價格： ￥ 9980.00
視頻有效期：24個月
視頻時長：約395學時
視頻數量：925個
詳情介紹
課程大綱
{in name="user_id" value="21644"} {/ in}課程試聽 推薦
1.金融市場產品
《金融市場產品》沖刺秘訓--1
《金融市場產品》沖刺秘訓--2
《金融市場產品》沖刺秘訓--3
2.數量分析
《數量分析》沖刺秘訓--3
《數量分析》沖刺秘訓--2
《數量分析》沖刺秘訓--1
3.風險管理基礎
《風險管理基礎》沖刺秘訓--2
《風險管理基礎》沖刺秘訓--1
《風險管理基礎》沖刺秘訓--3
4.估值與風險模型
《估值與風險模型》沖刺秘訓--1
《估值與風險模型》沖刺秘訓--2
《估值與風險模型》沖刺秘訓--3
5.FRM一級機考
《全景?？冀馕觥?-1
《全景?？冀馕觥?-2
《全景?？冀馕觥?-3
《全景?？冀馕觥?-4
1.流動性風險
《流動性風險》沖刺秘訓--1
《流動性風險》沖刺秘訓--2
2.投資風險
《投資風險》沖刺秘訓--2
《投資風險》沖刺秘訓--1
3.操作風險
《操作風險》沖刺秘訓--3
《操作風險》沖刺秘訓--2
《操作風險》沖刺秘訓--1
4.市場風險
《市場風險》沖刺秘訓--3
《市場風險》沖刺秘訓--2
《市場風險》沖刺秘訓--1
5.信用風險
《信用風險》沖刺秘訓--3
《信用風險》沖刺秘訓--2
《信用風險》沖刺秘訓--1
6.實事分析
《實事分析》沖刺秘訓--1
《實事分析》沖刺秘訓--2
7.FRM二級機考
《全景?？冀馕觥?-1
《全景?？冀馕觥?-2
1.金融英語
1 - FRM與英語
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融計算器
前言
貨幣時間價值運算不適用的情況
貨幣時間價值運算實務操作
貨幣的時間價值運算
債券價格計算與日期函數運算
泊松分布、二項分布運算
對數、階乘、排列組合運算
指數運算
常用清除鍵操作
存儲調用操作
期初期末模式設置
運算優先級模式設置
小數點位設置
計算器初覽
計算器版本介紹
統計功能操作
3.金融市場產品
常見的金融機構
利率和債券
衍生品
4.債權類產品基礎
債券
5.銀行經營模式
銀行組織架構
銀行經營模式
銀行財報
6.金融數學
金融數學
7.2023年考綱解讀
考綱解讀
1.風險管理基礎
前言
10 - Anatomy of the Great Financial Crisis of 2007-2009
9 - Learning from Financial Disasters
8 - Enterprise Risk Management and Future Trends
7 - Principles for Effective Data Aggregation and Risk Reporting
6 - The APT and Multifactor Models of Risk and Return
5 - Modern Portfolio Theory and Capital Asset Pricing Model
4 - Credit Risk Transfer Mechanisms
3 - The Governance of Risk Management
2 - How Do Firms Manage Financial Risk?
