融躍教育

FRM全科面授智課

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課程簡(jiǎn)介: FRM一級面授+FRM二級智播課

視頻有效期:36個(gè)月

視頻時(shí)長(cháng):約47小時(shí)

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FRM一級

  • 1.沖刺直播

    • 數量分析

    • 風(fēng)險管理基礎

    • 估值與風(fēng)險模型

    • 金融市場(chǎng)產(chǎn)品

    • 模擬機考

FRM二級

  • 1.沖刺直播

    • 操作風(fēng)險

    • current issue

    • 流動(dòng)性風(fēng)險

    • 市場(chǎng)風(fēng)險

    • 投資風(fēng)險

    • 信用風(fēng)險

    • 模擬機考

前導入門(mén)課

  • 1.金融數學(xué)

    • 1.Fundamentals of Probability

    • 2.Common Distributions

    • 3.Descriptive Statistics

    • 4.Inferential statistics

    • 5.Hypothesis testing

    • 6.Correlation analysis

    • 7.Linear regression

  • 2.金融英語(yǔ)

    • FRM與英語(yǔ)(1)

    • FRM與英語(yǔ)(2)

    • Grammar(1)

    • Grammar(2)

    • Financial Risk

    • Financial Institute(1)

    • Financial Institute(2)

    • Financial Institute(3)

    • Financial Products(1)

    • Financial Products(2)

