FRM Part 2 Online Training

FRM Part 2 Online Training

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    Introduction

    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.

    Prerequisites

    • 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

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    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.

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    PRIVATE COURSE
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    • 3 weeks, 4 days
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    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.

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