融跃教育

2022年FRM二级经典班

价格: 998.00

课程简介: FRM经典班,包括前导课程、精讲课程、串讲强化课程、名师答疑课程,由融跃名师总结历来学员学习倾向、学习节奏、学习踪迹,打造更经典的学习课程,搜集精品习题,另有平台答疑,及时解答你在学习中出现的问题,同时还有考前指导及考前通知,让你一站到底,顺利通关!

视频有效期:6个月

视频时长:29学时

视频数量:0个

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  • FRM二级全景模考解析班
  • 2022年FRM二级经典班

全景模考解析课程

  • A卷

  • B卷

试听课程

  • 市场风险

    • The Art of Term Structure Models Volatility and Distribution

    • Backtesting VaR

  • 信用风险

    • Netting, Close-out and Related Aspects

    • Rating Assignment Methodologies(Acturial Method)

  • 操作风险

    • Assessing the Quality of Risk Measures

    • Risk Culture

  • 投资风险

    • Hedge Funds(1)

    • Alpha(1)

  • 流动性风险

    • Monitoring Liquidity(2)

    • Liquidity and Reserves Management Strategies and Policies(1)

  • 金融时事分析

    • Replacing LIBOR

    • Climate Change - Physical Risk and Equity Prices

2022年考纲对比介绍

  • 二级考纲介绍

    • 2022年FRM二级考纲对比

前导课

  • 市场风险

    • 均值方差框架

    • 正态分布和均值方差框架局限性

    • VaR及其局限性

    • 一致性风险度量和ES

    • 线性与非线性衍生品和历史模拟方法

    • 局部估值法和全局估值法

    • 正态分布偏差情形

    • 机制转换波动率模型

    • 历史标准差方法求波动率

    • EWMA和GARCH模型

    • 均值复归和相关性

    • 基于历史的方法

    • 参数与非参数方法和基于隐含波动率方法

    • 算数和几何收益

    • Normal和Lognormal VaR计算

    • 重抽样历史模拟法

  • 信用风险

    • Basic of credit risk

    • Credit risk measurement

    • Credit risk management

  • 操作风险

    • 操作风险事件分类

    • 操作风险数据治理

    • 操作风险计量方法

    • 操作风险组织架构

    • 操作风险资本规划

知识精讲

  • 市场风险(已更完)

    • 1 - Estimating Market Risk Measures(1)

    • 1 - Estimating Market Risk Measures(2)

    • 2 - Non-parametric Approaches(1)

    • 2 - Non-parametric Approaches(2)

    • 3 - Extreme Value

    • 4 - Backtesting VaR

    • 5 - VaR Mapping(1)

    • 5 - VaR Mapping(2)

    • 6 - Risk Measurement for Trading Book

    • 7 - Some Correlation Basics (1)

    • 7 - Some Correlation Basics (2)

    • 8 - Empirical Properties of Correlation

    • 9 - Financial Correlation Modeling - Bottom-Up Approaches

    • 10 - Empirical Approaches to Risk Metrics and Hedging

    • 11- The Science of Term Structure Models(1)

    • 11- The Science of Term Structure Models(2)

    • 12 - The Evolution of Short Rates and the Shape of the Term Structure

    • 13 - The Art of Term Structure Models Drift

    • 14 - The Art of Term Structure Models Volatility and Distribution

    • 15 - Volatility Smiles

    • 16 - Fundamental Review of the Trading Book

  • 信用风险(已更完)

    • 1-信用决策(1)

    • 1-信用决策(2)

    • 2-信用分析师

    • 3-银行的资本结构(1)

    • 3-银行的资本结构(2)

    • 4-评级系统方法(1)

    • 4-评级系统方法(2)

    • 5-从债券价格得到PD(1)

    • 5-估计PD的其他方法(2)

    • 5-估计PD的其他方法(3)

    • 6-默顿模型和KMV模型

    • 7-CreditMetrics和CreditRisk+

    • 8-利差风险(1)

    • 8-指数分布模型(2)

    • 9-单因素模型

    • 10-结构化产品的信用风险(1)

    • 10-结构化产品的信用风险(2)

    • 10-结构化产品的信用风险(3)

    • 10-结构化产品的信用风险(4)

    • 11-交易对手方风险

    • 12-净额结算、平仓和相关概念(1)

    • 12-净额结算、平仓和相关概念(2)

    • 13-抵押品和结算(1)

    • 13-抵押品和结算(2)

    • 14-未来价值和敞口(1)

    • 14-未来价值和敞口(2)

    • 14-未来价值和敞口(3)

    • 15-信用价值调整(1)

    • 15-信用价值调整(2)

    • 15-信用价值调整(3)

    • 16-交易对手风险压力测试

    • 17-评分模型和零售信贷风险管理

    • 18-信用衍生产品(1)

