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
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