目录

FRM一级核心考点精要：英文

作者：.金程金融研究院编著

前　言
目录
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 Cap...
Reading 7　Applying the CAPM to Performance Measure...
Reading 8　Arbitrage Pricing Theory and Multifactor...
Reading 9　Financial Disasters
Reading 10　Anatomy of the Great Financial Crisis o...
Reading 11　Effective Data Aggregation and Risk Rep...
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 Correl...
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
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 &amp; 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

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VALUATION AND RISK MODELS

2026年01月15日

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VALUATION AND RISK MODELS

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