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京东 11.11 红包
2.2.6 价差风险和违约强度模型 Spread Risk and Default Intensity Models
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2.2.13A 信用和债务价值调整 Credit and Debt Value Adjustments
2.2.17&18 次级抵押贷款证券化 Understanding the Securitization of Subprime Mortgage Credit
1.1.3 风险管理的措施 The Governance of Risk Management
1.4.6 信用风险测度 Measuring Credit Risk
2.2.1 信贷决策 The Credit Decision
2.2.11 抵押品 Collateral
2.1.4 回溯测试 VaR Backtesting VaR
2.3.2 Risk Governance
1.4.9 定价惯例、贴现和套利 Pricing Conventions, Discounting, and Arbitrage
2.2.2 信贷分析 The Credit Analyst
2.1.1 估算市场风险的措施 Estimating Market Risk Measures
2.5.7 风险监测和绩效衡量 Risk Monitoring and Performance Measurement
2.3.9 外包风险管理指南 Guidance on Managing Outsourcing Risk
1.4.15 布莱克-舒尔斯模型 The Black-Scholes-Merton Model
2.2.8 结构性信用风险 Structured Credit Risk
2.1.11 期限结构模型的科学 The Science of Term Structure Models
2.5.3 阿尔法(和低风险的异常现象)Alpha (and the Low-Risk Anomaly)
1.3.19 利率期货 Interest Rate Futures
2.1.5 VaR 映射 VaR Mapping
2.2.7 投资组合信用风险 Portfolio Credit Risk
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
1.3.8 利用期货对冲 Using Futures for Hedging
1.3.10 为金融远期和期货定价 Pricing Financial Forwards and Futures
1.3.6 中央清算 Central Clearing
1.4.5 国家风险 Country Risk
1.1.7 风险数据汇总和报告原则 Risk Data Aggregation and Reporting Principles
1.4.7 操作风险 Operational Risk
1.3.20 互换 Swaps
1.1.8 企业风险管理和未来趋势 Enterprise Risk Management and Future Trends
2.2.3 银行的资产结构 Capital Structure in Banks
1.3.17 公司债券 Corporate Bonds
1.5.10 期权的回报和盈亏 Options Payoffs and Profits & Losses
1.4.1 金融风险的测度 Measures of Financial Risk
1.3.16 利率的性质 Properties of Interest Rates
2.2.10 终止净额结算及相关问题 Netting, Close-out, and Related Aspects 、
1.3.15 奇异期权 Exotic Options
1.3.18 抵押贷款和抵押支持债券 Mortgages and Mortgage-backed Securities
2.4.1 流动性风险 Liquidity Risk
2.2.13B 错向风险 Wrong-way Risk
2.5.11 预测投资经理人的欺诈行为 Predicting Fraud by Investment Managers