融跃教育

2022年FRM一级考纲对比

1.Fundamentals of Probability

2.Common Distributions

3.Descriptive Statistics

4.Inferential statistics

5.Hypothesis testing

6.Correlation analysis

7.Linear regression

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)

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)

9.Options (2)

1.Definition of bond

2.Face value of bonds

3.Term of repayment/Maturity and Coupon rate

4.Frequency of coupon payment

5.Issue price

6.Repayment and Liquidity

7.Safety/Security 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

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)

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 - Interest Rates and Bond Basics(1)

6 - Interest Rates and Bond Basics(2)

6 - Interest Rates and Bond Basics(3)

6 - Interest Rates and Bond Basics(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)

0 - Valuation and Risk Model

1 - Measures of Financial Risk

2 - Calculating and Applying VaR

3 - Measuring and Monitoring Volatility(1)

3 - Measuring and Monitoring Volatility(2)

3 - Measuring and Monitoring Volatility(3)

4 - External and Internal Ratings(1)

4 - External and Internal Ratings(2)

5 - Country Risk

6 - Measuring Credit Risk(1)

6 - Measuring Credit Risk(2)

6 - Measuring Credit Risk(3)

7 - Operational Risk(1)

7 - Operational Risk(2)

8 - Stress Testing

9 - Pricing Conventions, Discounting, and Arbitrage(1)

9 - Pricing Conventions, Discounting, and Arbitrage(2)

9 - Pricing Conventions, Discounting, and Arbitrage(3)

10 - Interest Rates(1)

10 - Interest Rates(2)

11 - Bond Yields and Return(1)

11 - Bond Yields and Return(2)

12 - Applying Duration, Convexity and DV01(1)

12 - Applying Duration, Convexity and DV01(2)

12 - Applying Duration, Convexity and DV01(3)

13 - Modeling Non-Parallel Term Structure Shifts and Hedging

14 - Binomial Trees(1)

14 - Binomial Trees(2)

15 - The Black-Scholes-Merton Model(1)

15 - The Black-Scholes-Merton Model(2)

16 - Option Sensitivity Measures- The “Greeks”(1)

16 - Option Sensitivity Measures- The “Greeks”(2)

1 - Introduction

2 - The Building Blocks Of Risk Management(1)

2 - The Building Blocks Of Risk Management(2)

2 - The Building Blocks Of Risk Management(3)

3 - How Do Firms Manage Financial Risk

4 - The Governance Of Risk Management

5 - Credit Risk Transfer Mechanisms

6 - Principles For Effective Data Aggregation And Risk Reporting

7 - Enterprise risk management and futures trend

8 - Financial Disaster(1)

8 - Financial Disaster(2)

8 - Financial Disaster(3)

8 - Financial Disaster(4)

9 - The Financial Crisis Of 2007-2009

10 - The Standard Capital Asset Pricing Model

11 - Applying the CAPM to Performance Measurement

12 - Arbitrage Pricing Theory and Multifactor Models

13 - GARP Code of Conduct

Quantitative Analysis Review-1

Quantitative Analysis Review-2

Quantitative Analysis Review-3

Quantitative Analysis Review-4

Quantitative Analysis Review-5

Quantitative Analysis Review-6

Quantitative Analysis Review-7

Quantitative Analysis Review-8

Quantitative Analysis Review-9

Quantitative Analysis Review-10

Quantitative Analysis Review-11

Quantitative Analysis Review-12

Quantitative Analysis Review-13

Quantitative Analysis Review-14

Quantitative Analysis Review-15

Quantitative Analysis Review-16

Quantitative Analysis Review-17

Quantitative Analysis Review-18

Quantitative Analysis Review-19

Financial Markets and Products Review-1

Financial Markets and Products Review-2

Financial Markets and Products Review-3

Financial Markets and Products Review-4

Financial Markets and Products Review-5

Financial Markets and Products Review-6

Financial Markets and Products Review-7

Financial Markets and Products Review-8

Financial Markets and Products Review-9

Financial Markets and Products Review-10

Financial Markets and Products Review-11

Financial Markets and Products Review-12

Financial Markets and Products Review-13

Financial Markets and Products Review-14

Financial Markets and Products Review-15

Financial Markets and Products Review-16

Financial Markets and Products Review-17

Financial Markets and Products Review-18

Financial Markets and Products Review-19

Financial Markets and Products Review-20

Financial Markets and Products Review-21

Valuation and Risk Models Review-1

Valuation and Risk Models Review-2

Valuation and Risk Models Review-3

Valuation and Risk Models Review-4

Valuation and Risk Models Review-5

Valuation and Risk Models Review-6

Valuation and Risk Models Review-7

Valuation and Risk Models Review-8

Valuation and Risk Models Review-9

Valuation and Risk Models Review-10

Valuation and Risk Models Review-11

Valuation and Risk Models Review-12

Valuation and Risk Models Review-13

Valuation and Risk Models Review-14

一级A卷 - 1

一级A卷 - 2

一级A卷 - 3

一级A卷 - 4

一级A卷 - 5

一级A卷 - 6

一级A卷 - 7

一级B卷 - 1

一级B卷 - 2

一级B卷 - 3

一级B卷 - 4

一级B卷 - 5

一级B卷 - 6

一级B卷 - 7

一级B卷 - 8

2022年FRM二级考纲对比

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

1.Basic of credit risk

2.Credit risk measurement

3.Credit risk management

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

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.The Credit Decision (1)

