Course Overview
FRM Level I (Module #4) – Valuation and Risk Models:
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 risk management.
The training will include the following topics:
1. Bond Prices, Discount Factors and Arbitrage
2. Bond Prices, Spot Rates and Forward Rates
3. Yield to Maturity
4. One Factor measures of price sensitivity
5. Binomial Trees
6. The Black Scholes Merton Model
7. The Greek letters
8. Measures of Financial Risk
9. Putting VaR to work
10. Operational Risk
11. Extending the VaR Approach to Operational Risk
12. Stress Testing
13. Principles for Sound Stress testing practices and supervision
14. The Rating Agencies
15. External and Internal ratings
16. Country rrisk models
17. Loan Portfolios and Expected loss
18. Unexpected loss
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 finance terms
- Passion to learn