  • 3.金融計算器

    • 1.Introduction

    • 2.Calculator Version

    • 3.Calculator overview

    • 4.Decimal point setting

    • 5.Priority mode setting

    • 6.Beginning and End mode setting

    • 7.Store and call function

    • 8.Common Clear key

    • 9.Exponential function

    • 10.Logarithm, factorial, permutation and combination function

    • 11.Poisson distribution, binomial distribution function

    • 12.Bond price calculation and date function

    • 13.Time value of money function

    • 14.Practice of time value of money

    • 15.Situations where time value of money does not apply

    • 16.Statistics function

  • 4.金融市場(chǎng)產(chǎn)品

    • 1.Introduction to financial market products

    • 2.Bank

    • 3.Insurance company and fund company

    • 4.OTC and bond

    • 5.Bond

    • 6.Forward and futures

    • 7.Swap

    • 8.Options

  • 5.金融債券類(lèi)產(chǎn)品基礎

    • 1.Definition of bond

    • 2.Face value of bonds

    • 3.Term of repayment/Maturity and Coupon rate

    • 4.Frequency of coupon payment

    • 5.Issue price

    • 6.Repayment and Liquidity

    • 7.Safety/Security and Profitability

    • 8.Divided by issuer

    • 9.Divided by property guarantee

    • 10.Divided by the rate of coupon payment

    • 11.Bonds Versus Stocks

    • 12.Bonds Versus Funds

    • 13.Risks Faced

    • 14.Risk Management

    • 15.Pricing of Bonds

  • 6. 銀行經(jīng)營(yíng)模式

    • 1.Bank Governance Framework

    • 2.Bank operation model

    • 3.Bank financial statement

基礎精講課

  • 1.風(fēng)險管理基礎

    • 前言

    • 1-1 Typology of Risks and Risk Interactions

    • 1-2 The Risk Management Process

    • 1-3 quantitative risk metric

    • 1-4 Risk Factor Breakdown and Interactions Between Factors

    • 1-5 Structural Change From Tail Risk to Systemic Crisis

    • 1-6 Human Agency and Conflicts of Interest

    • 1-7 Risk Aggregation

    • 1-8 Balancing Risk and Reward

    • 2-1 Background The Modern Imperative to Manage Risk

    • 2-2 Risk Appetite – What Is It

    • 2-3 Risk Mapping

    • 2-4 Strategy Selection Accept, Avoid, Mitigate, Transfer

    • 2-5 Rightsizing Risk Management

    • 2-6 Risk Transfer Toolbox

    • 2-7 What Can Go Wrong in Corporate Hedging

    • 3-1 The Post-Crisis Regulatory Response

    • 3-2 Infrastructure of Risk Governance

    • 3-3 Risk Appetite Statement

    • 3-4 Implementing Board-Level Risk Governance

    • 3-5 Risk Appetite and Business Strategy The Role of Incentives

    • 3-6 Incentives and Risk-Taking

    • 3-7 The Interdependence of Organizational Units in Risk Governance

    • 3-8 Assessing the Bank’s Audit Function

    • 4-1 Overview of Credit Risk Transfer Mechanisms

    • 4-2 How Credit Risk Transfer Can Be Useful

    • 4-3 The Mechanics of Securitization

    • 4-4 From Buy-and-Hold to Originate-to-Distribution

    • 5-1 Modern Portfolio Theory

    • 5-2 The Capital Asset Pricing Model

    • 5-3 The Capital Market Line and the Security Market Line

    • 5-4 Performance Measures

    • 6-1 The Arbitrage Pricing Theory

    • 6-2 Different Types of Factor Models

    • 7-1 Introduction

    • 7-2 Benefits of Effective Risk Data Aggregation and Reporting

    • 7-3 Key Governance Principles

    • 7-4 Data Architecture and IT Infrastructure

    • 7-5 Characteristics of a Strong Risk Data Aggregation Capability

    • 7-6 Characteristics of Effective Risk Reporting Practices

    • 7-6 Characteristics of Effective Risk Reporting Practices

    • 8-1 ERM What Is It and Why Do Firms Need It

    • 8-2 ERM – A Brief History

    • 8-3 ERM From Vision to Action

    • 8-4 Why Might Enterprise Risk Demand ERM Four key Reasons

    • 8-5 The Critical Importance of Risk Culture

    • 8-6 Scenario Analysis ERM’s Sharpest Blade

    • 9-1 Interest Rate Risk

    • 9-2 Funding Liquidity Risk

    • 9-3 Constructing and Implementing a Hedging Strategy

    • 9-4 Model Risk

    • 9-5 Rogue Trading and Misleading Reporting

    • 9-6 Financial Engineering

    • 9-7 Reputation Risk

    • 9-8 Corporate Governance

    • 9-9 Cyber Risk

    • 10-1 Introduction and Overview

    • 10-2 How It All Started

    • 10-3 The Role of Financial Intermediaries

    • 10-4 Issues with the Rating Agencies

    • 10-5 A Primer on the Short-Term Wholesale Debt Market

    • 10-6 The Liquidity Crunch Hits

    • 10-7 Central Banks to the Rescue

    • 11-1 Introduction Statement

    • 11-2 Rules of Conduct

  • 2.數量分析

    • 0-1 Introduction

    • 1-1 Probabilities Concepts

    • 1-2 Total probability and Bayes’ theorem

    • 2-1 Discrete & Continuous Random Variable

    • 2-2 Descriptive Statistics- Four Moments

    • 3-1 Discrete Distribution

    • 3-2 Continuous Distribution

    • 4-1 Discrete Bivariate Random Variable

    • 4-2 Covariance and Correlation

    • 4-3 Independent Identical Distributed

    • 4-4 Cross central moment

    • 5-1 Inferential Statistics

    • 5-2 Properties of Estimators

    • 5-3 LLN and CLT

    • 6-1 Null vs. Alternative hypothesis

    • 6-2 Test statistic

    • 6-3 Mean Tests

    • 6-4 Variance Test

    • 6-5 Type I and Type II Error

    • 7-1 Ordinary Least Squares

    • 7-2 Measuring Model Fit

    • 7-3 OLS Parameter Estimators

    • 7-4 Hypothesis Testing for Regression Coefficients

    • 8-1 Multiple Linear Regression

    • 8-2 Measures of Fit

    • 8-3 Hypothesis Testing in Multiple Linear Regression

    • 8-4 ANOVA

    • 9-1 Omitted Variables

    • 9-2 Heteroskedasticity

    • 9-3 Multicollinearity

    • 9-4 Outliers

    • 9-5 The Bias-Variance Tradeoff

    • 10-1 Cycle

    • 10-2 White Noise and Wold’s Theorem

    • 10-3 AR, MA and ARMA(1)

