Discover what you can learn.

With video courses for work, study and leisure.

Financial Risk Manager

By Edu Pristine

(23)

Prepare for the Exam!

With this preparation course for the Financial Risk Manager Exam*

This course is an extensive preparation for the Financial Risk Manager Exam. The FRM is a globally recognized professional certification for banking and finance professionals – certified by Global Association of Risk Professionals (GARP, USA) – and offers great career oppportunities in Risk Management, Trading, Structuring, Modeling, and many others.

The curriculum for the Financial Risk Manager course is based on a aims established by GARP. It covers all relevant and advanced topics of financial risk management, which are needed for the exam. Highly relevant topics included in the exam itself are market risk, credit risk, operational risk, portfolio and integrated risk management as well as current issues. The duration of the exam is 4 hours and 80 questions are asked

This course from Edupristine – leader in Finance International Certification trainings – will give you the best preparation to succeed in the FRM Exam.

*Course is excluded from sales promotions and vouchers

Content

play symbol Foundation Case Study
36:38
lecture locked Standard CAPM
21:49
lecture locked Nonstandard Forms of Capital Asset Pricing Models
33:55
lecture locked Concept of Risk
36:13
lecture locked Risk & its Classification
17:44
lecture locked Enterprise Risk Management / Governance / Adjustment
22:21
lecture locked Estimating Value
21:40
lecture locked Building a Good Risk Management System
27:11
lecture locked Learning exercise: Foundations
01:00
Quiz for course „Foundation of Risk Management“
play symbol Probability Concepts
37:13
lecture locked Properties of Probability
26:57
lecture locked Basic Statistic Measures
21:07
lecture locked Variance Covariance
34:33
lecture locked Poisson Distribution and Bayes Theorem
20:15
lecture locked Continous Probability Distribution
32:42
lecture locked Key Properties of Chi-Squared, Student's t and Longnormal Distribution
30:37
lecture locked Statistical Inteference and Hypothesis testing
33:44
lecture locked Variations in Z-Test and F-Test
30:51
lecture locked Basic concepts of Regression
38:05
lecture locked Explained and Unexplained Variation
21:43
lecture locked Hypothesis Tests and Confidence Intervals
22:01
lecture locked Estimation of Volatility / EWMA and GARCH
24:24
lecture locked GARCH and Monte Carlo Simulation
36:18
play symbol Introduction to Derivatives
14:50
play symbol Mechanics of Future Markets
26:47
lecture locked Hedging Strategies Using Futures
32:39
lecture locked Determination of Forward and Futures Prices
21:54
lecture locked Futures on Consumption Assets
35:03
lecture locked Futures Prices and Commodity Spreads
21:15
lecture locked Interest Rates, Bonds and Bond Pricing
25:42
lecture locked Treasury Zero Rates, Duration and Convexity
31:19
lecture locked Prices, Discount Factors and Arbitrage / One Factor Risk Metrics and Hedges
30:31
lecture locked Multi factor Risk Metrics and Hedges
15:20
lecture locked Introduction to Options
26:55
lecture locked Return on Options, Put Call Parity
24:39
lecture locked Options Valuation
27:42
lecture locked Risk Neutral Valuation
19:34
lecture locked Black Scholes Model
30:14
lecture locked Options Trading Strategies
15:08
lecture locked Spread Strategies
34:59
lecture locked Greeks
25:49
lecture locked Gamma and Theta / Vega and Rho
29:56
lecture locked Swaps
26:37
lecture locked Valuation of Swaps, Currency Swap
23:46
lecture locked Commodities and Lease Rate
21:33
lecture locked Storage and Hedging Costs
18:09
lecture locked Foreign Exchange
20:28
lecture locked Corporate Bonds
20:22
play symbol Introduction to Value-at-Risk (VaR)
34:20
lecture locked Value-at-Risk Measurement Methods
13:20
lecture locked Quantifying Volatility in VaR Model
10:34
lecture locked EWMA and GARCH Model
26:05
lecture locked Hybrid Approach, Implied Volatility
23:47
lecture locked Putting VaR to Work
35:19
lecture locked Operational Risk
26:50
lecture locked Credit Ratings
19:51
lecture locked Country Risk Ratings
24:48
lecture locked Unexpected Loss
30:35
play symbol Backtesting VaR
43:14
play symbol Basics of Residential Mortgage Backed Securities
52:38
lecture locked Exotic Options
53:51
