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{in name="user_id" value="21644"} {/ in}課程試聽 推薦
1.市場風(fēng)險(xiǎn)
1.Mean-variance framework
2.Normal distribution and Mean-variance framework limitations
3.Value at risk (VaR) and VaR limitations
4.Coherent risk measures and ES
5.Linear and nonlinear derivatives and Historical simulation approach
6.Delta-normal approach and Full revaluation method
7.Deviations From the Normal Distribution
8.Regime Switching
9.Volatility Measurement
10.The EWMA Model and GARCH (1,1) Model
11.Mean reversion and Correlation
12.Historical-based approach
13.Nonparametric vs. Parametric VaR Methods and implied-volatility-based approach
14.Arithmetic and Geometric returns
15.Normal VaR and Lognormal VaR
16.Bootstrap Historical Simulation Approach
2.信用風(fēng)險(xiǎn)
1.Basic of credit risk
2.Credit risk measurement
3.Credit risk management
3.操作風(fēng)險(xiǎn)
1.Event classification of Operational risk
2.Data Governance of Operational risk
3.Measurement methods of Operational risk
4.Organizational Structure in Operational risk
5.Capital Planning of Operational risk
1.市場風(fēng)險(xiǎn)(已更完)
1 - Estimating Market Risk Measures(1)
1 - Estimating Market Risk Measures(2)
2 - Non-parametric Approaches(1)
2 - Non-parametric Approaches(2)
3 - Extreme Value
4 - Backtesting VaR
5 - VaR Mapping(1)
5 - VaR Mapping(2)
6 - Risk Measurement for Trading Book
7 - Some Correlation Basics (1)
7 - Some Correlation Basics (2)
8 - Empirical Properties of Correlation
9 - Financial Correlation Modeling - Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11- The Science of Term Structure Models(1)
11- The Science of Term Structure Models(2)
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Models Drift
14 - The Art of Term Structure Models Volatility and Distribution
15 - Volatility Smiles
16 - Fundamental Review of the Trading Book
2.信用風(fēng)險(xiǎn)(已更完)
1.The Credit Decision (1)
2.The Credit Decision (2)
3.The Credit Analyst
4.Capital Structure in Banks (1)
5.Capital Structure in Banks (2)
6.Rating Assignment Methodologies (Actuarial Method) (1)
7.Rating Assignment Methodologies (Actuarial Method) (2)
8.Rating Assignment Methodologies (Other Methods) (1)
9.Rating Assignment Methodologies (Other Methods) (2)
10.Rating Assignment Methodologies (Other Methods) (3)
11.Credit Risks and Credit Derivatives (Merton Model & KMV)
12.Credit Risks and Credit Derivatives (CreditMetrics & CreditRisk+)
13.Spread Risk and Default Intensity Models (1)
14.Spread Risk and Default Intensity Models (2)
15.Portfolio Credit Risk
16.Structured Credit Risk (1)
17.Structured Credit Risk (2)
18.Structured Credit Risk (3)
19.Structured Credit Risk (4)
20.Counterparty Risk and Beyond
21.Netting, Close-out and Related Aspects (1)
22.Netting, Close-out and Related Aspects (2)
23.Margin (Collateral) and Settlement (1)
24.Margin (Collateral) and Settlement (2)
25.Future Value and Exposure (1)
26.Future Value and Exposure (2)
27.Future Value and Exposure (3)
28.CVA (1)
29.CVA (2)
30.CVA (3)
31.The Evolution of Stress Testing Counterparty Exposures
32.Credit Scoring and Retail Credit Risk Management
33.The Credit Transfer Markets –and Their Implications (1)
34.The Credit Transfer Markets –and Their Implications (2)
35.An introduction to Securitization (1)
36.An introduction to Securitization (2)
37.Understanding the securitization of Subprime Mortgage Credit (1)
38.Understanding the securitization of Subprime Mortgage Credit (2)
3.操作風(fēng)險(xiǎn)(已更完)
0-1 Introduction
1-1 Introduction to Operational Risk and Resilience
1-2 Introduction to Operational Risk and Resilience
1-3 Introduction to Operational Risk and Resilience
1-4 Introduction to Operational Risk and Resilience
2-1 Risk Governance
2-2 Risk Governance
2-3 Risk Governance
2-4 Risk Governance
3-1 Risk Identification
3-2 Risk Identification
3-3 Risk Identification
3-4 Risk Identification
