FRM Level 2
Quantitative Analysis – FRM Part 1
Updated on Apr, 2024
Language - English
Quantitative Tools,Data Analysis
Lectures -302
Duration -35.5 hours
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Course Description
The Financial Risk Manager is a designated post offered to those who have been internationally certified after passing the FRM Level Exams. This certification is issued and offered by Global Association of Risk Professionals (GARP). The exam has two phases, Level I and Level II. Both the exams have a curriculum that extensively covers the major topics involved in financial risk management.
In this training we are sticking to the curriculum as suggested by GARP which includes the following topics:
- Basic Statistics
- Linear Regression
- Probabilities
- Chi Square and F test
- Regression with a Single Regressor
- Volatilities and Correlation
- Simulating Models
Target Customers:
- Professionals who are in the financial risk management sector
- Novice aspirants having the basic knowledge about finance can go for this prep course too and can be benefitted after passing the exam.
- Professionals like analysts, bankers, managers in this industry can enhance their career prospect.
Prerequisites
What are the prerequisites for this course?
- Basic knowledge of mathematics and stats.
- Passion to learn
Curriculum
Check out the detailed breakdown of what’s inside the course
Market Risk Measurement and Management
29 Lectures
-
Introduction to Var
05:27
05:27
-
Variance Co-Variance Method
04:28
04:28
-
Monte Carlo Method
04:03
04:03
-
Expected Shortfall
04:41
04:41
-
Coherent Risk Measures
08:41
08:41
-
QQ Plot
01:30
01:30
-
Remaining Topic
09:12
09:12
-
Bootstrapping Var
06:49
06:49
-
Semi Parametric
05:14
05:14
-
Semi Parametric Continue
03:00
03:00
-
Age Weighted Historic Method
10:31
10:31
-
Other Historic Method
09:34
09:34
-
Advantages and Disadvantages
05:20
05:20
-
Non Parametric Examples
07:07
07:07
-
Back Testing
06:51
06:51
-
Its Exceptions and Importance
06:11
06:11
-
Difficulties in Back Testing
06:09
06:09
-
Basel Rules For Back Testing
08:31
08:31
-
Type I and Type II Error
06:36
06:36
-
Coverage Tests
12:02
12:02
-
Scenario Analysis
04:34
04:34
-
Var Mapping
05:03
05:03
-
Var Mapping Process
03:33
03:33
-
Spot Positions
04:58
04:58
-
Equity Positions
07:22
07:22
-
Zero Coupon Positions
03:19
03:19
-
Futures and Forwards Positions and Stress Testing
09:37
09:37
-
Var Benchmark
01:49
01:49
-
Two Components of Typically Var Model
03:11
03:11
Credit Risk Measurement & Management
118 Lectures
Risk Management & Investment Management
57 Lectures
Current Issues In Financial Markets
32 Lectures
Operational and Integrated Risk Management
66 Lectures
Instructor Details
Corporate Bridge Consultancy Private Limited
EDUCBA is a leading global provider of skill-based education addressing the needs of 1,000,000+ members across 70+ Countries. Our unique step-by-step, online learning model along with amazing 5000+ courses and 500+ Learning Paths prepared by top-notch professionals from the Industry help participants achieve their goals successfully. All our training programs are Job oriented skill-based programs demanded by the Industry. At EDUCBA, it is a matter of pride for us to make job-oriented hands-on courses available to anyone, any time and anywhere. Therefore we ensure that you can enroll 24 hours a day, seven days a week, 365 days a year. Learn at a time and place, and pace that is of your choice. Plan your study to suit your convenience and schedule.
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