lecture locked Market Risk Measures
36:44
lecture locked Modelling Dependence
30:42
lecture locked Non Parametric Approaches
25:53
lecture locked Overview of Mortgage Backed Securities Market
37:17
lecture locked Overview of Mortgages and Consumer Mortgage Market
53:08
lecture locked Parametric Approaches
25:01
lecture locked Risk Measurements for the Trading Book
49:22
lecture locked Science of Term Structure Models
13:13
lecture locked Techniques for Valuing MBS
39:47
lecture locked The Art of Term Structure Models: Volatility and Distribution
28:37
lecture locked The Art of Term Structure Models: Drift
53:47
lecture locked The Evolution of Short Rates and the Shape of Term Structure
28:54
lecture locked The Science of Term Structure - Part II
40:43
lecture locked VaR Mapping
35:34
lecture locked Volatility Smiles
33:00
play symbol CDOs
29:09
lecture locked CDS and CLN
68:42
lecture locked Credit and Counterparty Risk
68:05
lecture locked Credit Risk and Credit Derivatives
39:01
lecture locked Credit Risk and Credit Derivatives - Part II
54:34
lecture locked Default Risk: Quantitative Methodologies
92:09
lecture locked Defining Counterparty
55:00
lecture locked Mitigating Counterparty
48:59
lecture locked Portfolio Credit Risk
36:06
lecture locked Pricing Counterparty
34:25
lecture locked Quantifying CCR
24:45
lecture locked Quantifying Counterparty Credit Exposure
47:07
lecture locked Securitization
42:18
lecture locked Spread Risk and Default Intensity Models
49:33
lecture locked Structured Credit Risk
77:53
lecture locked Structuring Process of Credit Risk
12:17
lecture locked Securitization of Subprime Mortgage
45:12
play symbol Empirical Evidence on Security Returns
39:43
lecture locked Hedge Fund Investment Strategy
22:17
lecture locked Hedge Funds
27:24
lecture locked Madoff: A Riot of Red Flags
14:30
play symbol Overview of Private Equity Fund
26:58
lecture locked Overview of Hedge Funds
29:18
lecture locked Portfolio Construction
24:19
lecture locked Portfolio Performance Evaluation
47:31
lecture locked Portfolio Risk Analytical Methods
31:26
lecture locked Risk Measurement of Hedge Funds
28:04
lecture locked Risk Monitoring and Performance Measurement
38:04
lecture locked Trust and Delegation
17:22
lecture locked VaR and Risk Budgeting in Investment
37:57
play symbol Key Issues in Operational Risk Capital Modelling
23:29
play symbol Assessing the Quality of Risk Measures
28:09
lecture locked Basel II - Convergence of Capital Measurement and Standards
89:18
lecture locked Basel III - Global Regulatory Framework for more Resilient Banks and Banking Systems
30:43
lecture locked Basel III - International Framework for Liquidity Risk Measurement
34:05
lecture locked Capital Allocation and Performance Management
38:57
lecture locked Challenges and Pitfalls in measuring operational risk
23:23
lecture locked Comparative Assessment of Basel III and Solvency II
41:23
lecture locked Enterprise Risk Management
39:51
lecture locked Estimating Liquidity Risks
48:57
lecture locked Failure Mechanics of Dealer Banks
36:30
lecture locked Liquidity and Leverage
60:12
lecture locked Model Risks
33:42
lecture locked Observations on Development in Risk Appetite Framework
34:40
lecture locked Principles of Sound Management of Operational Risk
42:03
lecture locked Range of Issues and Practices in Economic Capital Modelling
55:54
lecture locked Revisions to the Basel II Market Risk Framework
19:16
lecture locked Stress Testing Banks
15:56
lecture locked Supervisory Guidelines for the Advanced Management Approaches
47:57
play symbol Challenges of Financial Innovation
23:24
lecture locked Exchange Traded Funds
33:38
lecture locked Perspective on Liquidity Stress Testing
25:37
lecture locked Sovereign Credit Worthiness and Financial Stability
34:25
lecture locked Speech from Credit Swiss Event
34:46
lecture locked The Dog and the Frisbee
36:51
Quiz for course „Financial Risk Manager“

Details

  • Included lectures: 131
  • Duration: 72:00 h
  • Included quiz questions: 35
  • Available documents: 175


Authors of course Financial Risk Manager

 Edu Pristine

Edu Pristine

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.

EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
http://www.edupristine.com


Customer reviews

(23)

4,7 of 5 stars
5 Stars
16
4 Stars
7
3 Stars
0
2 Stars
0
1  Star
0