1 - FRM與英語

2 - Grammar

3 - Financial Risk

4 - Financial Institute

5 - Financial Products

前言

計算器版本介紹

計算器初覽

小數(shù)點位設(shè)置

運算優(yōu)先級模式設(shè)置

期初期末模式設(shè)置

存儲調(diào)用操作

常用清除鍵操作

指數(shù)運算

對數(shù)、階乘、排列組合運算

泊松分布、二項分布運算

債券價格計算與日期函數(shù)運算

貨幣的時間價值運算

貨幣時間價值運算實務(wù)操作

貨幣時間價值運算不適用的情況

統(tǒng)計功能操作

常見的金融機構(gòu)

利率和債券

衍生品

債券

銀行組織架構(gòu)

銀行經(jīng)營模式

銀行財報

金融數(shù)學(xué)

考綱解讀

前言

1 - The Building Blocks of Risk Management

2 - How Do Firms Manage Financial Risk?

3 - The Governance of Risk Management

4 - Credit Risk Transfer Mechanisms

5 - Modern Portfolio Theory and Capital Asset Pricing Model

6 - The APT and Multifactor Models of Risk and Return

7 - Principles for Effective Data Aggregation and Risk Reporting

8 - Enterprise Risk Management and Future Trends

9 - Learning from Financial Disasters

10 - Anatomy of the Great Financial Crisis of 2007-2009

11 - GARP Code of Conduct

Briefing

1 - Fundamentals of probability

2 - Random variables

3 - Common Univariate Random Variables

4 - Multivariate Random Variables

5 - Sample moments

6 - Hypothesis Testing

7 - Linear Regression

8 - Regression with Multiple Explanatory Variables

9 - Regression Diagnosis

10 - Stationary Time Series

11 - Non-Stationary Time Series

12 - Measuring Returns, Volatility, and Correlation

13 - Simulation and Bootstrapping

14 - Machine-Learning Methods

15 - Machine Learning and Prediction

1 - Banks

2 - Insurance Companies and Pension Plans

3 - Funds Management

4 - Exchanges and OTC Markets

5 - Central clearing

6 - Interest Rates and Bonds

7 - Corporate Bonds

8 - Introduction to Derivatives

9 - Futures Markets

10 - Pricing Financial Forward and Futures

11 - Foreign Exchange Markets

12 - FRA and Interest Rate Futures

13 - Using Futures for Hedging

14 - Swaps

15 - Options Markets

16 - Properties of Options

17 - Trading Strategies

18 - Exotic Options

19 - Mortgages and Mortgage-Backed Securities

科目介紹

1 - Measures of Financial Risk

2 - Calculating and Applying VaR

3 - Measuring and Monitoring Volatility

4 - External and Internal Ratings

5 - Country Risk: Determinants, Measures, and Implications

6 - Measuring Credit Risk

7 - Operational Risk

8 - Stress Testing

9 - Pricing Conventions, Discounting, and Arbitrage

10 - Interest Rates

11 - Bond Yields and Return Calculations

12 - Applying Duration, Convexity, and DV01

13 - Modeling Non-Parallel Term Structure Shifts and Hedging

14 - Binomial Trees

15 - The Black-Scholes-Merton Model

16 - Option Sensitivity Measures: The “Greeks”

1 - Risk Management and Corporate Government

2 - Modern Portfolio Theory

3 - Learning From Financial Disasters

4 - The Anatomy of Subprime Crisis

Quantitative Analysis

1 - Financial Institutions and CCP

2 - Interest Rates and Bonds basics

3 - Forwards and Futures

4 - Swaps

5 - Options Markets

6 - Mortgage-Backed Securities

1 - Market Risk

2 - Credit Risk

3 - Operational Risk

4 - Bonds

5 - Options

風(fēng)險管理基礎(chǔ)

數(shù)量分析

估值與風(fēng)險模型

金融市場產(chǎn)品

全景模擬機考