21年FRM一级notesBook (2)更多资料敬请期待.pdf

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2021-04-16 发布于山东
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21年FRM一级notesBook (2)更多资料敬请期待.pdf

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Contents . Learning Objectives and Reading Assignments . Reading 45: Measures of Financial Risk . Exam Focus . Module 45.1: Portfolio Theory and Value at Risk . Module 45.2: Coherent Risk Measures . Key Concepts . Answer Key for Module Quizzes . Reading 46: Calculating and Applying VaR . Exam Focus . Module 46.1: Linear and Non-Linear Derivatives . Module 46.2: Monte Carlo, Stress Testing, and Scenario Analysis . Key Concepts . Answer Key for Module Quizzes . Reading 47: Measuring and Monitoring Volatility . Exam Focus . Warm-Up: Value at Risk (VaR) . Module 47.1: Return Distributions and Market Regimes . Module 47.2: Estimating Value at Risk . Module 47.3: Estimating Volatility and Mean Reversion . Key Concepts . Answer Key for Module Quizzes . Reading 48: External and Internal Credit Ratings . Exam Focus . Module 48.1: External Credit Ratings . Module 48.2: Rating Changes and Additional Rating Methods . Key Concepts . Answer Key for Module Quizzes . Reading 49: Country Risk: Determinants, Measures, and Implications . Exam Focus . Module 49.1: Sources of Country Risk . Module 49.2: Sovereign Credit Risk . Key Concepts . Answer Key for Module Quizzes . Reading 50: Measuring Credit Risk . Exam Focus . Module 50.1: Expected and Unexpected Loss . Module 50.2: Measuring Credit Losses and Modeling Credit Risk . Module 50.3: Challenges in Assessing Credit Risk . Key Concepts . Answer Key for Module Quizzes . Reading 51: Operational Risk . Exam Focus . Module 51.1: Deﬁning and Measuring Operational Risk