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1.3.2 保险公司和个人养老金 Insurance Companies and Pension Plans
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点击链接查看更多内容:https://analystprep.com/shop/frm-part-1-and-part-2-complete-course-by-analystprep/ AnalystPrep是经GARP批准的FRM学习平台。内容包括所有关于FRM的视频课程、学习笔记、题库、模拟考试和涵盖FRM大纲所有章节的公式表。 Insurance Companies and Pension Plans (FRM Part 1 – Book 3 – Chapter 2) After completing this reading, you should be able to: - Describe the key features of the various categories of insurance companies and identify the risks facing insurance companies. - Describe the use of mortality tables and calculate the premium payment for a policyholder. - Calculate and interpret loss ratio, expense ratio, combined ratio, and operating ratio for a property-casualty insurance company. - Describe moral hazard and adverse selection risks facing insurance companies, provide examples of each, and describe how to overcome the problems. - Distinguish between mortality risk and longevity risk and describe how to hedge these risks. - Evaluate the capital requirements for life insurance and property-casualty insurance companies. - Compare the guaranty system and the regulatory requirements for insurance companies with those for banks. - Describe a defined benefit plan and a defined contribution plan for a pension fund and explain the differences between them.
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2.2.12 信贷风险和融资 Credit Exposure and Funding
1.5.3 夏普比率、特雷诺比率和詹森阿尔法指数 Sharpe Ratio, Treynor Ratio and Jensen's Alpha
2.2.3 银行的资产结构 Capital Structure in Banks
1.5.14 二项期权定价模型 Binomial Option Pricing Model
2.1.10 风险度量和对冲的实证方法 Empirical Approaches to Risk Metrics and Hedging
1.5.10 期权的回报和盈亏 Options Payoffs and Profits & Losses
2.2.4 评级方法 Ratings Assignment Methodologies
2.2.1 信贷决策 The Credit Decision
1.5.7 债券估价 Bond Valuation
1.3.4 衍生品介绍 Introduction to Derivatives
2.2.10 终止净额结算及相关问题 Netting, Close-out, and Related Aspects 、
1.4.6 信用风险测度 Measuring Credit Risk
1.4.4 内部和外部评级 External and Internal Ratings
1.3.9 外汇市场 Foreign Exchange Markets
2.4.1 流动性风险 Liquidity Risk
2.3.2 Risk Governance
2.2.13A 信用和债务价值调整 Credit and Debt Value Adjustments
1.3.11 商品远期和期货 Commodity Forwards and Futures
2.2.9 交易对手风险 Counterparty Credit Risk
1.5.8 即期汇率与远期汇率 Spot Rate vs. Forward Rates
1.5.5 协方差和相关性 Covariance and Correlation
2.2.13B 错向风险 Wrong-way Risk
1.3.20 互换 Swaps
1.1.3 风险管理的措施 The Governance of Risk Management
1.3.3 基金管理 Fund Management
2.2.14 压力测试对手方风险暴露的演变 The Evolution of Stress Testing Counterparty Exposures
2.2.17&18 证券化简介 An Introduction to Securitization
1.3.12 期权市场 Options Markets
2.1.14 期限结构模型的艺术:波动性和分布
2.1.11 期限结构模型的科学 The Science of Term Structure Models
1.5.6 时间轴—你最好的朋友 Timelines – Your Best Friends
1.5.2 Beta 与 CAPM Beta and CAPM
1.4.14 二项树 Binomial Trees
1.4.15 布莱克-舒尔斯模型 The Black-Scholes-Merton Model
1.3.16 利率的性质 Properties of Interest Rates
2.1.5 VaR 映射 VaR Mapping
1.4.10 利率 Interest Rates
1.4.1 金融风险的测度 Measures of Financial Risk
1.3.17 公司债券 Corporate Bonds
1.2.13 模拟与拔靴法 Simulation and Bootstrapping