Course Overview
35h 9m | 318 Videos | 63275 Views | 
Intermediate| English[Auto-generated] trigger text
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FRM Level 2 Comprehensive Course:
The Financial Risk Manager is a designated post offered to those who have been internationally certified after passing the FRM Level Exams. This certification is issued and offered by Global Association of Risk Professionals (GARP). The exam has two phases, Level I and Level II. Both the exams have a curriculum that extensively covers the major topics involved in financial risk management.
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In this training we are sticking to the curriculum as suggested by GARP which includes the following topics on Market Risk Measurement and Management subject of FRM level 2:
- VaR and other risk measures
- Parametric and non-parametric methods of estimation
- VaR mapping
- Backtesting VaR
- Expected shortfall (ES) and other coherent risk measures
- Modeling dependence: correlations and copulas
- Term structure models of interest rates
- Discount rate selection
- Volatility: smiles and term structures
Target Customers:
- Professionals who are in the financial risk management sector
- Novice aspirants having the basic knowledge about finance can go for this prep course too and can be benefitted after passing the exam.
- Professionals like analysts, bankers, managers in this industry can enhance their career prospect.
Pre-Requisites:
- Basic knowledge of mathematics and stats.
- Passion to learn
