FRM Part II
6 个单元 · 99 个章节
免费 FRM Part II 学习笔记，适合 FRM 学生。每个章节都覆盖一个重点主题，并附例题与可延伸到 thinka app 的练习提示。
Market Risk Measurement and Management
Estimating Market Risk Measures: An Introduction and Overview
Non-parametric Approaches
Parametric Approaches (II): Extreme Value
Backtesting VaR
VaR Mapping
Messages from the Academic Literature on Risk Measurement for the Trading Book
Correlation Basics: Definitions, Applications, and Terminology
Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
Financial Correlation Modeling — Bottom-Up Approaches
Empirical Approaches to Risk Metrics and Hedging
The Science of Term Structure Models
The Evolution of Short Rates and the Shape of the Term Structure
The Art of Term Structure Models: Drift
The Art of Term Structure Models: Volatility and Distribution
Volatility Smiles
Fundamental Review of the Trading Book
Credit Risk Measurement and Management
The Credit Decision
The Credit Analyst
Capital Structure in Banks
Rating Assignment Methodologies
Credit Risks and Credit Derivatives
Spread Risk and Default Intensity Models
Portfolio Credit Risk
Structured Credit Risk
Counterparty Risk and Beyond
Netting, Close-out and Related Aspects
Margin (Collateral) and Settlement
Future Value and Exposure
CVA
The Evolution of Stress Testing Counterparty Exposures
Credit Scoring and Retail Credit Risk Management
The Credit Transfer Markets — and Their Implications
An Introduction to Securitisation
Understanding the Securitization of Subprime Mortgage Credit
Operational Risk and Resilience
Revisions to the Principles for the Sound Management of Operational Risk
Enterprise Risk Management: Theory and Practice
What is ERM?
Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions
Banking Conduct and Culture: A Permanent Mindset Change
Risk Culture
OpRisk Data and Governance
Supervisory Guidance on Model Risk Management
Information Risk and Data Quality Management
Validating Rating Models
Assessing the Quality of Risk Measures
Risk Capital Attribution and Risk-Adjusted Performance Measurement
Range of Practices and Issues in Economic Capital Frameworks
Capital Planning at Large Bank Holding Companies: Supervisory Expectations and Range of Current Practice
Stress Testing Banks
Guidance on Managing Outsourcing Risk
Management of Risks Associated with Money Laundering and Financing of Terrorism
Regulation of the OTC Derivatives Market
Capital Regulation Before the Global Financial Crisis
Solvency, Liquidity and Other Regulation After the Global Financial Crisis
High-level Summary of Basel III Reforms
Basel III: Finalising Post-Crisis Reforms
The Cyber-Resilient Organization
Cyber-resilience: Range of Practices
Operational Resilience: Impact Tolerance for Important Business Services
Principles for Operational Resilience
Striving for Operational Resilience: The Questions Boards and Senior Management Should Ask
Liquidity and Treasury Risk Measurement and Management
Liquidity Risk
Liquidity and Leverage
Early Warning Indicators
The Investment Function in Financial-Services Management
Liquidity and Reserves Management: Strategies and Policies
Intraday Liquidity Risk Management
Monitoring Liquidity
The Failure Mechanics of Dealer Banks
Liquidity Stress Testing
Liquidity Risk Reporting and Stress Testing
Contingency Funding Planning
Managing and Pricing Deposit Services
Managing Nondeposit Liabilities
Repurchase Agreements and Financing
Liquidity Transfer Pricing: A Guide to Better Practice
The US Dollar Shortage in Global Banking and the International Policy Response
Covered Interest Parity Lost: Understanding the Cross-Currency Basis
Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
Illiquid Assets
Risk Management and Investment Management
Factor Theory
Factors
Alpha (and the Low-Risk Anomaly)
Portfolio Construction
Portfolio Risk: Analytical Methods
VaR and Risk Budgeting in Investment Management
Risk Monitoring and Performance Measurement
Portfolio Performance Evaluation
Hedge Funds
Performing Due Diligence on Specific Managers and Funds
Predicting Fraud by Investment Managers
Current Issues in Financial Markets
Advances in Artificial Intelligence: Implications for Capital Markets Activities
The Financial Stability Implications of Artificial Intelligence
The Global Drivers of Private Credit
Global Financial Stability Report, April 2025 (Chapter 2)
Monetary and Fiscal Policy: Safeguarding Stability and Trust
Regulating the Crypto Ecosystem: The Case of Unbacked Crypto Assets
Tokenization and Financial Market Inefficiencies
Digital Resilience and Financial Stability: The Quest for Policy Tools in the Financial Sector
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