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1.1.1 风险管理的构成要素 The Building Blocks of Risk Management
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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。 The Building Blocks of Risk Management (FRM Part 1 – Book 1 – Chapter 1) After completing this reading you should be able to: - Explain the concept of risk and compare risk management with risk taking. - Describe elements, or building blocks, of the risk management process and identify problems and challenges that can arise in the risk management process. - Evaluate and apply tools and procedures used to measure and manage risk, including quantitative measures, qualitative assessment and enterprise risk management. - Distinguish between expected loss and unexpected loss and provide examples of each. - Interpret the relationship between risk and reward and explain how conflicts of interest can impact risk management. - Describe and differentiate between the key classes of risks, explain how each type of risk can arise, and assess the potential impact of each type of risk on an organization. - Explain how risk factors can interact with each other and describe challenges in aggregating risk exposures.
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1.1.3 风险管理的措施 The Governance of Risk Management
1.1.4 信用风险转移机制 Credit Risk Transfer Mechanisms
2.5.5 投资组合风险: 分析方法 Portfolio Risk: Analytical Methods
2.5.3 阿尔法(和低风险的异常现象)Alpha (and the Low-Risk Anomaly)
2.3.10 模型风险管理指南 Supervisory Guidance on Model Risk Management
2.3.5 风险缓解 Risk Mitigation
2.1.10 风险度量和对冲的实证方法 Empirical Approaches to Risk Metrics and Hedging
1.4.7 操作风险 Operational Risk
2.2.15 信用评分和零售信贷风险管理 Credit Scoring and Retail Credit Risk Management
2.3.9 外包风险管理指南 Guidance on Managing Outsourcing Risk
2.3.4 风险衡量和评估 Risk Measurement and Assessment
2.1.1 估算市场风险的措施 Estimating Market Risk Measures
2.3.8 与洗钱和资助恐怖主义有关的风险管理
2.2.8 结构性信用风险 Structured Credit Risk
1.4.5 国家风险 Country Risk
1.4.6 信用风险测度 Measuring Credit Risk
2.2.7 投资组合信用风险 Portfolio Credit Risk
2.2.13B 错向风险 Wrong-way Risk
2.2.16 信用风险转移市场及其影响 The Credit Transfer Markets and Their Implications
1.4.1 金融风险的测度 Measures of Financial 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
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2.1.15 波动率微笑 Volatility Smiles
1.4.16 期权敏感性指标:希腊字母 Option Sensitivity Measures: The “Greeks”
1.2.1 概率论基础 Fundamentals of Probability
1.3.4 衍生品介绍 Introduction to Derivatives
2.2.5 信用风险和信用衍生工具 Credit Risks and Credit Derivatives
2.5.11 预测投资经理人的欺诈行为 Predicting Fraud by Investment Managers
1.1.10 2007-2009年金融危机分析 Anatomy of the Great Financial Crisis of 2007-2009
2.5.4 投资组合构建 Portfolio Construction
2.1.14 期限结构模型的艺术:波动性和分布
1.1.11 GARP行为准则 GARP Code of Conduct
1.2.6 假设检验 Hypothesis Testing
2.3.7 网络弹性:应用范围 Cyber-resilience: Range of Practices
2.2.2 信贷分析 The Credit Analyst
1.3.17 公司债券 Corporate Bonds
1.5.2 Beta 与 CAPM Beta and CAPM
2.5.8 投资组合绩效评估 Portfolio Performance Evaluation
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2.5.2 因素 Factors