Certified Financial Risk Manager (FRM ®) Training

About Course
The Certified Financial Risk Manager (FRM®) certification, awarded by the Global Association of Risk Professionals (GARP), is for professionals specializing in financial risk management. FRM® validates expertise in identifying, assessing, and managing various types of financial risks, including market risk, credit risk, and operational risk. Holders of FRM® demonstrate proficiency in risk modeling, quantitative analysis, and regulatory compliance. This certification enhances career opportunities by confirming skills in mitigating financial risks, optimizing risk-adjusted returns, and ensuring adherence to industry best practices and regulatory requirements in banking, investment management, and other financial sectors globally.
What Will You Learn?
- 1. In-Demand Skills
- 2. Career Advancement
- 3. Efficient CRM Management
- 4. Data Security
- 5. Workflow Automation
- 6. Reporting Insights
- 7. Job OpportunitiesHours On Demanded Videos
Course Content
Introduction
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Introduction
Foundations of Risk
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Expected Return and Standard Deviation of Portfolio
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Minimum Variance Portfolio, Correlation between Portfolios
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Efficient Frontiers
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Capital Market Line
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Standard CAPM
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Non Standard CAPM
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Risk & Risk Classification
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Enterprise Risk Management
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Adjustment & Valuation of Risk
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Risk Management Process
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Estimating Value
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Appropriate Hedging
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Advantages from Risk
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Rewarding Risk Takers
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Basic Steps in Building a Good Risk Management System
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Examples of Corporate Risk Governance
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Effects of Poor data on Business
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Common Issues Resulting in Data Errors
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Key Dimensions Characterizing Acceptable Data
Quants
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1_Counting Principle
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2_Conditional Probability
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3_Properties of Probaility
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4_Basic Statistic measures
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5_Variance Covariance
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6_Coskewness and Cokurtosis
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7_Probabilty Distribution
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8_Bernoulli and Binomial Distribution
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9_Poisson Distribution
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10_Bayes Theorm
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11_Continuous Prob Distribution
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12_Properties of Distribution
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13_hypothesis testing and Confidence intervals
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14_Statistical Inteference and Hypothesis testing
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16_Variations in Z-test
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17_Chi-Square test
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18_F-test
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19_Basic concepts of Regression
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20_Regression Function
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21_ANOVA
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22_Hypothesis testing of a two variable model
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23_Homoskedasticity and Heteroskedasticity
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24_Multiple Regression
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25_Hypothesis Tests and Confidence Intervals in Multiple Regression
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26_Volatility and EWMA
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27_Decay Factor and GARCH
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28_Monte Carlo Simulation
Financial Market and Products
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1_Introduction
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2_Derivatives and its Traders
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3_Margin Call
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4_Delivery and Types of orders
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5_Hedging using futures
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6_Optimal hedging
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7_Determination of Forward price
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8_Value of forward contracts
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10_Commodity Futures
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11_Eurodollar Futures
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12_Commodity Spreads
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13_Interest Rates Calculation
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14_Bonds and Bond Pricing
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15_Spot rates and FRA
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16_Duration and Convexity
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17_Yield Curves
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18_Price Discount Factors and Arbitrage
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19_One factor Risk Metrics and Hedges
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20_Multi factor Risk Metrics and Hedges
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21_Empirical Approach to Risk Metrics and Hedges
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22_Options
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23_Intrinsic Value of Options
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24_Return on Options
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25_Put Calll Parity
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26_Bounds and Option values
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27_Binomial Method Valuation
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28_Replicating Call and Put Option
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29_Risk Neutral Method
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30_Black Scholes Model
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31_Volatility and Limitations
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32_Covered Call and Protective Put
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33_Bull and Bear Spread
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34_Butterfly Spread
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35_Combination Strategies
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36_Naked and Covered Position
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37_Delta
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38_Gamma and Theta
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39_Vega and Rho
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40_Comaprative Advantage- Swaps
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41_Interest rate swaps
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42_Valuation of Swaps
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43_Currency Swap
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44_Credit Risk in Swaps
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45_Commodities and Lease rate
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46_Storage Cost Convenience yield and Hedging
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47_Foreign Exchange
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48_Corporate Bonds
Value at Risk Part-I
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1_Introduction to VaR
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2_Measuring VaR
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3_VaR Measurement Method
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4_Quantifying Volatility in VAR Model Fat Tails
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5_EWMA
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6_GARCH
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7_VaRMethods for Estimating Risk
Value at Risk Part-II
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1_Operational Risk and Its Approaches
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2_Advanced Measuremen Approach
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3_Scenario Analysis in Scarce Data
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4_Credit Ratings
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5_Rating System
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6_Country Risk Ratings
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7_Sovereign Ratings
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8_Expected Loss
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9_Issues in Parametrising Credit Risk Models
Conclusion
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Conclusion
Earn a certificate
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