FRM Level 2
Quantitative Analysis – FRM Part 1
Updated on Jun, 2025
Language - English
Finance and Accounting,Compliance,Risk Management
Lectures -302
Duration -35.5 hours
Lifetime Access
Lifetime Access
30-days Money-Back Guarantee
Get your team access to 10000+ top Tutorials Point courses anytime, anywhere.
Course Description
The Financial Risk Manager is a designated post offered to those who have been internationally certified after passing the FRM Level Exams. This certification is issued and offered by Global Association of Risk Professionals (GARP). The exam has two phases, Level I and Level II. Both the exams have a curriculum that extensively covers the major topics involved in financial risk management.
In this training we are sticking to the curriculum as suggested by GARP which includes the following topics:
- Basic Statistics
- Linear Regression
- Probabilities
- Chi Square and F test
- Regression with a Single Regressor
- Volatilities and Correlation
- Simulating Models
Target Customers:
- Professionals who are in the financial risk management sector
- Novice aspirants having the basic knowledge about finance can go for this prep course too and can be benefitted after passing the exam.
- Professionals like analysts, bankers, managers in this industry can enhance their career prospect.
Prerequisites
- Basic knowledge of mathematics and stats.
- Passion to learn
Curriculum
Check out the detailed breakdown of what’s inside the course
Market Risk Measurement and Management
29 Lectures
-
Introduction to Var
05:27
05:27
-
Variance Co-Variance Method
04:28
04:28
-
Monte Carlo Method
04:03
04:03
-
Expected Shortfall
04:41
04:41
-
Coherent Risk Measures
08:41
08:41
-
QQ Plot
01:30
01:30
-
Remaining Topic
09:12
09:12
-
Bootstrapping Var
06:49
06:49
-
Semi Parametric
05:14
05:14
-
Semi Parametric Continue
03:00
03:00
-
Age Weighted Historic Method
10:31
10:31
-
Other Historic Method
09:34
09:34
-
Advantages and Disadvantages
05:20
05:20
-
Non Parametric Examples
07:07
07:07
-
Back Testing
06:51
06:51
-
Its Exceptions and Importance
06:11
06:11
-
Difficulties in Back Testing
06:09
06:09
-
Basel Rules For Back Testing
08:31
08:31
-
Type I and Type II Error
06:36
06:36
-
Coverage Tests
12:02
12:02
-
Scenario Analysis
04:34
04:34
-
Var Mapping
05:03
05:03
-
Var Mapping Process
03:33
03:33
-
Spot Positions
04:58
04:58
-
Equity Positions
07:22
07:22
-
Zero Coupon Positions
03:19
03:19
-
Futures and Forwards Positions and Stress Testing
09:37
09:37
-
Var Benchmark
01:49
01:49
-
Two Components of Typically Var Model
03:11
03:11
Credit Risk Measurement & Management
118 Lectures
Risk Management & Investment Management
57 Lectures
Current Issues In Financial Markets
32 Lectures
Operational and Integrated Risk Management
66 Lectures
Instructor Details
Corporate Bridge Consultancy Private Limited
Corporate Bridge Consultancy Private Limited - EDUCBA is an initiative by IIT IIM Graduates, We are one of the leading providers of skill-based education addressing the needs of 1,000,000+ members across 70+ Countries. With more the 15+ years of experience in Training and Development, our expertise lies in Self-paced learning, Digital Learning content, Corporate Training, Content Development and Consultancy.
Our Vision:
To be a leading and progressive partner with our clients in their journey of progress.
"We are passionate about our work. We believe in empowering and improving our members’ lives with skill-based, hands-on training programs."
Course Certificate
Use your certificate to make a career change or to advance in your current career.
Our students work
with the Best
Related Video Courses
View MoreAnnual Membership
Become a valued member of Tutorials Point and enjoy unlimited access to our vast library of top-rated Video Courses
Subscribe now
Online Certifications
Master prominent technologies at full length and become a valued certified professional.
Explore Now