大浩浩的笔记课堂——FRM考试学习笔记143
- 2026-03-07 15:32:54
FRM二级考试学习笔记合集
A.Market Risk
A.市场风险
Topic 1 Estimating Market Risk Measures:An Introduction and Overview
Topic 2 Non-Parametric Approaches
Topic 3 Parametric Approaches:Extreme Value
Topic 6 Messages from the Academic Literature on Risk Management for the Trading Book
Topic 7 Some Correlation Basics:Properties,Motivation and Terminology
Topic 8 Empirical Properties of Correlation:How Do Correlation Behave in the Real World
Topic 9 Statistical Correlation Models—Can We Apply Them to Finance
Topic 10 Financial Correlation Modeling—Copula Correlations
Topic 11 Empirical Approaches to Risk Metrics and Hedging
Topic 12 The Science of Term Structure Models
Topic 13 The Shape of the Term Structure
Topic 14 The Art of Term Structure Models:Drift
Topic 15 The Art of Term Structure Models:Volatility and Distribution
Topic 16 Overnight Index Swap(OIS) Discounting
B.Credit Risk
B.信用风险
Topic 20 Default Risk:Quantitative Methodologies
Topic 21 Credit Risks and Credit Derivatives
Topic 22 Credit and Counterparty Risk
Topic 23 Spread Risk and Default Intensity Models
Topic 25 Structured Credit Risk
Topic 26 Defining Counterparty Credit Risk
Topic 27 The Evolution of Stress Testing Counterparty Exposures
Topic 28 Netting,Compression,Resets,and Termination Features
Topic 32 Default Probability,Credit Spreads and Credit Derivatives
Topic 33 Credit Value Adjustment(CVA)
Topic 35 Credit Scoring and Retail Credit Risk Management
Topic 38 Understanding the Securitization of Subprime Mortgage Credit
C.Operational Risk
C.操作风险
Topic 39 Principles for the Sound Management of Operational Risk
Topic 40 Enterprise Risk Management:Theory and Practice
Topic 41 Observations on Developments in Risk Appetite Frameworks and IT Infrastructure
Topic 42 Operational Risk Data and Governance
Topic 45 Validating Rating Models
Topic 47 Risk Capital Attribution and Risk-Adjusted Performance Measurement
Topic 48 Range of Practices and Issues in Economic Capital Framework
Topic 49 Capital Planning at Large Bank Holding Companies
Topic 50 Repurchase Agreements and Financing
Topic 51 Assessing the Quality of Risk Measures
Topic 52 Estimating Liquidity Risks
Topic 53 Liquidity and Leverage
Topic 54 The Failure Mechanics of Dealer Banks
Topic 56 Introduction of Basel Accord
Topic 58 Basel Ⅱ.5 and Fundamental Review of the Trading Book(FRTB)
D.Investment Risk
D.投资风险
Topic 62 Factors in Investment
Topic 63 The Low-Risk Anomaly and Alpha
Topic 65 Portfolio Risk:Analytical Methods
Topic 66 VaR and Risk Budgeting in Investment Management
Topic 68 Portfolio Performance Evaluation
Topic 71 Performing Due Diligence on Specific Managers and Funds
