Discover what you can learn.
With video courses for work, study and leisure.
Valuation & Risk Models for the Financial Risk Manager-I Exam
This module with an emphasis of 30% of the FRM-I exam is highly important as it is a base for the FRM-II exam. The important concepts Value-at-Risk and its application to various asset classes is discussed along with valuation of options, bond valuation and external and internal ratings.
The module gives also an introduction to Operational Risk, Stress testing & Scenario Analysis.
|Introduction to Value-at-Risk (VaR)||34:20|
|Value-at-Risk Measurement Methods||13:20|
|Quantifying Volatility in VaR Model||10:34|
|EWMA and GARCH Model||26:05|
|Hybrid Approach, Implied Volatility||23:47|
|Putting VaR to Work||35:19|
|Country Risk Ratings||24:48|