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FRM二级C套餐内容介绍
套餐内容包含:
FRM 考试教材notes(BOOK1-book4) 4本书纸质+(模拟题)1本纸质+(彩色三折页公式表) 1张纸质+(KAPLAN在线全英文网课学习视频)
售价:1140元
Kaplan FRM二级在线全英文网课视频:本视频为Kaplan Schweser 出品的FRM一级和二级视频课程,每个级别课程包含:
1) Weekly Live Online 为Kaplan考前连续十周的直播课程,总时长30小时左右,按照FRM考纲进行讲解,重点突出,详略得当,可大幅提高学习效率。
2) Review Workshop考前冲刺课程,针对重点考点,提高考试通过率。
授课讲师:课程讲师全部为Kaplan具有多年行业和教学经验的资深讲师,授课和备考经验相当丰富,受到多个国家和地区学员的广泛好评。
登录地址:购买视频后,请登录Kaplan中国官方学习平台www.kaplancitic.com.cn,注册用户后,使用优惠兑换码开通课程,进行学习。
配套资料:购买视频产品的客户,可免费下载视频对应的PDF讲义。配合kaplan出品的FRM Schweser notes和Qbank学习,效果更佳。
下面是4本书和习题集目录:
FRM PART II Book 1:(第一本目录)
MARKET RISK MEASUREMENT AND MANAGEMENT
WELCOME TO THE 2017 SCHWESER NOTES V
READING ASSIGNMENTS AND LEARNING OBJECTIVES viii
MARKETRISK MEASUREMENT AND MANAGEMENT
1: Estimating Market Risk Measures:AnIntroduction and Overview 1
2: Non-parametric Approaches 15
3: Backtesting VaR 25
4: VaR Mapping 34
5: Messages from the Academic Literature onRisk Measurement for the Trading Book 44
6: Some Correlation Basics; Properties,Motivation,Terminology 52
7: Empirical Properties of Correlation: How DoCorrelations Behave in the Real World ? 76
8: Statistical Correlation Models—Can We apply Them to Finance? 86
9: Financial Correlation Modeling—Bottom-Up Approaches 99
10: Empirical Approaches to Risk Metricsand Hedging 109
11: The Science of Term StructureModels 120
12: The Evolution of Short Rates and the Shape of theTerm Structure 137
13: The Art of Term Structure Models:Drift 152
14: The Art of Term Structure Models:Volatility and Distribution 167
15: OIS Discounting, Credit Issues,andFunding Costs 177
16: Volatility Smiles 186
SELF-TEST:MARKET RISK MEASURMENT AND MANAGEMENT 196
FORMULAS 202
APPENDIX 206
INDEX 210
FRM PART II Book 2:(第二本目录)
CREDIT RISK MEASUREMENT AND MANAGEMENT
READING ASSIGNMENTS AND LEARNINGQBJECTIVES V
CREDIT RISK MEASUREMENT AND MANAGEMENT
17: The Credit Decision 1
18: The Credit Analyst 15
19: Classifications and Key Concepts ofCredit Risk 28
20: Rating Assignment Methodologies 38
21: Credit Risks and CreditDerivatives 63
22: Spread Risk and Default IntensityModels 88
23: Portfolio Credit Risk 105
24: Structured Credit Risk 120
25: Defining Counterparty Credit Risk 141
26: Netting, Compression, Resets, andTermination Features 150
27: Collateral 158
28: Central Counterparties 169
29: Credit Exposure 183
30:Default Probability, Credit Spreads, andCredit Derivatives 203
31: Credit Value Adjustment 217
32: Wrong-Way Risk 226
33: The Evolution of Stress TestingCounterparty Exposures 236
34: Credit Scoring and Retail Credit RiskManagement 248
35: The Credit Transfer Markets—and Their Implications 259
36: An Introduction to Securitization 275
37: Understanding the Securitization ofSubprime Mortgage Credit 295
SELF-TEST;CREDIT RISK MEASUREMENT AND MANAGEMENT 305
FORMULAS 310
APPENDIX 313
INDEX 316
FRM PART II Book 3:(第三本目录)
AND INTEGRATED RISK MANAGEMENT
READING ASSIGNMENTS AND LEARNINGOBJECTIVES V
OPERATIONAL AND INTEGRATED RISK MANAGEMENT
38: Principles for the Sound Management ofOperational Risk 1
39: EnterpriseRisk Management: Theory and Practice 15
40: Observations on Developments in RiskAppetite Frameworks and IT Infrastructure 25
41: Information Risk and Data QualityManagement 35
42: OpRisk Data and Governance 43
43: External Loss Data 61
44: Capital Modeling 73
45: Standardized Measurement Approach forOperational Risk 86
46: Parametric Approaches (II):ExtremeValue 96
47: Validating Rating Modes 104
48: Model Risk 116
49: Risk Capital Attribution andRisk-Adjusted Performance Measurement 128
50: Range of Practiceand Issues in Economic Capital Frameworks 146
51: Capital Planning at Large Bank HoldingCompanies: Supervisory Expectations and Range of Current Practice 162
52: Repurchase Agreements andFinancing 176
53: Estimating Liquidity Risks 190
54: Assessing the Quality of RiskMeasures 204
55: Liquidity and Leverage 215
56: The Failure Mechanics of DealerBanks 236
57: Stress Testing Banks 247
58: Guidance on Managing OutsourcingRisk 258
59: Basel I,Basel II,and SolvencyII 266
60: BaselII.5, BaselIII, and Other Post-Crisis Changes 289
61: Fundamental Review of the TradingBook 306
SELF-TEST:OPERATIONAL AND INTEGRATED RISK MANAGEMENT 315
FORMULAS 321
INDEX 326
FRM PART II Book 4: (第四本目录)
RISK MANAGEMENT AND INVESTMENT MANAGEMENT;
CURRENT ISSUES IN FINANCIAL MARKETS
READING ASSIGNMENTS AND LEARNING OBJECTIVES V
RISK MANAGENT AND INVESTMENT MEAGEMENT
62: Factors Theory 1
63: Factors 15
64: Alpha( and the Low-Risk Anomaly) 31
65: Illiquid Assets 47
66: Portfolio Construction 61
67: Portfolio Risk: Analytical Methods 73
68: VaR and Risk Budgeting in InvestmentManagement 90
69: Risk Monitoring and PerformanceMeasurement 106
70: Portfolio Performance Evaluation 117
71: Hedge Funds 139
72: Performing Due Diligence on SpecificManagers and Funds 151
CURRENTISSUES IN FINANCIAL MARKETS
73: Bitcoin: Economics,, Technology, andGovernance 165
74: Mark and Funding Liquidity-AnOverview 176
75: Market Liquidity-Resilient orFleeting? 183
76: Algorithmic Trading Briefing Note 195
77: Hanging Up the Phone---ElectronicTrading in Fixed Income Markets and Its Implications 202
78: How have Central Banks ImplementedNegative Policy Rates? 211
79: Corporate Debt in Emerging Economies: AThreat to Financial Stability? 219
SELF–TEST:RISK MANAGEMENT AND INVESTMENT MANAGEMENT CURRENT ISSUES IN FINANCIALMARKETS 241
FORMULAS 247
APPENDIX 250
INDEX 254
FRM 2017 PART II PRACTICE EXAMS(模拟题目录)
HOW TO USE THE FRM PRACTICE EXAMS iii
PRACTICE EXAM 1 1
PRACTICE EXAM 1 ANSWERS 28
PRACTICE EXAM 2 41
PRACTICE EXAM 2 ANSWERS 67
DISTRIBUTION TABLES 82
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