eFRM Coach for Part II Exam (Library of 46 courses)

  • ID: 2078725
  • Training
  • KESDEE Inc
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The eFRM Coach for Part II Exam prepares learners to pass the FRM Part II Exam offered by GARP. It provides knowledge and understanding of risk management, quantitative analysis, financial markets and products, and valuation and risk models.

The eFRM Coach is a comprehensive online study guide for the FRM exam conducted by GARP.

The tutorials have been designed based on the FRM exam structure and the latest learning outcome statements. eFRM Coach has every formula, definition, concept and application for all subjects covered in the exam. While the interactive study modules foster benchmarking and self-assessment against other candidates, the mock exams are modeled on the same lines as the final exam.

KESDEE, with its expertise in developing Online Tutorials for Certification Exams, has developed eFRM Coach for FRM Part II , a comprehensive self-study guide for the FRM Part II Exam.

Drawing on proprietary risk management resources, KESDEE has designed “eFRM Coach for FRM Part II” to be a comprehensive online tutorial for the Financial Risk Manager (FRM) Part II Exam.

eFRM Coach for FRM Part II has every formula, definition, concept and application for all subjects covered in the FRM Part II. While the interactive study modules foster benchmarking and self-assessment against other candidates, the mock exams are modeled on the same lines as the final exam.
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1. Volatility Smile and Volatility Term Structure
2. Exotic Options
3. Duration and Convexity of Fixed Income Securities
4. Key Rate and Bucket Exposures
5. The Science of Term Structure Models
6. Mortgage-Backed Securities
7. Pre-payment Models
8. Mortgage-Backed Securities - Structures
9. Backtesting VaR
10. VaR Mapping
11. Extreme Value Theory
12. An Overview of Mortgages and the Mortgage Market
13. Valuation of Mortgage-Backed Securities
14. Counterparty Risks
15. Credit Risk Transfer
16. Credit Derivatives
17. The Structuring Process
18. Securitization
19. Collateralized Debt Obligations
20. Overview of Credit Risk
21. Default Risk
22. Loss Given Default
23. Approaches to Measuring Credit Risk
24. Actuarial Approach and CreditRisk\+
25. Contingent Claim Approach and the KMV Model
26. Credit Migration, Transition Matrices and Credit Metrics
27. McKinsey Credit Portfolio View
28. Credit Risk Mitigation - Netting
29. Credit Risk Mitigation - Margin and Collateral Requirements
30. Risk Capital
31. Estimating Liquidity Risk
32. Model Risk
33. Aligning Basel II Operational Risk and Sarbanes-Oxley 404
34. Risk and Capital Adequacy
35. Enterprise Risk Management
36. Loss Distribution Approach
37. Principles for Sound Liquidity Risk Management and Supervision
38. Basel II-An Overview
39. Basel II-Risks and Measurement
40. Basel's Supervisory Guidance for Fair Value Practices
41. Guidelines for Computing Incremental Risk Charge
42. Basel II - Market Risk Amendment
43. Risk Budgeting and Setting Risk Limits
44. Hedge Fund Risk Management - I
45. Hedge Fund Risk Management - II
46. Pension Fund Risk Management
47. Exam
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