    • 10-3 AR, MA and ARMA(2)

    • 11-1 Trend and Seasonality

    • 11-2 Random Walk and Unit Roots

    • 12-1 Returns and Volatility

    • 12-2 Measuring Correlations

    • 12-3 The Distribution of Financial Returns

    • 13-1 Simulation Random Variables

    • 13-2 Bootstrapping

  • 3.金融市場(chǎng)產(chǎn)品

    • 1-1 Types of Banks

    • 1-2 The risk in Banking

    • 1-3 Bank Regulation

    • 1-4 Deposit Insurance

    • 1-5 Investment Banking

    • 1-6 Conflicts of interest

    • 1-7 The Originate-to-Distribute Model

    • 2-1 Categories of insurance companies

    • 2-2 Life Insurance

    • 2-3 Pension Plans

    • 2-4 Property and Casualty Insurance

    • 2-5 Moral hazard and adverse slection

    • 2-6 Regulation

    • 3-1 Mutual funds

    • 3-2 Exchange-Traded Funds

    • 3-3 Undesirable Trading Behavior

    • 3-4 Hedge funds

    • 3-5 Types of Hedge funds

    • 3-6 Research of Returns

    • 4-1 Clearing

    • 4-2 Exchanges

    • 4-3 How CCPs handle Credit Risk

    • 4-4 Over the Counter Markets

    • 5-1 The operation of CCPs

    • 5-2 Regulations of OTC derivatives Markets

    • 5-3 Standard and Non-Standard transactions

    • 5-4 The Move to Central Clearing

    • 5-5 Impacts of Central Clearing on Financial Markets

    • 5-6 Clearing Members and Non-Members

    • 5-7 Advantages and Disadvantages of CCPs

    • 5-8 CCP Risks

    • 6-1 Interest rate&Compounding

    • 6-2 Spot rates and Forward rates

    • 6-3 Three theories of term structure

    • 6-4 Bond pricing &Quotations bond

    • 6-5 Accrued Interest

    • 6-6 Duration and convexity

    • 7-1 Bond issuance

    • 7-2 Bond trading

    • 7-3 Bond indentures

    • 7-4 Types of corporate bonds

    • 7-5 Bonds retiring

    • 7-6 Bond risk

    • 7-7 Recovery rate and Default rate

    • 7-8 High-yield bonds

    • 7-9 Expected return from bond investment

    • 8-1 Derivatives

    • 8-2 Forward and Futures contract

    • 8-3 Swap

    • 8-4 Option

    • 8-5 Market Participants

    • 8-6 Strategies and Payoffs

    • 9-1 Specification of Futures

    • 9-2 Commodity Characteristics

    • 9-3 Basis

    • 9-4 Termination & Delivery

    • 9-5 Margins

    • 9-6 Marking to market

    • 9-7 Trading orders

    • 9-8 Contango and backwardation

    • 10-1 Investment Assets and Consumption Assets

    • 10-2 Short Selling and Short Squeeze

    • 10-3 Forward Pricing

    • 10-4 Arbitrage transaction

    • 10-5 The Value of a Forwards Contract

    • 10-6 Relation between forward and futures prices

    • 11-1 Quotes

    • 11-2 Estimating FX Risk

    • 11-3 Multi-currency heding using options

    • 11-4 Determinations of exchange rates

    • 11-5 Foreign exchange exposure

    • 11-6 Nominal and real interst rates

    • 11-7 Interest rate parity

    • 12-1 Forward Rate Agreements

    • 12-2 T-Bond Futures

    • 12-3 Eurodollar Futures

    • 12-4 Duration-Based Hedging

    • 13-1 Hedges basic

    • 13-2 Basis Risk

    • 13-3 Optimal hedge rations

    • 13-4 Hedge Equity Positions

    • 13-5 Duration-Based Hedging

    • 13-6 Creating long-term hedges

    • 14-1 Interest rate swap

    • 14-2 Currency swap

    • 15-1 Calls and Puts