    • 18-信用衍生产品(2)

    • 19-证券化(1)

    • 19-证券化(2)

    • 20-次级抵押贷款证券化(1)

    • 20-次级抵押贷款证券化(2)

  • 操作风险(已更完)

    • 1 - Principles for the Sound Management of Operational Risk(1)

    • 1 - Principles for the Sound Management of Operational Risk(2)

    • 2 - Enterprise Risk Management Theory and Practice

    • 3 - What is ERM

    • 4 - Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions

    • 5 - Banking Conduct and Culture A Permanent Mindset Change

    • 6 - Risk Culture

    • 7 - OpRisk Data and Governance(1)

    • 7 - OpRisk Data and Governance(2)

    • 8 - Supervisory Guidance on Model Risk Management(1)

    • 8 - Supervisory Guidance on Model Risk Management(2)

    • 9 - Information Risk and Data Quality Management

    • 10 - Validating Rating Models

    • 11 - Assessing the Quality of Risk Measures

    • 12 - Risk Capital Attribution and Risk-Adjusted Performance Measurement

    • 13 - Range of practices and issues in economic capital frameworks

    • 14 - Capital Planning at Large Bank Holding Companies

    • 15 - Stress Testing Banks

    • 16 - Guidance on Managing Outsourcing Risk

    • 17 - Management of Risks Associated with Money Laundering and Financing of Terrorism

    • 18 - Regulation of the OTC Derivatives Market

    • 19 - Capital Regulation Before the Global Financial Crisis(1)

    • 19 - Capital Regulation Before the Global Financial Crisis(2)

    • 19 - Capital Regulation Before the Global Financial Crisis(3)

    • 19 - Capital Regulation Before the Global Financial Crisis(4)

    • 19 - Capital Regulation Before the Global Financial Crisis(5)

    • 20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(1)

    • 20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(2)

    • 20 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis(3)

    • 21 - High-Level Summary of Basel Ⅲ Reforms(1)

    • 21 - High-Level Summary of Basel Ⅲ Reforms(2)

    • 22 - Basel Ⅲ-Finalising Post-Crisis Reforms

    • 23 - The Cyber-Resilient Organization

    • 24 - Cyber-Resilience- Range of Practices

    • 25 - Operational Resilience- Impact Tolerance

    • 26 - Principles for Operational Resilience

    • 27 - Striving for Operational Resilience

  • 投资风险(已更完)

    • 1 - Factor Theory(1)

    • 1 - Factor Theory(2)

    • 2 - Factors(1)

    • 2 - Factors(2)

    • 3 - Alpha (and the Low-Risk Anomaly)(1)

    • 3 - Alpha (and the Low-Risk Anomaly)(2)

    • 3 - Alpha (and the Low-Risk Anomaly)(3)

    • 4 - Portfolio Construction(1)

    • 4 - Portfolio Construction(2)

    • 5 - Portfolio Risk

    • 6 - VaR and Risk Budgeting in Investment Management(1)

    • 6 - VaR and Risk Budgeting in Investment Management(2)

    • 7 - Risk Monitoring and Performance Measurement

    • 8 - Portfolio Performance Evaluation(1)

    • 8 - Portfolio Performance Evaluation(2)

    • 9 - Hedge Funds(1)

    • 9 - Hedge Funds(2)

    • 10 - Performing Due Diligence on Specific Managers and Funds

  • 流动性风险(已更完)

    • 1 - Liquidity Risk(1)

    • 1 - Liquidity Risk(2)

    • 1 - Liquidity Risk(3)

    • 1 - Liquidity Risk(4)

    • 2 - Liquidity and Leverage(1)

    • 2 - Liquidity and Leverage(2)

    • 2 - Liquidity and Leverage(3)

    • 3 - Early Warning Indicators

    • 4 - The Investment Function in Financial-Services Management

    • 5 - Liquidity And Reserves Management Strategies And Policies(1)

    • 5 - Liquidity And Reserves Management Strategies And Policies(2)

    • 6 - Intraday Liquidity Risk Management

    • 7 - Monitoring Liquidity(1)

    • 7 - Monitoring Liquidity(2)

    • 8 - The Failure Mechanics of Dealer Banks

    • 9 - Liquidity Stress Testing

    • 10 - Liquidity Risk Reporting and Stress Testing

    • 11 - Contingency Funding Planning

    • 12 - Managing and Pricing Deposit Services

    • 13 - Managing Nondeposit liabilities

    • 14 - Repurchase Agreements and Financing(1)

    • 14 - Repurchase Agreements and Financing(2)

    • 15 - Liquidity Transfer Pricing(1)

    • 15 - Liquidity Transfer Pricing(2)

