1 - FRM與英語(yǔ)

2 - Grammar

3 - Financial Risk

4 - Financial Institute

5 - Financial Products

前言

計(jì)算器版本介紹

計(jì)算器初覽

小數(shù)點(diǎn)位設(shè)置

運(yùn)算優(yōu)先級(jí)模式設(shè)置

期初期末模式設(shè)置

存儲(chǔ)調(diào)用操作

常用清除鍵操作

指數(shù)運(yùn)算

對(duì)數(shù)、階乘、排列組合運(yùn)算

泊松分布、二項(xiàng)分布運(yùn)算

債券價(jià)格計(jì)算與日期函數(shù)運(yùn)算

貨幣的時(shí)間價(jià)值運(yùn)算

貨幣時(shí)間價(jià)值運(yùn)算實(shí)務(wù)操作

貨幣時(shí)間價(jià)值運(yùn)算不適用的情況

統(tǒng)計(jì)功能操作

常見(jiàn)的金融機(jī)構(gòu)

利率和債券

衍生品

債券

銀行組織架構(gòu)

銀行經(jīng)營(yíng)模式

銀行財(cái)報(bào)

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(xiǎn)管理基礎(chǔ)

數(shù)量分析

估值與風(fēng)險(xiǎn)模型

金融市場(chǎng)產(chǎn)品

全景模擬機(jī)考

考綱解讀

市場(chǎng)風(fēng)險(xiǎn)

信用風(fēng)險(xiǎn)

操作風(fēng)險(xiǎn)

0 - Introduction

1 - Estimate market risk measurement

2 - Non-parametric approaches

3 - ParametricApproaches (II):Extreme Value

4 - backtesting VaR

5 - VaR Mapping

6 - Messages from the Academic Literature on Risk Management for the Trading Book

7 - Correlation Basics:Definitions, Applications, and Terminology

8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?

9 - Financial Correlation Modeling-Bottom-Up Approaches

10 - Empirical Approaches to Risk Metrics and Hedging

11 - The Science ofTerm Structure Models

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

13 - The Art of Term Structure Model： Drift

14 - The Art of Term Structure Model Volatility and Distribution

15 - Volatility Smiles

16 - FundamentalReview of theTrading Book

1 - The credit decision

2 - The credit analyst

3 - Capital Structure in Banks

4 - Rating assignment methodologies

5 - Credit risk and credit derivatives

6 - Spread risk and default intensity models

7 - Portfolio credit risk

8 - Counterparty risk and beyond

9 - Netting, close-out and related aspects

10 - Margin(Collateral) and Settlement

11 - Future Value and Exposure

12 - CVA

13 - The evolution of stress-testing counterparty exposures

14 - Credit scoring and retail credit risk management

15 - Credit transfer markets and their implications

16 - An introduction of securitization

17 - Structured credit risk

18 - Understanding the securitization of subprime mortgage credit

Introduction

Introduction

1 - Introduction to Operational Risk and Resilience

2 - Risk Governance

3 - Risk Identification

4 - Risk Identification

5 - Risk Mitigation

6 - Risk Reporting

7 - Integrated Risk Management

8 - Cyber-Resilience: Range of Practices

9 - Case Study: Cyberthreats and Information Security Risks

10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism

11 - Case Study: Financial Crime and Fraud

12 - Guidance on Managing Outsourcing Risk

13 - Case Study: Third-Party Risk Management

14 - Case Study: Investor Protection and Compliance Risks in Investment Activities

15 - Supervisory Guidance on Model Risk Management

16 - Case Study: Model Risk and Model Validation

17 - Stress Testing Banks

18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement

19 - Range of Practices and Issues in Economic Capital Frameworks

20 - Capital Planning at Large Bank Holding Companies

21 - Capital Regulation Before the Global Financial Crisis

22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis

23 - High-Level Summary of Basel Ⅲ Reforms

24 - Basel Ⅲ:Finalising Post-Crisis Reforms

introduction

1 - Liquidity Risk

2 - Liquidity and Leverage

3 - Early Warning Indicators

4 - The Investment Function in Financial-services Management

5 - Liquidity and Reserves Management Strategies and Policies

6 - Intraday Liquidity Risk Management

7 - Monitoring Liquidity

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 Non-deposit Liabilities

14 - Repurchase Agreements and Financing

15 - Liquidity Transfer Pricing: A Guide to Better Practice

16 - The US dollar Shortage in Global Banking and International Policy Response

17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis

18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

19 - Illiquid Assets

1 - Factor theory

2 - Factors

3 - Alpha (and the Low-Risk Anomaly)

4 - Portfolio Construction

5 - Portfolio Risk：Analytical Methods

6 - VaR and Risk Budgeting in Investment Management

7 - Risk Monitoring and Performance Measurement

8 - Portfolio Performance Evaluation

9 - Hedge Funds

10 - Performing Due Diligence on Specific Managers and Funds

11 - Predicting Fraud by Investment Managers

0 - current issues

1 - paper1

2 - paper2

3 - paper3

4 - paper4

5 - paper5

6 - paper6

7 - paper7

8 - paper8

1 - Estimating Market Risk Measures

2 - orrelation Basics

3 - The Science of Term Structure Models

4 - Volatility Smiles

1 - Basics of Credit Risk

2 - Credit Risk Measurements

3 - Counterparty Risk and Mitigations

4 - Credit Derivatives and Securitization

0 - introduction

1 - part 1

2 - part 2

3 - part 3

4 - part 4

1 - Factor Theory

2 - Factors

3 - Alpha (and the Low-Risk Anomaly)

4 - Portfolio Construction

5 - Portfolio Risk：Analytical Methods

6 - VaR and Risk Budgeting in Investment Management

7 - Risk Monitoring and Performance Measurement

8 - Portfolio Performance Evaluation

9 - Hedge Funds

10 - Performing Due Diligence on Specific Managers and Funds

11 - Detecting Fraud by Investment Managers

0 - topic0

1 - topic1

2 - topic2

3 - topic3

4 - topic4

5 - topic5

6 - topic6

7 - Topic7

8 - Topic8

9 - Topic9

10 - Topic10

11- Topic11

12 - Topic12

操作風(fēng)險(xiǎn)

金融時(shí)事分析

市場(chǎng)風(fēng)險(xiǎn)

流動(dòng)性風(fēng)險(xiǎn)

投資風(fēng)險(xiǎn)

信用風(fēng)險(xiǎn)

全景模擬機(jī)考