融跃教育

How Do Firms Manage Financial Risk(1)

Enterprise Risk Management and Future Trends

Quantitative Rule(3)

Sample Moments(1)

Introduction to Derivatives(3)

Central clearing

Stress Testing

Operational Risk(1)

2022年FRM一级考纲对比

概率论基础

常见分布

描述性统计

推断性统计

假设检验

相关性分析

线性回归

债券定义

FRM与英语(1)

FRM与英语(2)

Grammar(1)

Grammar(2)

Financial Risk

Financial Institute(1)

Financial Institute(2)

Financial Institute(3)

Financial Products(1)

Financial Products(2)

前言

计算器版本介绍

计算器初览

小数点位设置

运算优先级模式设置

期初期末模式设置

存储调用操作

常用清除键操作

指数运算

对数、阶乘、排列组合运算

泊松分布、二项分布运算

债券价格计算与日期函数运算

货币的时间价值运算

货币时间价值运算实务操作

货币时间价值运算不适用的情况

统计功能操作

金融市场产品介绍

银行

保险公司与基金公司

OTC与债券

债券

远期和期货

互换

期权(1)

期权(2)

债券定义

债券基本要素-面值

债券基本要素-持有期限和息票率

债券基本要素-付息频率

债券基本要素-发行价格

债券特征-偿付性和流动性

债券特征-安全性和盈利性

债券分类-按发行方分类

债券分类-按担保与否分类

债券分类-按息票率分类

债券与股票对比

债券与基金对比

债券面临的风险

债券的风险管理

债券的定价

银行组织架构

银行经营模式

银行财报

1 - The Building Blocks of Risk Management(1)

1 - The Building Blocks of Risk Management(2)

2 - How Do Firms Manage Financial Risk(1)

2 - How Do Firms Manage Financial Risk(2)

3 - Coporate Governance and Risk Management(1)

3 - Coporate Governance and Risk Management(2)

4 - Credit Risk Transfer Mechanisms

5 - The Standard Captial Asset Pricing Model (1)

5 - The Standard Captial Asset Pricing Model (2)

5 - The Standard Captial Asset Pricing Model (3)

6 - Arbitrage Pricing Theory and Multifactor Models of Risk and Return

7 - Principles For Effective Risk Data Aggregation And Risk Reporting

8 - Enterprise Risk Management and Future Trends

9 - Learning From Financial Disasters(1)

9 - Learning From Financial Disasters(2)

9 - Learning From Financial Disasters(3)

9 - Learning From Financial Disasters(4)

9 - Learning From Financial Disasters(5)

10 - Anatomy of the Great Financial Crisis of 2007-2009(1)

10 - Anatomy of the Great Financial Crisis of 2007-2009(2)

11 - GARP Code of Conduct

1 - Quantitative Rule(1)

1 - Quantitative Rule(2)

1 - Quantitative Rule(3)

2 - Random Variables(1)

2 - Random Variables(2)

3 - Common Univariate(1)

3 - Common Univariate(2)

3 - Common Univariate(3)

4 - Multivariate Random Variables(1)

4 - Multivariate Random Variables(2)

5- Sample Moments(1)

5- Sample Moments(2)

6 - Hypothesis Tests(1)

6 - Hypothesis Tests(2)

7 - Linear Regression(1)

7 - Linear Regression(2)

8 - Linear Regression with Multiple Explanatory Variable(1)

8 - Linear Regression with Multiple Explanatory Variable(2)

9 - Regression Diagnostics(1)

9 - Regression Diagnostics(2)

10 - Stationary Time Series(1)

10 - Stationary Time Series(2)

11 - Non-Stationary Time Series

12-Measuring Returns, Volatility, and Correlation(1)

12-Measuring Returns, Volatility, and Correlation(2)

13 - Simulation Methods(1)

13 - Simulation Methods(2)

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