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  • 融躍教育

    FRM全科面授智課

    價格: 詳情咨詢當地子公司

    課程簡介: FRM一級面授+FRM二級智播課

    視頻有效期:36個月

    視頻時長:約47小時

    詳情介紹

    課程大綱

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    課程試聽 推薦

    • FRM一級面授課程
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    • FRM沖刺私播密訓營(二級)
    • FRM一級標準網課
    • FRM快速PASS智播課(二級)

    FRM一級

    • 1.沖刺直播

      • 數量分析

      • 風險管理基礎

      • 估值與風險模型

      • 金融市場產品

      • 模擬機考

    FRM二級

    • 1.沖刺直播

      • 操作風險

      • current issue

      • 流動性風險

      • 市場風險

      • 投資風險

      • 信用風險

      • 模擬機考

    前導入門課

    • 1.金融數學

      • 1.Fundamentals of Probability

      • 2.Common Distributions

      • 3.Descriptive Statistics

      • 4.Inferential statistics

      • 5.Hypothesis testing

      • 6.Correlation analysis

      • 7.Linear regression

    • 2.金融英語

      • FRM與英語(1)

      • FRM與英語(2)

      • Grammar(1)

      • Grammar(2)

      • Financial Risk

      • Financial Institute(1)

      • Financial Institute(2)

      • Financial Institute(3)

      • Financial Products(1)

      • Financial Products(2)