4-1 Risk Measurement and Assessment
4-2 Risk Measurement and Assessment
4-3 Risk Measurement and Assessment
4-4 Risk Measurement and Assessment
4-5 Risk Measurement and Assessment
4-6 Risk Measurement and Assessment
4-7 Risk Measurement and Assessment
5-1 Risk Mitigation
5-2 Risk Mitigation
5-3 Risk Mitigation
5-4 Risk Mitigation
5-5 Risk Mitigation
5-6 Risk Mitigation
6-1 Risk Reporting
6-2 Risk Reporting
6-3 Risk Reporting
6-4 Risk Reporting
7-1 Integrated Risk Management
7-2 Integrated Risk Management
7-3 Integrated Risk Management
7-4 Integrated Risk Management
8-1 Cyber-Resilience- Range of Practices
8-2 Cyber-Resilience- Range of Practices
8-3 Cyber-Resilience- Range of Practices
8-4 Cyber-Resilience- Range of Practices
8-5 Cyber-Resilience- Range of Practices
9-1 Case Study- Cyberthreats and Information Security Risks
9-2 Case Study- Cyberthreats and Information Security Risks
10-1 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
10-2 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
10-3 Sound Management of Risks Related to Money Laundering and Financing of Terrorism
11-1 Management of Risk Associated with Money Laundering and Financing of Terrorism
11-2 Management of Risk Associated with Money Laundering and Financing of Terrorism
12-1 Guidance on Managing Outsourcing Risk
12-2 Guidance on Managing Outsourcing Risk
13-1 Case Study- Third-Party Risk Management
13-2 Case Study- Third-Party Risk Management
14-1 Case Study- Investor Protection and Compliance Risks in Investment Activities
14-2 Case Study- Investor Protection and Compliance Risks in Investment Activities
15-1 Supervisory Guidance on Model Risk Management
15-2 Supervisory Guidance on Model Risk Management
15-3 Supervisory Guidance on Model Risk Management
15-4 Supervisory Guidance on Model Risk Management
16-1 Case Study- Model Risk and Model Validation
16-2 Case Study- Model Risk and Model Validation
16-3 Case Study- Model Risk and Model Validation
17-1 Stress Testing Banks
17-2 Stress Testing Banks
17-3 Stress Testing Banks
18-1 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-2 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-3 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-4 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-5 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-6 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-7 Risk Capital Attribution and Risk-Adjusted Performance Measurement
18-8 Risk Capital Attribution and Risk-Adjusted Performance Measurement
19-1 Range of Practices and Issues in Economic Capital Frameworks
19-2、3 Range of Practices and Issues in Economic Capital Frameworks
19-4 Range of Practices and Issues in Economic Capital Frameworks
20-1 Capital Planning at Large Bank Holding Companies
20-2 Capital Planning at Large Bank Holding Companies
21-1 Capital Regulation Before the Global Financial Crisis
21-2 Capital Regulation Before the Global Financial Crisis
21-3 Capital Regulation Before the Global Financial Crisis
21-4 Capital Regulation Before the Global Financial Crisis
21-5、6 Capital Regulation Before the Global Financial Crisis
21-7 Capital Regulation Before the Global Financial Crisis
21-8 Capital Regulation Before the Global Financial Crisis
22-1、2、3 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-4 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-5 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-6 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
22-7、8 Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23-1 High-Level Summary of Basel Ⅲ Reforms
23-2 High-Level Summary of Basel Ⅲ Reforms
23-3 High-Level Summary of Basel Ⅲ Reforms
24-1、2 Basel Ⅲ-Finalising Post-Crisis Reforms
24-3 Basel Ⅲ-Finalising Post-Crisis Reforms
4.投資風(fēng)險(xiǎn)(已更完)
1 - Factor Theory(1)
1 - Factor Theory(2)
2 - Factors(1)
2 - Factors(2)
3 - Alpha (and the Low-Risk Anomaly)(1)
3 - Alpha (and the Low-Risk Anomaly)(2)
