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FRM二級經(jīng)典班

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課程簡介: FRM經(jīng)典班，包括前導(dǎo)課程、精講課程、串講強(qiáng)化課程、名師答疑課程，由融躍名師總結(jié)歷來學(xué)員學(xué)習(xí)傾向、學(xué)習(xí)節(jié)奏、學(xué)習(xí)蹤跡，打造更經(jīng)典的學(xué)習(xí)課程，搜集精品習(xí)題，另有平臺答疑，及時(shí)解答你在學(xué)習(xí)中出現(xiàn)的問題，同時(shí)還有考前指導(dǎo)及考前通知，讓你一站到底，順利通關(guān)！

視頻有效期：12個(gè)月

視頻時(shí)長：約139小時(shí)

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  • FRM二級經(jīng)典班

前導(dǎo)入門課

  • 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

基礎(chǔ)精講課

  • 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

串講強(qiáng)化課

  • 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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