1 - The Building Blocks of Risk Management
11 - GARP Code of Conduct
2.數量分析
Briefing
14 - Machine-Learning Methods
13 - Simulation and Bootstrapping
12 - Measuring Returns, Volatility, and Correlation
11 - Non-Stationary Time Series
10 - Stationary Time Series
9 - Regression Diagnosis
8 - Regression with Multiple Explanatory Variables
7 - Linear Regression
6 - Hypothesis Testing
5 - Sample moments
4 - Multivariate Random Variables
3 - Common Univariate Random Variables
2 - Random variables
1 - Fundamentals of probability
15 - Machine Learning and Prediction
3.金融市場產品
1 - Banks
18 - Exotic Options
17 - Trading Strategies
16 - Properties of Options
15 - Options Markets
14 - Swaps
13 - Using Futures for Hedging
12 - FRA and Interest Rate Futures
11 - Foreign Exchange Markets
10 - Pricing Financial Forward and Futures
9 - Futures Markets
8 - Introduction to Derivatives
7 - Corporate Bonds
6 - Interest Rates and Bonds
5 - Central clearing
4 - Exchanges and OTC Markets
3 - Funds Management
2 - Insurance Companies and Pension Plans
19 - Mortgages and Mortgage-Backed Securities
4.估值與風險模型
科目介紹
15 - The Black-Scholes-Merton Model
14 - Binomial Trees
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
12 - Applying Duration, Convexity, and DV01
11 - Bond Yields and Return Calculations
10 - Interest Rates
9 - Pricing Conventions, Discounting, and Arbitrage
8 - Stress Testing
7 - Operational Risk
6 - Measuring Credit Risk
5 - Country Risk: Determinants, Measures, and Implications
4 - External and Internal Ratings
3 - Measuring and Monitoring Volatility
2 - Calculating and Applying VaR
1 - Measures of Financial Risk
16 - Option Sensitivity Measures: The “Greeks”
1.2023年考綱解讀
考綱解讀
2.市場風險
市場風險
3.信用風險
信用風險
4.操作風險
操作風險
1.市場風險
0 - Introduction
15 - Volatility Smiles
14 - The Art of Term Structure Model Volatility and Distribution
13 - The Art of Term Structure Model： Drift
12 - The Evolution of Short Rates and the Shape of the Term Structure
11 - The Science ofTerm Structure Models
10 - Empirical Approaches to Risk Metrics and Hedging
9 - Financial Correlation Modeling-Bottom-Up Approaches
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
7 - Correlation Basics:Definitions, Applications, and Terminology
6 - Messages from the Academic Literature on Risk Management for the Trading Book
5 - VaR Mapping
4 - backtesting VaR
3 - ParametricApproaches (II):Extreme Value
2 - Non-parametric approaches
1 - Estimate market risk measurement
16 - FundamentalReview of theTrading Book
2.信用風險
1 - The credit decision
18 - Understanding the securitization of subprime mortgage credit
17 - Structured credit risk
16 - An introduction of securitization
15 - Credit transfer markets and their implications
14 - Credit scoring and retail credit risk management
13 - The evolution of stress-testing counterparty exposures
12 - CVA
11 - Future Value and Exposure
10 - Margin(Collateral) and Settlement
9 - Netting, close-out and related aspects
8 - Counterparty risk and beyond
7 - Portfolio credit risk
6 - Spread risk and default intensity models
5 - Credit risk and credit derivatives
4 - Rating assignment methodologies
3 - Capital Structure in Banks
2 - The credit analyst
Introduction
3.操作風險
Introduction
14 - Case Study: Investor Protection and Compliance Risks in Investment Activities
15 - Supervisory Guidance on Model Risk Management
16 - Case Study: Model Risk and Model Validation
17 - Stress Testing Banks
18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement
19 - Range of Practices and Issues in Economic Capital Frameworks
20 - Capital Planning at Large Bank Holding Companies
21 - Capital Regulation Before the Global Financial Crisis
22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis
23 - High-Level Summary of Basel Ⅲ Reforms
13 - Case Study: Third-Party Risk Management
12 - Guidance on Managing Outsourcing Risk
11 - Case Study: Financial Crime and Fraud
1 - Introduction to Operational Risk and Resilience
2 - Risk Governance
3 - Risk Identification
4 - Risk Identification
5 - Risk Mitigation
6 - Risk Reporting
7 - Integrated Risk Management
8 - Cyber-Resilience: Range of Practices
9 - Case Study: Cyberthreats and Information Security Risks
10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流動性風險
introduction
11 - Contingency Funding Planning
12 - Managing and Pricing Deposit Services
13 - Managing Non-deposit Liabilities
14 - Repurchase Agreements and Financing
15 - Liquidity Transfer Pricing: A Guide to Better Practice
16 - The US dollar Shortage in Global Banking and International Policy Response
17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis
18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques
10 - Liquidity Risk Reporting and Stress Testing
9 - liquidity Stress Testing
4 - The Investment Function in Financial-services Management
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
19 - Illiquid Assets
5.投資風險
1 - Factor theory
2 - Factors
3 - Alpha (and the Low-Risk Anomaly)
4 - Portfolio Construction
5 - Portfolio Risk：Analytical Methods
6 - VaR and Risk Budgeting in Investment Management
7 - Risk Monitoring and Performance Measurement
8 - Portfolio Performance Evaluation
