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    Financial Risk Manager (FRM) Certification: Level II

    BY
    Udemy

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    Mode

    Online

    Fees

    ₹ 1999

    Quick Facts

    particular details
    Medium of instructions English
    Mode of learning Self study
    Mode of Delivery Video and Text Based

    Course and certificate fees

    Fees information
    ₹ 1,999
    certificate availability

    Yes

    certificate providing authority

    Udemy

    The syllabus

    Introduction FRM-II

    • Introduction FRM-II

    Market Risk Measurement and Management

    • Volatility Smiles
    • Exotic Options part I
    • Exotic Options part II
    • The Science of Term Structure Models I
    • The Science of Term Structure Models II
    • The Evolution of Short Rates and the Shape of the Term Structure
    • The Art of Term Structure Models: Drift Part-I
    • The Art of Term Structure Models: Drift Part-II
    • The Art of Term Structure Models: Volatility and Distribution
    • Basics of Residential Mortgage Backed Securities
    • Backtesting VaR
    • VaR Mapping
    • Estimating Market Risk Measures
    • Non parametric approaches Part1
    • Non-parametric Approaches part II
    • Appendix—Modeling Dependence: Correlations and Copulas
    • Parametric Approaches (II): Extreme Value part I
    • Parametric Approaches (II): Extreme Value part II
    • Overview of Mortgages and the Consumer Mortgage Market
    • Overview of the Mortgage-Backed Securities Market
    • Techniques for Valuing MBS
    • Risk Measurement for the trading book

    Credit Risk Measurement And Management

    • Understanding The Securitization Of Subprime Mortgage Credit Part I
    • Understanding The Securitization Of Subprime Mortgage Credit Part Ii
    • Credit Derivatives And Credit-Linked Notes Part I
    • Credit Derivatives And Credit-Linked Notes Part Ii
    • The Structuring Process
    • Securitization
    • Cash Collateralized Debt Obligations
    • Default Risk: Quantitative Methodologies Part-I
    • Default Risk: Quantitative Methodologies Part-Ii
    • Default Risk: Quantitative Methodologies Part-Iii
    • Credit And Counterparty Risk
    • Spread Risk And Default Intensity Models
    • Portfolio Credit Risk
    • Structured Credit Risk
    • Defining Counterparty Credit Risk
    • Mitigating Counterparty Credit Risk
    • Quantifying Counterparty Credit Exposure, I
    • Quantifying Counterparty Credit Exposure, Ii: The Impact Of Collateral
    • Pricing Counterparty Credit Risk, I
    • Credit Risks And Credit Derivatives I
    • Credit Risks And Credit Derivatives Ii
    • Credit Risks And Credit Derivatives Iii

    Operational And Integrated Risk Management

    • Capital Allocation And Performance Measurement
    • Range Of Practices And Issues In Economic Capital Frameworks
    • Estimating Liquidity Risks
    • Model Risk
    • Assessing The Quality Of Risk Measures
    • Liquidity And Leverage Part I
    • Liquidity And Leverage Part Ii
    • Liquidity And Leverage Part Iii
    • Enterprise Risk Management: Theory And Practice
    • A Review Of The Key Issues In Operational Risk Capital Modeling
    • Challenges And Pitfalls In Measuring Operational Risk From Loss Data
    • Failure Mechanics Of Dealer Banks
    • Principles For The Sound Management Of Operational Risk
    • Observations On Developments In Risk Appetite Frameworks And It Infrastructure
    • Stress Testing Banks
    • “Basel Ii: International Convergence Of Capital Measurement And Capital Standard
    • Basel Iii: A Global Regulatory Framework For More Resilient Banks And Banking Sy
    • Basel Iii: International Framework For Liquidity Risk Measurement, Standards And
    • Revisions To The Basel Ii Market Risk Framework—Updated As Of 31 December 2010
    • Operational Risk—Supervisory Guidelines For The Advanced Measurement Approaches
    • Nadine Gatzert, Hannah Wesker, “A Comparative Assessment Of Basel Ii/Iii And Sol

    Risk Management And Investment Management

    • Portfolio Construction
    • Portfolio Risk: Analytical Methods I
    • Portfolio Risk: Analytical Methods Ii
    • Var And Risk Budgeting In Investment Management
    • Risk Monitoring And Performance Measurement
    • Empirical Evidence On Security Returns
    • Portfolio Performance Evaluation
    • Overview Of Hedge Funds
    • Hedge Fund Investment Strategies
    • Overview Of Private Equity
    • Hedge Funds
    • Risk Management For Hedge Funds: Introduction And Overview
    • Trust And Delegation
    • Madoff: A Riot Of Red Flags

    Current Issues In Financial Markets

    • Sovereign Creditworthiness And Financial Stability: An International Perspective
    • Of Runes And Sagas: Perspectives On Liquidity Stress Testing Using An Iceland Ex
    • Tails Of The Unexpected
    • The Dog And The Frisbee
    • Challenges Of Financial Innovation
    • Exchange-Traded Funds, Market Structure And The Flash Crash

    Conclusion Frm-Ii

    • Conclusion Frm-Ii

    Frm-Ii : Quizzes

    • Quiz #1
    • Quiz #2
    • Quiz #3
    • Quiz #4
    • Quiz #5
    • Quiz #6

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