FRM Part 2 Online Training

FRM Part 2 Online Training



    The Financial Risk Manager (FRM) designation is an international professional certification offered by the Global Association of Risk Professionals. The FRM is a qualification for risk management professionals, particularly those who are involved in analyzing, controlling, or assessing potential credit risk, market risk, and liquidity risk as well as non-market related financial risks.


    • Basic knowledge of Quantitative Methods, Financial Markets and Risk management.

    Course Content

       1.Market Risk Measurement and Management

      • Volatility smiles and volatility term structures
      • Exotic options
      • Duration, convexity, key rate and bucket exposures, and term structure models
      • Backtesting value at risk
      • Mapping financial instruments to risk factors
      • Expected shortfall and coherent risk measures
      • Parametric approaches: extreme value theory
      • Modeling dependence: correlations and copulas
      • Mortgages and mortgage-backed securities (underwriting mortgages, prepayment models, risk and valuation of mortgage-backed securities)

       2.Credit Risk Measurement and Management

      • Subprime mortgages and securitization
      • Credit derivatives, credit default swaps, and credit-linked notes
      • Cash and synthetic collateralized debt obligations (pricing and risk management)
      • Probability of default, loss given default, and recovery rates
      • Credit scoring and credit spreads
      • Expected an unexpected loss
      • Contingent claim approach and the KMV model
      • Default and default-time correlations
      • Portfolio credit risk
      • Credit risk management models
      • Risk mitigation techniques

       3.Operational and Integrated Risk Management

      • Risk capital and allocation of risk capital across the firm
      • Firm-wide risk measurement and management
      • Evaluating the performance of risk management systems
      • Regulation and the Basel II Accord (minimum capital requirements, credit concentration risk, liquidity risk, stress testing)
      • Implementation and model risk
      • Liquidity risk
      • Economic capital and risk aggregation

       4.Risk Management and Investment Management

      • Portfolio construction
      • Risk decomposition and performance attribution
      • Individual hedge fund strategies (return and risk considerations for fixed-income arbitrage, merger arbitrage, convertible bond arbitrage, equity long/short, equity market-neutral, macro, distressed debt, emerging markets)
      • Hedge fund risk management (asset illiquidity, valuation, and risk measurement)
      • Use of leverage and derivatives and the risks they create
      • Funds of hedge funds and style drifts
      • Portfolio risk: analytical methods
      • Value at risk and risk budgeting in investment management
      • Risk budgeting for pension funds and investment managers using value at risk

       5.Current Issues in Financial Markets

      • Causes and consequences of the current crisis
      • Subprime mortgage design
      • Mortgages and securitization, supbrime CDOs Liquidity crisis
      • Use and limitations of value at risk
      • Hedge funds and systematic risk

    Write a Review

    Your email address will not be published. Required fields are marked *

    Our trainers have relevant experience in implementing real-time solutions on different queries related to different topics. keen Technologies also verifies their technical background and expertise.

    We record each LIVE class session you undergo through and we will share the recordings of each session/class.

    If you have any queries you can contact our 24/7 dedicated support to raise a ticket. We provide you email support and solution to your queries. If the query is not resolved by email we can arrange for a one-on-one session with our trainers.

    You will work on real world projects wherein you can apply your knowledge and skills that you acquired through our training. We have multiple projects that thoroughly test your skills and knowledge of various aspect and components making you perfectly industry-ready.

    Our Trainers will provide the Environment/Server Access to the students and we ensure practical real-time experience and training by providing all the utilities required for the in-depth understanding of the course.

    If you are enrolled in classes and/or have paid fees, but want to cancel the registration for certain reason, it can be attained within 48 hours of initial registration. Please make a note that refunds will be processed within 30 days of prior request.

    The Training itself is Real-time Project Oriented.

    Yes. All the training sessions are LIVE Online Streaming using either through WebEx or GoToMeeting, thus promoting one-on-one trainer student Interaction.

    There are some Group discounts available if the participants are more than 2.

    As we are one of the leading providers of Online training, We have customers from USA, UK, Canada, Australia, India and other parts of the world.

    Course Reviews


    • 5 stars0
    • 4 stars0
    • 3 stars0
    • 2 stars0
    • 1 stars0

    No Reviews found for this course.

    • 3 weeks, 4 days
    Contact Us

    +1 475-212-0075

    Drop us a query

    Job Support

    Course Features

    Live Instructor-led Classes

    This isn't canned learning. Its dynamic, its interactive, its effective

    Expert Educators

    Only the best or they're out. We are constantly evaluating our trainers

    24&7 Support

    We never sleep. Need something answered at 3 am? No Problem

    Flexible Schedule

    You don't learn as per our calendar. We work according to yours.

    Customized Training's

    The most part self-managed and adaptable to suit a person's particular adapting technology needs

    Priority Based Training's

    Real-time Scenario based Assignments and Case Studies


    This web site or team is not associated with SAP AG or any other product. We are providing this service absolutely for Education and Training purpose only. We charge for the support services only, not for the actual SAP System access. Keen Technologies does not provide official SAP training courses or certifications and does not provide any access to SAP software. SAP and its product names, including HANA, S/4HANA, HYBRIS, and LEONARDO are trademarks or registered trademarks of SAP in Germany and other countries.

    Keen Technologies does not provide official SAP training courses or certifications and does not provide any access to SAP software. SAP and its product names, including HANA, S/4HANA, HYBRIS, and LEONARDO are trademarks or registered trademarks of SAP in Germany and other countries.

    IBM® is a registered trademark of IBM in the United States.

    Popular Courses


    Keen Technologies offering training in cities: Bangalore, Hyderabad, Chennai, Delhi, Kolkata, UK, London, Texas, Chicago, San Francisco, Dallas, Washington, New York, Houstan, Atlanta, Orlando, Boston, Toronto, Ottawa, Windsor, Australia, Dubai, Leeds.