2.The Credit Decision (2)

3.The Credit Analyst

4.Capital Structure in Banks (1)

5.Capital Structure in Banks (2)

6.Rating Assignment Methodologies (Actuarial Method) (1)

7.Rating Assignment Methodologies (Actuarial Method) (2)

8.Rating Assignment Methodologies (Other Methods) (1)

9.Rating Assignment Methodologies (Other Methods) (2)

10.Rating Assignment Methodologies (Other Methods) (3)

11.Credit Risks and Credit Derivatives (Merton Model & KMV)

12.Credit Risks and Credit Derivatives (CreditMetrics & CreditRisk+)

13.Spread Risk and Default Intensity Models (1)

14.Spread Risk and Default Intensity Models (2)

15.Portfolio Credit Risk

16.Structured Credit Risk (1)

17.Structured Credit Risk (2)

18.Structured Credit Risk (3)

19.Structured Credit Risk (4)

20.Counterparty Risk and Beyond

21.Netting, Close-out and Related Aspects (1)

22.Netting, Close-out and Related Aspects (2)

23.Margin (Collateral) and Settlement (1)

24.Margin (Collateral) and Settlement (2)

25.Future Value and Exposure (1)

26.Future Value and Exposure (2)

27.Future Value and Exposure (3)

28.CVA (1)

29.CVA (2)

30.CVA (3)

31.The Evolution of Stress Testing Counterparty Exposures

32.Credit Scoring and Retail Credit Risk Management

33.The Credit Transfer Markets –and Their Implications (1)

34.The Credit Transfer Markets –and Their Implications (2)

35.An introduction to Securitization (1)

36.An introduction to Securitization (2)

37.Understanding the securitization of Subprime Mortgage Credit (1)

38.Understanding the securitization of Subprime Mortgage Credit (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

Market risk review (1)

Market risk review (2)

Market risk review (3)

Market risk review (4)

Market risk review (5)

Market risk review (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)

Operational Risk and Resiliency Review(1)

Operational Risk and Resiliency Review(2)

Operational Risk and Resiliency Review(3)

Operational Risk and Resiliency Review(4)

Operational Risk and Resiliency Review(5)

Operational Risk and Resiliency Review(6)

Operational Risk and Resiliency Review(7)

Operational Risk and Resiliency Review(8)

Operational Risk and Resiliency Review(9)

Operational Risk and Resiliency Review(10)

Operational Risk and Resiliency Review(11)

Operational Risk and Resiliency Review(12)

Operational Risk and Resiliency Review(13)

Operational Risk and Resiliency Review(14)

Operational Risk and Resiliency Review(15)

Operational Risk and Resiliency Review(16)

Operational Risk and Resiliency Review(17)

Operational Risk and Resiliency Review(18)

Operational Risk and Resiliency Review(19)

Operational Risk and Resiliency Review(20)

Operational Risk and Resiliency Review(21)

Operational Risk and Resiliency Review(22)

Operational Risk and Resiliency Review(23)

Operational Risk and Resiliency Review(24)

Operational Risk and Resiliency Review(25)

Operational Risk and Resiliency Review(26)

Operational Risk and Resiliency Review(27)

Operational Risk and Resiliency Review(28)

Risk management and investment management Review(1)

Risk management and investment management Review(2)

Risk management and investment management Review(3)

Risk management and investment management Review(4)

Risk management and investment management Review(5)

Risk management and investment management Review(6)

Risk management and investment management Review(7)

Risk management and investment management Review(8)

Risk management and investment management Review(9)

Risk management and investment management Review(10)

Risk management and investment management Review(11)

Risk management and investment management Review(12)

Risk management and investment management Review(13)

Risk management and investment management Review(14)

Risk management and investment management Review(15)

Risk management and investment management Review(16)

Liquidity and Treasury Risk Review(1)

Liquidity and Treasury Risk Review(2)

Liquidity and Treasury Risk Review(3)

Liquidity and Treasury Risk Review(4)

Liquidity and Treasury Risk Review(5)

Liquidity and Treasury Risk Review(6)

Liquidity and Treasury Risk Review(7)

Liquidity and Treasury Risk Review(8)

Liquidity and Treasury Risk Review(9)

Liquidity and Treasury Risk Review(10)

Liquidity and Treasury Risk Review(11)

Liquidity and Treasury Risk Review(12)

Current Issues(1)

Current Issues(2)

Current Issues(3)

Current Issues(4)

Current Issues(5)

Current Issues(6)

Current Issues(7)

Current Issues(8)

Current Issues(9)

Current Issues(10)

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