價格： ￥ 6980.00
視頻有效期：12個月
視頻時長：約208學時
視頻數量：407個
詳情介紹
課程大綱
{in name="user_id" value="21644"} {/ in}課程試聽 推薦
1.流動性風險
《流動性風險》沖刺秘訓--1
《流動性風險》沖刺秘訓--2
2.投資風險
《投資風險》沖刺秘訓--2
《投資風險》沖刺秘訓--1
3.操作風險
《操作風險》沖刺秘訓--3
《操作風險》沖刺秘訓--2
《操作風險》沖刺秘訓--1
4.市場風險
《市場風險》沖刺秘訓--3
《市場風險》沖刺秘訓--2
《市場風險》沖刺秘訓--1
5.信用風險
《信用風險》沖刺秘訓--3
《信用風險》沖刺秘訓--2
《信用風險》沖刺秘訓--1
6.實事分析
《實事分析》沖刺秘訓--1
《實事分析》沖刺秘訓--2
7.FRM二級機考
《全景?？冀馕觥?-1
《全景?？冀馕觥?-2
1.2023年考綱解讀
考綱解讀
2.市場風險
市場風險
3.信用風險
信用風險
4.操作風險
操作風險
1.市場風險
0 - Introduction
15 - Volatility Smiles
14 - The Art of Term Structure Model Volatility and Distribution
13 - The Art of Term Structure Model： Drift
12 - The Evolution of Short Rates and the Shape of the Term Structure
11 - The Science ofTerm Structure Models
10 - Empirical Approaches to Risk Metrics and Hedging
9 - Financial Correlation Modeling-Bottom-Up Approaches
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
7 - Correlation Basics:Definitions, Applications, and Terminology
6 - Messages from the Academic Literature on Risk Management for the Trading Book
5 - VaR Mapping
4 - backtesting VaR
3 - ParametricApproaches (II):Extreme Value
2 - Non-parametric approaches
1 - Estimate market risk measurement
16 - FundamentalReview of theTrading Book
2.信用風險
1 - The credit decision
18 - Understanding the securitization of subprime mortgage credit
17 - Structured credit risk
16 - An introduction of securitization
15 - Credit transfer markets and their implications
14 - Credit scoring and retail credit risk management
13 - The evolution of stress-testing counterparty exposures
12 - CVA
11 - Future Value and Exposure
10 - Margin(Collateral) and Settlement
9 - Netting, close-out and related aspects
8 - Counterparty risk and beyond
7 - Portfolio credit risk
6 - Spread risk and default intensity models
5 - Credit risk and credit derivatives
4 - Rating assignment methodologies
3 - Capital Structure in Banks
2 - The credit analyst
Introduction
3.操作風險
Introduction
14 - Case Study: Investor Protection and Compliance Risks in Investment Activities
15 - Supervisory Guidance on Model Risk Management
16 - Case Study: Model Risk and Model Validation
17 - Stress Testing Banks
18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
19 - Range of Practices and Issues in Economic Capital Frameworks
20 - Capital Planning at Large Bank Holding Companies
21 - Capital Regulation Before the Global Financial Crisis
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23 - High-Level Summary of Basel Ⅲ Reforms
13 - Case Study: Third-Party Risk Management
12 - Guidance on Managing Outsourcing Risk
11 - Case Study: Financial Crime and Fraud
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
5 - Risk Mitigation
6 - Risk Reporting
7 - Integrated Risk Management
8 - Cyber-Resilience: Range of Practices
9 - Case Study: Cyberthreats and Information Security Risks
10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流動性風險
introduction
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Non-deposit Liabilities
14 - Repurchase Agreements and Financing
15 - Liquidity Transfer Pricing: A Guide to Better Practice
16 - The US dollar Shortage in Global Banking and International Policy Response
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
10 - Liquidity Risk Reporting and Stress Testing
9 - liquidity Stress Testing
4 - The Investment Function in Financial-services Management
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
19 - Illiquid Assets
5.投資風險
1 - Factor theory
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk：Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