    • 16 - The us dollar shortage in global banking

    • 17 - Covered interest Parity lost

    • 18 - Risk Management tor Changing Interest Rates(1)

    • 18 - Risk Management tor Changing Interest Rates(2)

    • 19 - Illiquidity asset(1)

    • 19 - Illiquidity asset(2)

  • 金融时事分析(已更完)

    • 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

串讲强化

  • 市场风险(已更完)

    • 市场风险复习-1

    • 市场风险复习-2

    • 市场风险复习-3

    • 市场风险复习-4

    • 市场风险复习-5

    • 市场风险复习-6

  • 信用风险(已更完)

    • introduction

    • Part 1 Basics of Credit Risk(1)

    • Part 1 Basics of Credit Risk(2)

    • Part 2 Models For Measuring PD(1)

    • Part 2 Models For Measuring PD(2)

    • Part 2 Models For Measuring PD(3)

    • Part 3 Counterparty Exposures(1)

    • Part 3 Counterparty Exposures(2)

    • Part 4 Methods of mitigating credit risk(1)

    • Part 4 Methods of mitigating credit risk(2)

    • Part 5 Credit Derivatives

    • Part 6 Securitization(1)

    • Part 6 Securitization(2)

  • 操作风险(已更完)

    • 操作风险复习-1

    • 操作风险复习-2

    • 操作风险复习-3

    • 操作风险复习-4

    • 操作风险复习-5

    • 操作风险复习-6

    • 操作风险复习-7

    • 操作风险复习-8

    • 操作风险复习-9

    • 操作风险复习-10

    • 操作风险复习-10

    • 操作风险复习-11

    • 操作风险复习-12

    • 操作风险复习-13

    • 操作风险复习-14

    • 操作风险复习-15

    • 操作风险复习-16

    • 操作风险复习-17

    • 操作风险复习-18

    • 操作风险复习-19

    • 操作风险复习-20

    • 操作风险复习-21

    • 操作风险复习-22

    • 操作风险复习-23

    • 操作风险复习-24

    • 操作风险复习-25

    • 操作风险复习-26

    • 操作风险复习-27

    • 操作风险复习-28

  • 投资风险(已更完)

    • 投资组合串讲-1

    • 投资组合串讲-2

    • 投资组合串讲-3

    • 投资组合串讲-4

    • 投资组合串讲-5

    • 投资组合串讲-6

    • 投资组合串讲-7

    • 投资组合串讲-8

    • 投资组合串讲-9

    • 投资组合串讲-10

    • 投资组合串讲-11

    • 投资组合串讲-12

    • 投资组合串讲-13

    • 投资组合串讲-14

    • 投资组合串讲-15

    • 投资组合串讲-16

  • 流动性风险(已更完)

    • 流动性风险复习-1

    • 流动性风险复习-2

    • 流动性风险复习-3

    • 流动性风险复习-4

    • 流动性风险复习-5

    • 流动性风险复习-6

    • 流动性风险复习-7

    • 流动性风险复习-8

    • 流动性风险复习-9

    • 流动性风险复习-10

    • 流动性风险复习-11

    • 流动性风险复习-12

金融时事分析强化

  • 金融时事分析

    • 金融时事分析(1) - 1

    • 金融时事分析(1) - 2

    • 金融时事分析(1) - 3

    • 金融时事分析(1) - 4

    • 金融时事分析(2) - 1

    • 金融时事分析(2) - 2

    • 金融时事分析(2) - 3

    • 金融时事分析(2) - 4

    • 金融时事分析(2) - 5

    • 金融时事分析(2) - 6

模拟机考解析

  • A卷

    • 二级A卷 - 1

    • 二级A卷 - 2

    • 二级A卷 - 3

    • 二级A卷 - 4

    • 二级A卷 - 5

    • 二级A卷 - 6

  • B卷

    • 二级B卷 - 1

    • 二级B卷 - 2

    • 二级B卷 - 3

    • 二级B卷 - 4

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市场风险申请试听
  • The Art of Term Structure Models Volatility and Distribution可申请试听
  • Backtesting VaR可申请试听
信用风险申请试听
  • Netting, Close-out and Related Aspects可申请试听
  • Rating Assignment Methodologies(Acturial Method)可申请试听
操作风险申请试听
  • Assessing the Quality of Risk Measures可申请试听
  • Risk Culture可申请试听
投资风险申请试听
  • Hedge Funds(1)可申请试听
  • Alpha(1)可申请试听
流动性风险申请试听
  • Monitoring Liquidity(2)可申请试听
  • Liquidity and Reserves Management Strategies and Policies(1)可申请试听
金融时事分析申请试听
  • Replacing LIBOR可申请试听
  • Climate Change - Physical Risk and Equity Prices可申请试听
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