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30-Day Money-Back Guarantee

This course includes:

  • 47 hours on-demand video
  • 71 downloadable resources
  • Full lifetime access
  • Access on mobile and TV
Finance & Accounting Compliance Financial Risk Manager (FRM)

Financial Risk Manager (FRM) Certification: Level II

Take this course to prepare for the Financial Risk Manager (FRM) Level 2 certification exam
Rating: 3.8 out of 53.8 (26 ratings)
243 students
Created by EduPristine Inc
Last updated 9/2017
English
English [Auto]
30-Day Money-Back Guarantee

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.

Course content

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

  • Sovereign Creditworthiness and Financial Stability: An International Perspective
    34:22
  • Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Ex
    25:34
  • Tails of the Unexpected
    34:43
  • The Dog and the Frisbee
    36:48
  • Challenges of Financial Innovation
    23:21
  • Exchange-Traded Funds, Market Structure and the Flash Crash
    33:35

  • Conclusion FRM-II
    05:13

  • Quiz #1
    30 questions
  • Quiz #2
    30 questions
  • Quiz #3
    31 questions
  • Quiz #4
    31 questions
  • Quiz #5
    28 questions
  • Quiz #6
    10 questions

Instructor

EduPristine Inc
Leading International Finance Training Provider
EduPristine Inc
  • 3.7 Instructor Rating
  • 147 Reviews
  • 1,217 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.

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