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FRM Part 2

Von Edu Pristine

(14)

Preparation course for the 2nd part of the Financial Risk Manager Exam*
FRM Part 2 is part of the course Financial Risk Manager and covers all relevant subjects of the second part of the Financial Risk Manager Exam. The curriculum for the FRM Part 2 is based on a AIMS established by the Global Association of Risk Professionals (GARP).

    The curriculum comprises the following topic areas:
  • Market Risk Measurement and Management
  • Credit Risk Measurement and Management
  • Operational and Integrated Risk Management
  • Risk Management and Investment Management
  • Current Issues in Financial Markets


*Course is excluded from sales promotions and vouchers

Inhalte

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

Details

  • Enthaltene Vorträge: 73
  • Laufzeit: 47:04 h
  • Enthaltene Lernmaterialien: 75

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Dozenten des Kurses FRM Part 2

 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


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