3 - Alpha (and the Low-Risk Anomaly)(3)
4 - Portfolio Construction(1)
4 - Portfolio Construction(2)
5 - Portfolio Risk
6 - VaR and Risk Budgeting in Investment Management(1)
6 - VaR and Risk Budgeting in Investment Management(2)
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation(1)
8 - Portfolio Performance Evaluation(2)
9 - Hedge Funds(1)
9 - Hedge Funds(2)
10 - Performing Due Diligence on Specific Managers and Funds
5.流動(dòng)性風(fēng)險(xiǎn)(已更完)
1 - Liquidity Risk(1)
1 - Liquidity Risk(2)
1 - Liquidity Risk(3)
1 - Liquidity Risk(4)
2 - Liquidity and Leverage(1)
2 - Liquidity and Leverage(2)
2 - Liquidity and Leverage(3)
3 - Early Warning Indicators
4 - The Investment Function in Financial-Services Management
5 - Liquidity And Reserves Management Strategies And Policies(1)
5 - Liquidity And Reserves Management Strategies And Policies(2)
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity(1)
7 - Monitoring Liquidity(2)
8 - The Failure Mechanics of Dealer Banks
9 - Liquidity Stress Testing
10 - Liquidity Risk Reporting and Stress Testing
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Nondeposit liabilities
14 - Repurchase Agreements and Financing(1)
14 - Repurchase Agreements and Financing(2)
15 - Liquidity Transfer Pricing(1)
15 - Liquidity Transfer Pricing(2)
16 - The us dollar shortage in global banking
17 - Covered interest Parity lost
18 - Risk Management tor Changing Interest Rates(1)
18 - Risk Management tor Changing Interest Rates(2)
19 - Illiquidity asset(1)
19 - Illiquidity asset(2)
6.金融時(shí)事分析(已更完)
0-1 current issues課程介紹
1-1 paper1
1-2 paper1
2-1 paper2
3-1 paper3
3-2 paper3
4-1 paper4
5-1 paper5
6-1 paper6
7-1 paper7
8-1 paper8
1.市場風(fēng)險(xiǎn)(已更完)
Market risk review (1)
Market risk review (2)
Market risk review (3)
Market risk review (4)
Market risk review (5)
Market risk review (6)
2.信用風(fēng)險(xiǎn)(已更完)
introduction
Part 1 Basics of Credit Risk(1)
Part 1 Basics of Credit Risk(2)
Part 2 Models For Measuring PD(1)
Part 2 Models For Measuring PD(2)
Part 2 Models For Measuring PD(3)
Part 3 Counterparty Exposures(1)
Part 3 Counterparty Exposures(2)
Part 4 Methods of mitigating credit risk(1)
Part 4 Methods of mitigating credit risk(2)
Part 5 Credit Derivatives
Part 6 Securitization(1)
Part 6 Securitization(2)
3.操作風(fēng)險(xiǎn)(已更完)
0-1 topic0 課程簡介
1-1 topic1
2-1 topic2
3-1 topic3
4-1 topic4
5-1 topic5
6-1 topic6
7-1 Topic7
8-1 Topic8
9-1 Topic9
10-1 Topic10
11-1 Topic11
12-1 Topic12
12-2 Topic12
12-3 Topic12
12-4 Topic12
4.投資風(fēng)險(xiǎn)(已更完)
Risk management and investment management Review(1)
Risk management and investment management Review(2)
Risk management and investment management Review(3)
Risk management and investment management Review(4)
Risk management and investment management Review(5)
Risk management and investment management Review(6)
Risk management and investment management Review(7)
Risk management and investment management Review(8)
Risk management and investment management Review(9)
Risk management and investment management Review(10)
Risk management and investment management Review(11)
Risk management and investment management Review(12)
Risk management and investment management Review(13)
Risk management and investment management Review(14)
Risk management and investment management Review(15)
Risk management and investment management Review(16)
5.流動(dòng)性風(fēng)險(xiǎn)(已更完)
Liquidity and Treasury Risk Review(1)
Liquidity and Treasury Risk Review(2)
Liquidity and Treasury Risk Review(3)
Liquidity and Treasury Risk Review(4)
Liquidity and Treasury Risk Review(5)
Liquidity and Treasury Risk Review(6)
Liquidity and Treasury Risk Review(7)
Liquidity and Treasury Risk Review(8)
Liquidity and Treasury Risk Review(9)
Liquidity and Treasury Risk Review(10)
Liquidity and Treasury Risk Review(11)
Liquidity and Treasury Risk Review(12)
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