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1.沖刺直播
操作風險
current issue
流動性風險
市場風險
投資風險
信用風險
模擬機考
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
