planning at Large Bank Holding Companies

    • 20-2 Capital Planning at Large Bank Holding Companies

    • 21-1 Capital Regulation Before the Global Financial Crisis

    • 21-2 Capital Regulation Before the Global Financial Crisis

    • 21-3 Capital Regulation Before the Global Financial Crisis

    • 21-4 Capital Regulation Before the Global Financial Crisis

    • 21-5,6 Capital Regulation Before the Global Financial Crisis

    • 21-7 Capital Regulation Before the Global Financial Crisis

    • 21-8 Capital Regulation Before the Global Financial Crisis

    • 22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    • 22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    • 22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    • 22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    • 22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    • 23-1 High-Level Summary of Basel Ⅲ Reforms

    • 23-2 High-Level Summary of Basel Ⅲ Reforms

    • 23-3 High-Level Summary of Basel Ⅲ Reforms

    • 24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms

    • 24-3 Basel Ⅲ-Finalising Post-Crisis Reforms

  • 4.投资风险

    • 1-1 Factor Theory

    • 1-2 Capital asset pricing model

    • 1-3 Multifactor Model

    • 1-4 Efficient market theory

    • 1-5 Example

    • 2-1.Macroeconomic risk factors

    • 2-2.Dynamic risk factors

    • 2-3.Example

    • 3-1 Characteristics of Sound Benchmarks

    • 3-2.Fundamental Law of Active Management

    • 3-3.Alphas for nonlinear strategies

    • 3-4 Example

    • 4-1 Portfolio Construction Inputs

    • 4-2.Transaction Costs

    • 4-3 Portfolio Construction Techniques

    • 4-4 Example

    • 5-1 Portfolio VaR

    • 5-2 Marginal VaR

    • 5-3 Incremental VaR and Component VaR

    • 5-4 Portfolio VaR---Summary

    • 5-5 Example

    • 6-1 Two Basic Steps of the Investment Process

    • 6-2 Funding Ris

    • 6-3 Monitoring Risk with VAR

    • 6-4 Example

    • 7-1 The Three Legs of Risk Management

    • 7 - 2 Liquidity Considerations

    • 7 - 3 Example

    • 8 - 1 Time-Weighted and Dollar-Weighted Return

    • 8 - 2 Risk-Adjusted Performance Measures

    • 8-3 Market Timing Ability

    • 8-4 Performance Attribution

    • 8-5 Example

    • 9-1 Hedge Funds versus Mutual Funds

    • 9-2 Hedge Fund Strategies

    • 9-3 Fund of Hedge Funds

    • 9-4 Example

    • 10-1 Past Fund Failures

    • 10-2 Due Diligence of Operational Environment

    • 10-3 Example

    • 11-1 Information Disclosures

    • 11-2 Efficacy of Information Disclosures

    • 11-3 Example

  • 5.流动性风险

    • introduction

    • 1-1 Liquidity Trading Risk

    • 1-2 liquidity funding risk.mp4.mp4

    • 1-3 Liquidity Black Hole

    • 2-1 funding liquidity risk

    • 2-2 leverage and forms of credit in contemporary finance

    • 2-3 transactions liquidity risk

    • 3-1 Early Warning Indicators

    • 4-1 introduction

    • 4-2 popular money and capital market investment instruments

    • 4-3 factors affecting choice of investment securities

    • 4-4 investment maturity strategies

    • 5-1 the demand for and supply of liquidity

    • 5-2 strategies for liquidity managers

    • 5-3 estimating liquidity needs

    • 5-4 legal reserves and money position management.

    • 6-1 uses and sources of intraday liquidity

    • 6-2 risk measurement and monitoring tools for financial institutions

    • 7-1 monitor liquidity

    • 8-1 the failure mechanics of dealer banks

    • 9-1 liquidity stress testing

    • 10-1 liquidity risk reporting and stress testing

    • 11-1 contingency funding planning

    • 12-1 types of deposits offered by depository institutions

    • 12-2 pricing deposits

    • 13-1 alternative non-depiosit sources of funds

    • 13-2 choosing among alternative non-deposit sources

    • 14-1 repurchase agreements structure and uses

    • 14-2 general and special repo rates

    • 15-1 liquidity transfer pricing a guide to better practice

    • 16-1 the US dollar shortage in global banking and international policy response

    • 17-1 covered interest parity lost

    • 18-1 risk management for changing interest rates asset liability management and duration techniques

    • 19-1 illiquidity asset

  • 6.金融时事分析

    • 0-1 current issues

    • 1-1 paper1

    • 2-1 paper2

    • 3-1 paper3

    • 4-1 paper4

    • 5-1 paper5

    • 6-1 paper6

    • 7-1 paper7

    • 8-1 paper8

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