    • 3.金融計算器

      • 1.Introduction

      • 2.Calculator Version

      • 3.Calculator overview

      • 4.Decimal point setting

      • 5.Priority mode setting

      • 6.Beginning and End mode setting

      • 7.Store and call function

      • 8.Common Clear key

      • 9.Exponential function

      • 10.Logarithm, factorial, permutation and combination function

      • 11.Poisson distribution, binomial distribution function

      • 12.Bond price calculation and date function

      • 13.Time value of money function

      • 14.Practice of time value of money

      • 15.Situations where time value of money does not apply

      • 16.Statistics function

    • 4.金融市場產品

      • 1.Introduction to financial market products

      • 2.Bank

      • 3.Insurance company and fund company

      • 4.OTC and bond

      • 5.Bond

      • 6.Forward and futures

      • 7.Swap

      • 8.Options

    • 5.金融債券類產品基礎

      • 1.Definition of bond

      • 2.Face value of bonds

      • 3.Term of repayment/Maturity and Coupon rate

      • 4.Frequency of coupon payment

      • 5.Issue price

      • 6.Repayment and Liquidity

      • 7.Safety/Security and Profitability

      • 8.Divided by issuer

      • 9.Divided by property guarantee

      • 10.Divided by the rate of coupon payment

      • 11.Bonds Versus Stocks

      • 12.Bonds Versus Funds

      • 13.Risks Faced

      • 14.Risk Management

      • 15.Pricing of Bonds

    • 6. 銀行經營模式

      • 1.Bank Governance Framework

      • 2.Bank operation model

      • 3.Bank financial statement

    基礎精講課

    • 1.風險管理基礎

      • 前言

      • 1-1 Typology of Risks and Risk Interactions

      • 1-2 The Risk Management Process

      • 1-3 quantitative risk metric

      • 1-4 Risk Factor Breakdown and Interactions Between Factors

      • 1-5 Structural Change From Tail Risk to Systemic Crisis

      • 1-6 Human Agency and Conflicts of Interest

      • 1-7 Risk Aggregation

      • 1-8 Balancing Risk and Reward

      • 2-1 Background The Modern Imperative to Manage Risk

      • 2-2 Risk Appetite – What Is It

      • 2-3 Risk Mapping

      • 2-4 Strategy Selection Accept, Avoid, Mitigate, Transfer

      • 2-5 Rightsizing Risk Management

      • 2-6 Risk Transfer Toolbox

      • 2-7 What Can Go Wrong in Corporate Hedging

      • 3-1 The Post-Crisis Regulatory Response

      • 3-2 Infrastructure of Risk Governance

      • 3-3 Risk Appetite Statement

      • 3-4 Implementing Board-Level Risk Governance

      • 3-5 Risk Appetite and Business Strategy The Role of Incentives

      • 3-6 Incentives and Risk-Taking

      • 3-7 The Interdependence of Organizational Units in Risk Governance

      • 3-8 Assessing the Bank’s Audit Function

      • 4-1 Overview of Credit Risk Transfer Mechanisms

      • 4-2 How Credit Risk Transfer Can Be Useful

      • 4-3 The Mechanics of Securitization

      • 4-4 From Buy-and-Hold to Originate-to-Distribution

      • 5-1 Modern Portfolio Theory

      • 5-2 The Capital Asset Pricing Model

      • 5-3 The Capital Market Line and the Security Market Line

      • 5-4 Performance Measures

      • 6-1 The Arbitrage Pricing Theory

      • 6-2 Different Types of Factor Models

      • 7-1 Introduction

      • 7-2 Benefits of Effective Risk Data Aggregation and Reporting

      • 7-3 Key Governance Principles

      • 7-4 Data Architecture and IT Infrastructure

      • 7-5 Characteristics of a Strong Risk Data Aggregation Capability

      • 7-6 Characteristics of Effective Risk Reporting Practices

      • 7-6 Characteristics of Effective Risk Reporting Practices

      • 8-1 ERM What Is It and Why Do Firms Need It

      • 8-2 ERM – A Brief History

      • 8-3 ERM From Vision to Action

      • 8-4 Why Might Enterprise Risk Demand ERM Four key Reasons

      • 8-5 The Critical Importance of Risk Culture

      • 8-6 Scenario Analysis ERM’s Sharpest Blade

      • 9-1 Interest Rate Risk

      • 9-2 Funding Liquidity Risk

      • 9-3 Constructing and Implementing a Hedging Strategy

      • 9-4 Model Risk

      • 9-5 Rogue Trading and Misleading Reporting

      • 9-6 Financial Engineering

      • 9-7 Reputation Risk

      • 9-8 Corporate Governance

      • 9-9 Cyber Risk

      • 10-1 Introduction and Overview

      • 10-2 How It All Started

      • 10-3 The Role of Financial Intermediaries

      • 10-4 Issues with the Rating Agencies

      • 10-5 A Primer on the Short-Term Wholesale Debt Market

      • 10-6 The Liquidity Crunch Hits

      • 10-7 Central Banks to the Rescue

      • 11-1 Introduction Statement

      • 11-2 Rules of Conduct

    • 2.數量分析

      • 0-1 Introduction

      • 1-1 Probabilities Concepts

      • 1-2 Total probability and Bayes’ theorem

      • 2-1 Discrete & Continuous Random Variable

      • 2-2 Descriptive Statistics- Four Moments

      • 3-1 Discrete Distribution

      • 3-2 Continuous Distribution

      • 4-1 Discrete Bivariate Random Variable

      • 4-2 Covariance and Correlation

      • 4-3 Independent Identical Distributed

      • 4-4 Cross central moment

      • 5-1 Inferential Statistics

      • 5-2 Properties of Estimators

      • 5-3 LLN and CLT

      • 6-1 Null vs. Alternative hypothesis

      • 6-2 Test statistic

      • 6-3 Mean Tests

      • 6-4 Variance Test

      • 6-5 Type I and Type II Error

      • 7-1 Ordinary Least Squares

      • 7-2 Measuring Model Fit

      • 7-3 OLS Parameter Estimators

      • 7-4 Hypothesis Testing for Regression Coefficients

      • 8-1 Multiple Linear Regression

      • 8-2 Measures of Fit

      • 8-3 Hypothesis Testing in Multiple Linear Regression

      • 8-4 ANOVA

      • 9-1 Omitted Variables

      • 9-2 Heteroskedasticity

      • 9-3 Multicollinearity

      • 9-4 Outliers

      • 9-5 The Bias-Variance Tradeoff

      • 10-1 Cycle

      • 10-2 White Noise and Wold’s Theorem

      • 10-3 AR, MA and ARMA(1)

