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1.金融計算器
前言
計算器版本介紹
計算器初覽
小數點位設置
運算優先級模式設置
期初期末模式設置
存儲調用操作
常用清除鍵操作
指數運算
對數、階乘、排列組合運算
泊松分布、二項分布運算
債券價格計算與日期函數運算
貨幣的時間價值運算
貨幣時間價值運算實務操作
貨幣時間價值運算不適用的情況
統計功能操作
2.金融數學
金融數學
3.金融英語
1 - FRM與英語
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
4.銀行經營模式
銀行組織架構
銀行經營模式
銀行財報
5.債權類產品基礎
債券
6.金融市場產品
常見的金融機構
利率和債券
衍生品
1.風險管理基礎
Introduction
1 - The Building Blocks of Risk Management
2 - How Do Firms Manage Financial Risk?
3 - The Governance of Risk Management
4 - Credit Risk Transfer Mechanisms
5 - Modern Portfolio Theory and Capital Asset Pricing Model
6 - The APT and Multifactor Models of Risk and Return
7 - Principles for Effective Data Aggregation and Risk Reporting
8 - Enterprise Risk Management and Future Trends
9 - Learning from Financial Disasters
10 - Anatomy of the Great Financial Crisis of 2007-2009
11 - GARP Code of Conduct
2.數量分析
Introduction
1 - Fundamentals of probability
2 - Random variables
3 - Common Univariate Random Variables
4 - Multivariate Random Variables
5 - Sample moments
6 - Hypothesis Testing
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnosis
10 - Stationary Time Series
11 - Non-Stationary Time Series
12 - Measuring Returns, Volatility, and Correlation
13 - Simulation and Bootstrapping
14 - Machine-Learning Methods
15 - Machine Learning and Prediction
3.金融市場產品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management
4 - Exchanges and OTC Markets
5 - Central clearing
6 - Interest Rates and Bonds
7 - Corporate Bonds
8 - Introduction to Derivatives
9 - Futures Markets
10 - Pricing Financial Forward and Futures
11 - Foreign Exchange Markets
12 - FRA and Interest Rate Futures
13 - Using Futures for Hedging
14 - Swaps
15 - Options Markets
16 - Properties of Options
17 - Trading Strategies
18 - Exotic Options
19 - Mortgages and Mortgage-Backed Securities
4.估值與風險模型
Introduction
1 - Measures of Financial Risk
2 - Calculating and Applying VaR
3 - Measuring and Monitoring Volatility
4 - External and Internal Ratings
5 - Country Risk: Determinants, Measures, and Implications
6 - Measuring Credit Risk
7 - Operational Risk
8 - Stress Testing
9 - Pricing Conventions, Discounting, and Arbitrage
10 - Interest Rates
11 - Bond Yields and Return Calculations
12 - Applying Duration, Convexity, and DV01
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
14 - Binomial Trees
15 - The Black-Scholes-Merton Model
16 - Option Sensitivity Measures: The “Greeks”
1.風險管理基礎
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.數量分析
Quantitative Analysis
3.金融市場產品
1 - Financial Institutions and CCP
2 - Interest Rates and Bonds basics
3 - Forwards and Futures
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
4.估值與風險模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
1.FRM一級 沖刺直播
風險管理基礎
數量分析
估值與風險模型
金融市場產品
全景模擬機考
2.24年FRM一級 沖刺直播
風險管理基礎
金融市場產品
數量分析
估值與風險模型
FRM一級模擬機考
3.【202411】FRM一級 沖刺直播
風險管理基礎
估值和風險模型
金融市場和產品
數量分析
一級模擬機考
4.沖刺私播課
風險管理基礎
金融市場和產品
數量分析
估值和風險模型
一級模擬機考
5.【202511】FRM一級沖刺直播
沖刺私播課
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
1 - Estimate market risk measurement
2 - Non-parametric approaches
3 - ParametricApproaches (II):Extreme Value
4 - backtesting VaR
5 - VaR Mapping
6 - Messages from the Academic Literature on Risk Management for the Trading Book
7 - Correlation Basics:Definitions, Applications, and Terminology
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
9 - Financial Correlation Modeling-Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11 - The Science ofTerm Structure Models
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Model： Drift
14 - The Art of Term Structure Model Volatility and Distribution
15 - Volatility Smiles
16 - FundamentalReview of theTrading Book
2.信用風險
1 - The credit decision
2 - The credit analyst
3 - Capital Structure in Banks
4 - Rating assignment methodologies
5 - Credit risk and credit derivatives
6 - Spread risk and default intensity models
7 - Portfolio credit risk
8 - Counterparty risk and beyond
9 - Netting, close-out and related aspects
10 - Margin(Collateral) and Settlement
11 - Future Value and Exposure
12 - CVA
13 - The evolution of stress-testing counterparty exposures
14 - Credit scoring and retail credit risk management
15 - Credit transfer markets and their implications
16 - An introduction of securitization
17 - Structured credit risk
18 - Understanding the securitization of subprime mortgage credit
Introduction
3.操作風險
Introduction
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
11 - Case Study: Financial Crime and Fraud
12 - Guidance on Managing Outsourcing Risk
13 - Case Study: Third-Party Risk Management
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
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流動性風險
introduction
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
4 - The Investment Function in Financial-services Management
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
9 - liquidity Stress Testing
10 - Liquidity Risk Reporting and Stress Testing
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
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
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Predicting Fraud by Investment Managers
6.金融時事分析
0 - current issues
1 - paper1
2 - paper2
3 - paper3
4 - paper4
5 - paper5
6 - paper6
7 - paper7
8 - paper8
1.市場風險
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用風險
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.流動性風險
0 - introduction
1 - part 1
2 - part 2
3 - part 3
4 - part 4
4.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
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Detecting Fraud by Investment Managers
5.操作風險
0 - topic0
1 - topic1
2 - topic2
3 - topic3
4 - topic4
5 - topic5
6 - topic6
7 - Topic7
8 - Topic8
9 - Topic9
10 - Topic10
11- Topic11
12 - Topic12
1.FRM二級 沖刺直播
操作風險
金融時事分析
市場風險
流動性風險
投資風險
信用風險
全景模擬機考
