融跃教育

The Art of Term Structure Models Volatility and Distribution

Backtesting VaR

Netting, Close-out and Related Aspects

Rating Assignment Methodologies(Acturial Method)

Assessing the Quality of Risk Measures

Risk Culture

Hedge Funds(1)

Alpha(1)

Monitoring Liquidity(2)

Liquidity and Reserves Management Strategies and Policies(1)

Replacing LIBOR

Climate Change - Physical Risk and Equity Prices

2022年FRM二级考纲对比

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

Basic of credit risk

Credit risk measurement

Credit risk management

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

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

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)

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

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

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)

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

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

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(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

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

二级B卷 - 1

二级B卷 - 2

二级B卷 - 3

二级B卷 - 4