FRM Part 2 Important Videos

Financial Risk Management Course is a qualification for risk management professionals. FRM designation is an international professional certification offered by the Global Association of Risk Professionals.Credit risk, liquidity risk, market risk, etc. are examined and controlled. A wide variety of functions related to risk management within investment banks, asset management firms, as well as in corporations and government agencies are executed. Get Free Important Topic-wise Videos by AnalystPrep

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FRM Part 2 – Book 1 – Market Risk Measurement and Management:

Estimating Market Risk Measures	Non-Parametric Approaches	Parametric Approaches (II): Extreme Value	Backtesting VaR
VaR Mapping	Message from the Academic Literature on Risk Management for the Trading Book	Correlation Basics: Definitions, Applications, and Terminology	Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
Financial Correlation Modeling – Bottom-Up Approaches	Empirical Approaches to Risk Metrics and Hedging	The Science of Term Structure Models	The Evolution of Short Rates and the Shape of the Term Structure
The Art of Term Structure Models: Drift	The Art of Term Structure Models: Volatility and Distribution	Volatility Smiles	Fundamental Review of the Trading Book (FRTB)

 

FRM Part 2 – Book 2 – Credit Risk Measurement and Management:

The Credit Decision	The Credit Analyst	Capital Structure in Banks	Rating Assignment Methodologies
Credit Risks and Credit Derivatives	Spread Risk and Default Intensity Models	Portfolio Credit Risk	Structured Credit Risk
Counterparty Risk	Netting, Close-Out and Related Aspects	Collateral	Credit Exposure and Funding
Counterparty Risk Intermediation	Credit and Debt Value Adjustment	Wrong-Way Risk	The Evolution of Stress Testing Counterparty Exposure
Credit Scoring and Retail Credit Risk Management	The Credit Transfer Markets and Their Implications	Securitization & Subprime Mortgage Credit

 

FRM Part 2 – Book 3 – Operational and Integrated Risk Management:

Principles for the Sound Management of Operational Risk	Enterprise Risk Management: Theory and Practice	What is ERM?	Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions
Banking Conduct and Culture: A Permanent Mindset Change	Risk Culture	OpRisk Data and Governance	Supervisory Guidance on Model Risk Management
Information Risk and Data Quality Management	Validating Rating Models	Assessing the Quality of Risk Measures	Risk Capital Attribution and Risk-Adjusted Performance Measurement
Range of Practices and Issues in Economic Capital Frameworks	Capital Planning at Large Bank Holding Companies	Stress Testing Banks	Guidance on Managing Outsourcing Risk
Risks Related to Money Laundering and Financing of Terrorism	Regulation of OTC Derivatives Market	Capital Regulation Before the Global Financial Crisis	Solvency, Liquidity and Other Regulation After the GFC
High-level Summary of Basel III Reforms	Basel III: Finalising Post-Crisis Reforms	The Cyber-Resilient Organization	Cyber-resilience: Range of Practices
Building the UK Financial Sector’s Operational Resilience	Striving for Operational Resilience

 

FRM Part 2 – Book 4 – Liquidity and Treasury Risk Measurement and Management:

Liquidity Risk

More Videos to be updated soon