FRM I Foundations of Risk Management

Financial Risk Manager (FRM) Part 1 By Amit Parakh

This Online Training Course on Financial Risk Manager or FRM® Certification covers the syllabus prescribed by GARP for 2016 exams and is founded by Amit Parakh, a CA, FRM, CS and CFA holder and a renowned trainer for FRM and related Finance Courses.

Overview of Financial Risk Manager (FRM) Part 1 By Amit Parakh

The FRM® is a globally recognized benchmark certification program for financial risk managers and is considered to be the de-facto global qualification in the practice of Financial Risk Management according to industry sources.

Course Offerings

Includes 92 lecture topics

28+ hours of video lectures

4+ practise tests with solutions

Contains Interactive discussion forum

Table of contents

1. Quantitative Analysis

Probabilities

Basic Statistics

Distributions

Summary

Hypothesis Testing and Confidence Intervals

Linear Regression with one Regressor

Regression with a Single Regressor

Linear Regression with Multiple Regressor

Hypothesis Testing and Confidence Intervals in Multiple Regression

Summary

Montae Carlo Methods

Estimating Volatilities and Correlation

Simulation Methods

Summary

2. Foundations of Risk Management

Delineating Efficient Portfolios

The Standard CAPM

Non Standard CAPM

Applying CAPM to Performance Measurement

Risk Management

Corporate Risk Management

Corporate Governance and Risk Management

Enterprise Risk Management

Financial Disasters

Risk taking and Risk Management by banks

Credit Crisis of 2007 - part 1

Credit Crisis of 2007 - part 2

Risk Management Failures

Summary

3. Financial Markets and Products

Introduction to Derivatives

Markets

Types of Traders

Forward Contracts

Future Contracts

Options

Summary

Properties of Stock Options

Trading Strategies Involving Options

Summary

Parties Involved in Future Markets

Characteristics Specified in Contract

Margins

Types of Orders

Summary

Hedging

Advantages and Disadvantages of Hedging

Basis Risk

Sources of Basis Risk

Hedge Ratio

Hedging with Stock Index Futures

Adjusting Protfolio Beta

Summary

Forwards and Futures

Commodity Forwards and Futures

Foreign Exchange Risk

Summary

Types of Rates

Duration

Interest Rate Futures

Corporate Bonds

Summary

Rating Agencies

Summary

Introduction - Central counterparties

Exchanges, OTC Derivatives, DPCs and SPVsRisks caused by CCPs

4. Valuation and Risk Models

Binomial Trees

The Black Scholes Merton Model

The Greek Letters

Summary

Prices Discount Factors and Arbitrage

Spots Forward and Par Rates

Returns, Spreads and Yields

One Factor Risk Metrics and Hedges

Multi Factor risk metrics and hedges

Empirical approaches to risk metrics and hedges

Summary

VAR Methods

Quantifying Volatility in VAR Modules

Summary

External and Internal Ratings

Loan Protfolio and Expected Loss

Country Risk

Country Risk Models

Operational Risks Part 1

Operational Risks Part 2

Stress Testing

Summary

FRM L1 Test 1

FRM L1 Test 2

FRM L1 Test 3

FRM L1 Test 4

Exam type numericals

Quantitative Analysis

Foundations of Risk Management

Financial Markets and Products

Valuation and Risk Models

About faculty of Financial Risk Manager (FRM) Part 1 By Amit Parakh

Amit Parakh
Amit, an IIM Ahmedabad graduate is an avid trainer in the finance space. Having cracked CA (with an all India 14th rank), FRM, CS, CFA exams all in first attempt and being an Aditya Birla Scholarship nominee as one of the all India CAT toppers, he knows what it takes. He regularly conducts study programs related to CFA, FRM, CA and has conducted courses/workshops for IIM Shillong, XLRI, Praxis,Great Lakes, SREI, IFCI, ICICI Bank, NSE, Kotak Securities etc. Amit has worked extensively in the banking and equity research areas before entering academics. He has been with Structured Products Group, ICICI Bank, where he played a key role in carrying out valuation assignments, building credit rating models and structuring transactions. He has also been an equity research analyst with JP Morgan where he was involved in building valuation models and financial analysis of Indian IT Services companies. He takes active interest in capital markets and specifically, likes to get involved in valuation assignments. He conducts workshops on corporate finance, asset valuation, risk management and financial analysis.

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