      • 10-3 AR, MA and ARMA(2)

      • 11-1 Trend and Seasonality

      • 11-2 Random Walk and Unit Roots

      • 12-1 Returns and Volatility

      • 12-2 Measuring Correlations

      • 12-3 The Distribution of Financial Returns

      • 13-1 Simulation Random Variables

      • 13-2 Bootstrapping

    • 3.金融市場產品

      • 1-1 Types of Banks

      • 1-2 The risk in Banking

      • 1-3 Bank Regulation

      • 1-4 Deposit Insurance

      • 1-5 Investment Banking

      • 1-6 Conflicts of interest

      • 1-7 The Originate-to-Distribute Model

      • 2-1 Categories of insurance companies

      • 2-2 Life Insurance

      • 2-3 Pension Plans

      • 2-4 Property and Casualty Insurance

      • 2-5 Moral hazard and adverse slection

      • 2-6 Regulation

      • 3-1 Mutual funds

      • 3-2 Exchange-Traded Funds

      • 3-3 Undesirable Trading Behavior

      • 3-4 Hedge funds

      • 3-5 Types of Hedge funds

      • 3-6 Research of Returns

      • 4-1 Clearing

      • 4-2 Exchanges

      • 4-3 How CCPs handle Credit Risk

      • 4-4 Over the Counter Markets

      • 5-1 The operation of CCPs

      • 5-2 Regulations of OTC derivatives Markets

      • 5-3 Standard and Non-Standard transactions

      • 5-4 The Move to Central Clearing

      • 5-5 Impacts of Central Clearing on Financial Markets

      • 5-6 Clearing Members and Non-Members

      • 5-7 Advantages and Disadvantages of CCPs

      • 5-8 CCP Risks

      • 6-1 Interest rate&Compounding

      • 6-2 Spot rates and Forward rates

      • 6-3 Three theories of term structure

      • 6-4 Bond pricing &Quotations bond

      • 6-5 Accrued Interest

      • 6-6 Duration and convexity

      • 7-1 Bond issuance

      • 7-2 Bond trading

      • 7-3 Bond indentures

      • 7-4 Types of corporate bonds

      • 7-5 Bonds retiring

      • 7-6 Bond risk

      • 7-7 Recovery rate and Default rate

      • 7-8 High-yield bonds

      • 7-9 Expected return from bond investment

      • 8-1 Derivatives

      • 8-2 Forward and Futures contract

      • 8-3 Swap

      • 8-4 Option

      • 8-5 Market Participants

      • 8-6 Strategies and Payoffs

      • 9-1 Specification of Futures

      • 9-2 Commodity Characteristics

      • 9-3 Basis

      • 9-4 Termination & Delivery

      • 9-5 Margins

      • 9-6 Marking to market

      • 9-7 Trading orders

      • 9-8 Contango and backwardation

      • 10-1 Investment Assets and Consumption Assets

      • 10-2 Short Selling and Short Squeeze

      • 10-3 Forward Pricing

      • 10-4 Arbitrage transaction

      • 10-5 The Value of a Forwards Contract

      • 10-6 Relation between forward and futures prices

      • 11-1 Quotes

      • 11-2 Estimating FX Risk

      • 11-3 Multi-currency heding using options

      • 11-4 Determinations of exchange rates

      • 11-5 Foreign exchange exposure

      • 11-6 Nominal and real interst rates

      • 11-7 Interest rate parity

      • 12-1 Forward Rate Agreements

      • 12-2 T-Bond Futures

      • 12-3 Eurodollar Futures

      • 12-4 Duration-Based Hedging

      • 13-1 Hedges basic

      • 13-2 Basis Risk

      • 13-3 Optimal hedge rations

      • 13-4 Hedge Equity Positions

      • 13-5 Duration-Based Hedging

      • 13-6 Creating long-term hedges

      • 14-1 Interest rate swap

      • 14-2 Currency swap

      • 15-1 Calls and Puts

