Name: Financial Risk Manager (FRM) Certification: Level II
Rating: 3.8 (26 reviews)

What you'll learn

Course Objective is to help participants successfully pass the FRM - II

Requirements

There are no educational or professional prerequisites to sit for either part of the FRM Exam.
Participants can only pass FRM - II, once they pass FRM - I
To become a Certified FRM, candidates must meet a two year professional work experience requirement.

Description

FRM - Level II tests a candidate’s knowledge and understanding of the modern risk management practices. There will be 80 questions in the exam, which needs to be completed in 4 hours time. There are in total 5 topics in FRM - II, the first one is Market Risk Measurement and Management which has weightage of 25%, Credit Risk Measurement and Management has 25%, Operational and Integrated Risk Management has 25%, Risk Management and Investment Management has 15%, Current Issues in Financial Markets has 10% weightage. This course will give you access to:

Recordings for all the topics of FRM - II
Mock Tests
Topic wise Questions with Explanatory answers
Comprehensive Reading Material for all the topics
24X7 Online Access to Course Material
Forums to interact with faculty and fellow students

Who this course is for:

This program is suitable for Bankers, IT professionals, Analytics and Finance professionals with an interest in risk management.
It is also beneficial for Btech, MBA, Finance graduates who are interested in financial risk management career.

8 sections • 87 lectures • 47h 12m total length

Preview06:10

Preview32:57
Exotic Options part I
18:02
Exotic Options part II
35:46
The Science of Term Structure Models I
13:10
The Science of Term Structure Models II
40:40
The Evolution of Short Rates and the Shape of the Term Structure
28:51
The Art of Term Structure Models: Drift Part-I
26:55
The Art of Term Structure Models: Drift Part-II
26:49
The Art of Term Structure Models: Volatility and Distribution
28:34
Basics of Residential Mortgage Backed Securities
52:35
Backtesting VaR
43:11
VaR Mapping
35:31
Estimating Market Risk Measures
36:41
Non parametric approaches Part1
14:17
Non-parametric Approaches part II
11:32
Appendix—Modeling Dependence: Correlations and Copulas
30:39
Parametric Approaches (II): Extreme Value part I
12:23
Parametric Approaches (II): Extreme Value part II
12:35
Overview of Mortgages and the Consumer Mortgage Market
53:05
Overview of the Mortgage-Backed Securities Market
37:14
Techniques for Valuing MBS
39:44
Risk Measurement for the trading book
49:19

Understanding the Securitization of Subprime Mortgage Credit Part I
20:36
Understanding the Securitization of Subprime Mortgage Credit Part II
24:33
Credit Derivatives and Credit-Linked Notes Part I
57:46
Credit Derivatives and Credit-Linked Notes Part II
10:53
The Structuring Process
12:14
Securitization
42:15
Cash Collateralized Debt Obligations
29:06
Default Risk: Quantitative Methodologies Part-I
27:35
Default Risk: Quantitative Methodologies Part-II
28:26
Default Risk: Quantitative Methodologies Part-III
36:04
Credit and Counterparty Risk
01:08:02
Spread Risk and Default Intensity Models
49:30
Portfolio Credit Risk
36:03
Structured Credit Risk
01:17:54
Defining Counterparty Credit Risk
54:57
Mitigating Counterparty Credit Risk
48:56
Quantifying Counterparty Credit Exposure, I
47:04
Quantifying Counterparty Credit Exposure, II: The Impact of Collateral
24:42
Pricing Counterparty Credit Risk, I
34:22
Credit Risks and Credit Derivatives I
38:58
Credit Risks and Credit Derivatives II
25:44
Credit Risks and Credit Derivatives III
28:47

Capital Allocation and Performance Measurement
38:54
Range of Practices and Issues in Economic Capital Frameworks
55:51
Estimating Liquidity Risks
48:56
Model Risk
33:39
Assessing the Quality of Risk Measures
28:06
Liquidity and Leverage Part I
21:36
Liquidity and Leverage Part II
18:34
Liquidity and Leverage Part III
20:01
Enterprise Risk Management: Theory and Practice
39:48
A Review of the Key Issues in Operational Risk Capital Modeling
23:26
Challenges and Pitfalls in Measuring Operational Risk from Loss Data
23:20
Failure Mechanics of Dealer Banks
36:30
Principles for the Sound Management of Operational Risk
42:00
Observations on Developments in Risk Appetite Frameworks and IT Infrastructure
34:37
Stress Testing Banks
15:53
“Basel II: International Convergence of Capital Measurement and Capital Standard
01:29:16
Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Sy
30:40
Basel III: International Framework for Liquidity Risk Measurement, Standards and
34:02
Revisions to the Basel II Market Risk Framework—Updated as of 31 December 2010
19:13
Operational Risk—Supervisory Guidelines for the Advanced Measurement Approaches
47:58
Nadine Gatzert, Hannah Wesker, “A Comparative Assessment of Basel II/III and Sol
41:20

Portfolio Construction
24:17
Portfolio Risk: Analytical Methods I
12:41
Portfolio Risk: Analytical Methods II
18:41
VaR and Risk Budgeting in Investment Management
37:54
Risk Monitoring and Performance Measurement
38:01
Empirical Evidence on Security Returns
39:40
Portfolio Performance Evaluation
47:45
Overview of Hedge Funds
29:15
Hedge Fund Investment Strategies
22:14
Overview of Private Equity
26:55
Hedge Funds
27:21
Risk Management for Hedge Funds: Introduction and Overview
28:01
Trust and Delegation
17:19
Madoff: A Riot of Red Flags
14:27

EduPristine Inc

Leading International Finance Training Provider

3.7 Instructor Rating
148 Reviews
1,226 Students
2 Courses

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture. EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.

Financial Risk Manager (FRM) Certification: Level II

What you'll learn

Requirements

Description

Who this course is for:

Course content

Introduction FRM-II1 lecture • 6min

MARKET RISK MEASUREMENT AND MANAGEMENT22 lectures • 11hr 21min

CREDIT RISK MEASUREMENT AND MANAGEMENT22 lectures • 13hr 44min

OPERATIONAL AND INTEGRATED RISK MANAGEMENT21 lectures • 12hr 24min

RISK MANAGEMENT AND INVESTMENT MANAGEMENT14 lectures • 6hr 25min

CURRENT ISSUES IN FINANCIAL MARKETS6 lectures • 3hr 8min

Conclusion FRM-II1 lecture • 5min

FRM-II : Quizzes0 lectures • 0min

Instructor