    • 15-2 Exchange-traded options on stocks

    • 15-3 Option trading

    • 15-4 Margin requirements

    • 15-5 Other option-like securities

    • 16-1 Factors of option price

    • 16-2 Price bounds of options

    • 16-3 Put-call parity

    • 17-1 Simple Strategies

    • 17-2 Spread strategies

    • 17-3 Combination strategies

    • 18-1 Exotic Options

    • 19-1 Mortgages types

    • 19-2 Monthly payments

    • 19-3 Prepayments and factors

    • 19-4 Securitization- MBS

    • 19-5 Agency mortgage-backed securities

    • 19-6 Other Agency Products

    • 19-7 Valuation of an MBS Pool

    • 19-8 Option adjusted spread

  • 4. 估值與風(fēng)險模型

    • 科目介紹

    • 1-1 The Mean-Variance Framework

    • 1-2 VaR

    • 1-3 Expected Shortfall

    • 1-4 Coherent Risk Measures

    • 2-1 Historical Simulation

    • 2-2 The Delta-Normal Model

    • 2-3 The Delta-Gamma Model

    • 2-4 Monte Carlo Simulation

    • 3-1 Deviations From Normality

    • 3-2 Historical Standard Deviation Method

    • 3-3 Exponentially Weighted Moving Average Model

    • 3-4 GARCH

    • 3-5 Implied Volatility

    • 3-6 Correlation

    • 4-1 Rating Scales

    • 4-2 Historical Performance

    • 4-3 The Rating Process

    • 4-4 Alternative to Ratings

    • 4-5 Internal Ratings

    • 4-6 Ratings Transitions

    • 4-7 The Rating of Structured Products

    • 5-1Evaluation of Risk

    • 5-2 Total Risk

    • 5-3 Sovereign Credit Risk

    • 5-4 Sovereign Credit Rating

    • 5-5 Sovereign Default Spread

    • 6-1 Background

    • 6-2 The Mean and Standard Deviation of Credit losses

    • 6-3 The Gaussian Copula Model

    • 6-4 The Vasicek Model

    • 6-5 Creditmetrics

    • 6-6 Risk Allocation

    • 6-7 Challenges

    • 7-1 large Risks

    • 7-2 Measure of Operational Risk Capital - BIA

    • 7-3 Measure of Operational Risk Capital - SA

    • 7-4 Measure of Operational Risk Capital - AMA

    • 7-5 Measure of Operational Risk Capital - SMA

    • 7-6 Potential Biased

    • 7-7 Reducing Operational Risk

    • 7-8 Insurance

    • 8-1 Stress Testing Versus VaR and ES

    • 8-2 Choosing Scenarios

    • 8-3 Stress Testing

    • 8-4 Governance

    • 8-5 Basel Stress-Testing Principles

    • 9-1 Treasury Bills and Treasury Bonds

    • 9-2 The Law of One Price and Arbitrage

    • 9-3 Discount Factors From Coupon-Bearing Bonds

    • 10-1 Measuring Interest Rates

    • 10-2 Spot Rates

    • 10-3 Par Rates

    • 10-4 Forward Rates

    • 10-5 Properties of Spot, Forward, and Par rates

    • 10-6 Other Rates

    • 10-7 Flattening and Steepening Term Structures

    • 11-1 Realized Return and Spread

    • 11-2 Yield to Maturity

    • 11-3 Return Decomposition

    • 12-1 Yield Duration

    • 12-2 Curve Duration

    • 12-3 Convexity

    • 12-4 Constructing Portfolio

    • 13-1 Principal Components Analysis

    • 13-2 Key Rate 01S

    • 13-3 Bucketing Approach

    • 14-1 One-step Tress

    • 14-2 Two-step Trees

    • 14-3 Risk Neutral Valuation

    • 14-4 Valuation of Options

    • 14-5 Altered Binomial Model

    • 14-6 Binomial Trees

    • 15-1 The Black-Scholes-Merton Model

    • 16-1 Greeks

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