目录
目 录
前 言
FRM一级核心考点精要
Study Session 1 Foundations of Risk Management
Reading 1 Basic Sense of Risk Management
Reading 2 The Governance of Risk Management
Reading 3 Main Measurement Tools
Reading 4 Credit Risk Transfer Mechanisms
Reading 5 Enterprise Risk Management (ERM)
Reading 6 Modern Portfolio Theory and Standard Capital Asset Pricing Model（MPT and CAPM）
Reading 7 Applying the CAPM to Performance Measurement
Reading 8 Arbitrage Pricing Theory and Multifactor Models of Risk and Return
Reading 9 Financial Disasters
Reading 10 Anatomy of the Great Financial Crisis of 2007～2009
Reading 11 Effective Data Aggregation and Risk Reporting
Reading 12 GARP Code of Conduct
FRM一级核心考点精要
Study Session 2 Quantitative Analysis
Reading 1 Fundamentals of Probability
Reading 2 Random Variables and Basic Statistics
Reading 3 Hypothesis Testing
Reading 4 Linear Regression
Reading 5 Regression Diagnostics
Reading 6 Stationary Time Series
Reading 7 Non-Stationary Time Series
Reading 8 Measuring Returns, Volatility and Correlation
Reading 9 Simulations Method
FRM一级核心考点精要
Study Session 3 Financial Markets and Products
Reading 1 Bond Market
Reading 2 Forward and Futures
Reading 3 Swap Market
Reading 4 Option Market
Reading 5 MBS
Reading 6 Financial Institution
FRM一级核心考点精要
Study Session 4 Valuation and Risk Models
Reading 1 Option Valuation
Reading 2 Bond Valuation(https://www.daowen.com)
Reading 3 Market Risk Model
Reading 4 Credit Risk Model
Reading 5 Operational Risk Model
Reading 6 Stress Testing
FUNDATIONS OF RISK MANAGEMENT
Portfolio Management Theory
Measures of Performance
Arbitrage Pricing Theory
QUANTITATIVE ANALYSIS
Bayes' Formula
Basic Statistics
Common Probability Distributions
Central Limit Theorem
Measure of Central tendency
Measurement of dispersion
Sampling & Estimation
Hypothesis Testing
Regression
Stationary Time Series
Non-Stationary Time Series
Measuring Returns, Volatility and Correlation
FINANCIAL MARKETS AND PRODUCTS
Compounding Interest
Forward Rates
Bond Markets
MBS
Forward
Futures
Option
VALUATION AND RISK MODELS
Bond Valuation
Risk Metrics
Hedging
Option Valuation
Market Risk
Credit Risk
Operational Risk