FRM Level 2
Quantitative Analysis – FRM Part 1
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
- Basic knowledge of mathematics and stats.
- Passion to learn
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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
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Monte Carlo Method 04:03 04:03
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Expected Shortfall 04:41 04:41
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Coherent Risk Measures 08:41 08:41
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QQ Plot 01:30 01:30
-
Remaining Topic 09:12 09:12
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Bootstrapping Var 06:49 06:49
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Semi Parametric 05:14 05:14
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Semi Parametric Continue 03:00 03:00
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Age Weighted Historic Method 10:31 10:31
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Other Historic Method 09:34 09:34
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Advantages and Disadvantages 05:20 05:20
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Non Parametric Examples 07:07 07:07
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Back Testing 06:51 06:51
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Its Exceptions and Importance 06:11 06:11
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Difficulties in Back Testing 06:09 06:09
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Basel Rules For Back Testing 08:31 08:31
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Type I and Type II Error 06:36 06:36
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Coverage Tests 12:02 12:02
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Scenario Analysis 04:34 04:34
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Var Mapping 05:03 05:03
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Var Mapping Process 03:33 03:33
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Spot Positions 04:58 04:58
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Equity Positions 07:22 07:22
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Zero Coupon Positions 03:19 03:19
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Futures and Forwards Positions and Stress Testing 09:37 09:37
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Var Benchmark 01:49 01:49
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Two Components of Typically Var Model 03:11 03:11
Credit Risk Measurement & Management
118 Lectures
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Risk Management & Investment Management
57 Lectures
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Current Issues In Financial Markets
32 Lectures
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Operational and Integrated Risk Management
66 Lectures
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Instructor Details
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Corporate Bridge Consultancy Private Limited
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![apple logo](/market/public/assets/newDesign/img/apple.png)
![armani logo](/market/public/assets/newDesign/img/armani.jpg)
![bosch logo](/market/public/assets/newDesign/img/bosch.png)
![capegemini logo](/market/public/assets/newDesign/img/capegemini.png)
![cisco logo](/market/public/assets/newDesign/img/cisco.png)
![hdfcbank logo](/market/public/assets/newDesign/img/hdfcbank.png)
![ibm logo](/market/public/assets/newDesign/img/ibm.png)
![intel logo](/market/public/assets/newDesign/img/intel.png)
![mastercard logo](/market/public/assets/newDesign/img/mastercard.png)
![netflix logo](/market/public/assets/newDesign/img/netflix.png)
![qualcomm logo](/market/public/assets/newDesign/img/qualcomm.png)
![samsung logo](/market/public/assets/newDesign/img/samsung.png)
![sony logo](/market/public/assets/newDesign/img/sony.png)
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