      • 15-2 Exchange-traded options on stocks

      • 15-3 Option trading

      • 15-4 Margin requirements

      • 15-5 Other option-like securities

      • 16-1 Factors of option price

      • 16-2 Price bounds of options

      • 16-3 Put-call parity

      • 17-1 Simple Strategies

      • 17-2 Spread strategies

      • 17-3 Combination strategies

      • 18-1 Exotic Options

      • 19-1 Mortgages types

      • 19-2 Monthly payments

      • 19-3 Prepayments and factors

      • 19-4 Securitization- MBS

      • 19-5 Agency mortgage-backed securities

      • 19-6 Other Agency Products

      • 19-7 Valuation of an MBS Pool

      • 19-8 Option adjusted spread

    • 4. 估值與風險模型

      • 科目介紹

      • 1-1 The Mean-Variance Framework

      • 1-2 VaR

      • 1-3 Expected Shortfall

      • 1-4 Coherent Risk Measures

      • 2-1 Historical Simulation

      • 2-2 The Delta-Normal Model

      • 2-3 The Delta-Gamma Model

      • 2-4 Monte Carlo Simulation

      • 3-1 Deviations From Normality

      • 3-2 Historical Standard Deviation Method

      • 3-3 Exponentially Weighted Moving Average Model

      • 3-4 GARCH

      • 3-5 Implied Volatility

      • 3-6 Correlation

      • 4-1 Rating Scales

      • 4-2 Historical Performance

      • 4-3 The Rating Process

      • 4-4 Alternative to Ratings

      • 4-5 Internal Ratings

      • 4-6 Ratings Transitions

      • 4-7 The Rating of Structured Products

      • 5-1Evaluation of Risk

      • 5-2 Total Risk

      • 5-3 Sovereign Credit Risk

      • 5-4 Sovereign Credit Rating

      • 5-5 Sovereign Default Spread

      • 6-1 Background

      • 6-2 The Mean and Standard Deviation of Credit losses

      • 6-3 The Gaussian Copula Model

      • 6-4 The Vasicek Model

      • 6-5 Creditmetrics

      • 6-6 Risk Allocation

      • 6-7 Challenges

      • 7-1 large Risks

      • 7-2 Measure of Operational Risk Capital - BIA

      • 7-3 Measure of Operational Risk Capital - SA

      • 7-4 Measure of Operational Risk Capital - AMA

      • 7-5 Measure of Operational Risk Capital - SMA

      • 7-6 Potential Biased

      • 7-7 Reducing Operational Risk

      • 7-8 Insurance

      • 8-1 Stress Testing Versus VaR and ES

      • 8-2 Choosing Scenarios

      • 8-3 Stress Testing

      • 8-4 Governance

      • 8-5 Basel Stress-Testing Principles

      • 9-1 Treasury Bills and Treasury Bonds

      • 9-2 The Law of One Price and Arbitrage

      • 9-3 Discount Factors From Coupon-Bearing Bonds

      • 10-1 Measuring Interest Rates

      • 10-2 Spot Rates

      • 10-3 Par Rates

      • 10-4 Forward Rates

      • 10-5 Properties of Spot, Forward, and Par rates

      • 10-6 Other Rates

      • 10-7 Flattening and Steepening Term Structures

      • 11-1 Realized Return and Spread

      • 11-2 Yield to Maturity

      • 11-3 Return Decomposition

      • 12-1 Yield Duration

      • 12-2 Curve Duration

      • 12-3 Convexity

      • 12-4 Constructing Portfolio

      • 13-1 Principal Components Analysis

      • 13-2 Key Rate 01S

      • 13-3 Bucketing Approach

      • 14-1 One-step Tress

      • 14-2 Two-step Trees

      • 14-3 Risk Neutral Valuation

      • 14-4 Valuation of Options

      • 14-5 Altered Binomial Model

      • 14-6 Binomial Trees

      • 15-1 The Black-Scholes-Merton Model

      • 16-1 Greeks

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