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价格： ￥ 14800.00
视频有效期：36个月
视频时长：约187小时
详情介绍
课程大纲
{in name="user_id" value="21644"} {/ in}课程试听 推荐
1.金融英语
1 - FRM与英语
2 - Grammar
3 - Financial Risk
4 - Financial Institute
5 - Financial Products
2.金融计算器
前言
计算器版本介绍
计算器初览
小数点位设置
运算优先级模式设置
期初期末模式设置
存储调用操作
常用清除键操作
指数运算
对数、阶乘、排列组合运算
泊松分布、二项分布运算
债券价格计算与日期函数运算
货币的时间价值运算
货币时间价值运算实务操作
货币时间价值运算不适用的情况
统计功能操作
3.金融市场产品
常见的金融机构
利率和债券
衍生品
4.债权类产品基础
债券
5.银行经营模式
银行组织架构
银行经营模式
银行财报
6.金融数学
金融数学
7.2023年考纲解读
考纲解读
1.风险管理基础
前言
1 - The Building Blocks of Risk Management
2 - How Do Firms Manage Financial Risk?
3 - The Governance of Risk Management
4 - Credit Risk Transfer Mechanisms
5 - Modern Portfolio Theory and Capital Asset Pricing Model
6 - The APT and Multifactor Models of Risk and Return
7 - Principles for Effective Data Aggregation and Risk Reporting
8 - Enterprise Risk Management and Future Trends
9 - Learning from Financial Disasters
10 - Anatomy of the Great Financial Crisis of 2007-2009
11 - GARP Code of Conduct
2.数量分析
Briefing
1 - Fundamentals of probability
2 - Random variables
3 - Common Univariate Random Variables
4 - Multivariate Random Variables
5 - Sample moments
6 - Hypothesis Testing
7 - Linear Regression
8 - Regression with Multiple Explanatory Variables
9 - Regression Diagnosis
10 - Stationary Time Series
11 - Non-Stationary Time Series
12 - Measuring Returns, Volatility, and Correlation
13 - Simulation and Bootstrapping
14 - Machine-Learning Methods
15 - Machine Learning and Prediction
3.金融市场产品
1 - Banks
2 - Insurance Companies and Pension Plans
3 - Funds Management
4 - Exchanges and OTC Markets
5 - Central clearing
6 - Interest Rates and Bonds
7 - Corporate Bonds
8 - Introduction to Derivatives
9 - Futures Markets
10 - Pricing Financial Forward and Futures
11 - Foreign Exchange Markets
12 - FRA and Interest Rate Futures
13 - Using Futures for Hedging
14 - Swaps
15 - Options Markets
16 - Properties of Options
17 - Trading Strategies
18 - Exotic Options
19 - Mortgages and Mortgage-Backed Securities
4.估值与风险模型
科目介绍
1 - Measures of Financial Risk
2 - Calculating and Applying VaR
3 - Measuring and Monitoring Volatility
4 - External and Internal Ratings
5 - Country Risk: Determinants, Measures, and Implications
6 - Measuring Credit Risk
7 - Operational Risk
8 - Stress Testing
9 - Pricing Conventions, Discounting, and Arbitrage
10 - Interest Rates
11 - Bond Yields and Return Calculations
12 - Applying Duration, Convexity, and DV01
13 - Modeling Non-Parallel Term Structure Shifts and Hedging
14 - Binomial Trees
15 - The Black-Scholes-Merton Model
16 - Option Sensitivity Measures: The “Greeks”
1.风险管理基础
1 - Risk Management and Corporate Government
2 - Modern Portfolio Theory
3 - Learning From Financial Disasters
4 - The Anatomy of Subprime Crisis
2.数量分析
Quantitative Analysis
3.金融市场产品
1 - Financial Institutions and CCP
2 - Interest Rates and Bonds basics
3 - Forwards and Futures
4 - Swaps
5 - Options Markets
6 - Mortgage-Backed Securities
4.估值与风险模型
1 - Market Risk
2 - Credit Risk
3 - Operational Risk
4 - Bonds
5 - Options
1.2023年考纲解读
考纲解读
2.市场风险
市场风险
3.信用风险
信用风险
4.操作风险
操作风险
1.市场风险
0 - Introduction
1 - Estimate market risk measurement
2 - Non-parametric approaches
3 - ParametricApproaches (II):Extreme Value
4 - backtesting VaR
5 - VaR Mapping
6 - Messages from the Academic Literature on Risk Management for the Trading Book
7 - Correlation Basics:Definitions, Applications, and Terminology
8 - Empirical Properties of Correlation: How Do Correlations Behave in the Real World?
9 - Financial Correlation Modeling-Bottom-Up Approaches
10 - Empirical Approaches to Risk Metrics and Hedging
11 - The Science ofTerm Structure Models
12 - The Evolution of Short Rates and the Shape of the Term Structure
13 - The Art of Term Structure Model： Drift
14 - The Art of Term Structure Model Volatility and Distribution
15 - Volatility Smiles
16 - FundamentalReview of theTrading Book
2.信用风险
1 - The credit decision
2 - The credit analyst
3 - Capital Structure in Banks
4 - Rating assignment methodologies
5 - Credit risk and credit derivatives
6 - Spread risk and default intensity models
7 - Portfolio credit risk
8 - Counterparty risk and beyond
9 - Netting, close-out and related aspects
10 - Margin(Collateral) and Settlement
11 - Future Value and Exposure
12 - CVA
13 - The evolution of stress-testing counterparty exposures
14 - Credit scoring and retail credit risk management
15 - Credit transfer markets and their implications
16 - An introduction of securitization
17 - Structured credit risk
18 - Understanding the securitization of subprime mortgage credit
Introduction
3.操作风险
Introduction
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
11 - Case Study: Financial Crime and Fraud
12 - Guidance on Managing Outsourcing Risk
13 - Case Study: Third-Party Risk Management
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
24 - Basel Ⅲ:Finalising Post-Crisis Reforms
4.流动性风险
introduction
1 - Liquidity Risk
2 - Liquidity and Leverage
3 - Early Warning Indicators
4 - The Investment Function in Financial-services Management
5 - Liquidity and Reserves Management Strategies and Policies
6 - Intraday Liquidity Risk Management
7 - Monitoring Liquidity
8 - The Failure Mechanics of Dealer Banks
9 - liquidity Stress Testing
10 - Liquidity Risk Reporting and Stress Testing
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
19 - Illiquid Assets
5.投资风险
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
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Predicting Fraud by Investment Managers
6.金融时事分析
0 - current issues
1 - paper1
2 - paper2
3 - paper3
4 - paper4
5 - paper5
6 - paper6
7 - paper7
8 - paper8
1.市场风险
1 - Estimating Market Risk Measures
2 - orrelation Basics
3 - The Science of Term Structure Models
4 - Volatility Smiles
2.信用风险
1 - Basics of Credit Risk
2 - Credit Risk Measurements
3 - Counterparty Risk and Mitigations
4 - Credit Derivatives and Securitization
3.流动性风险
0 - introduction
1 - part 1
2 - part 2
3 - part 3
4 - part 4
4.投资风险
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
9 - Hedge Funds
10 - Performing Due Diligence on Specific Managers and Funds
11 - Detecting Fraud by Investment Managers
5.操作风险
0 - topic0
1 - topic1
2 - topic2
3 - topic3
4 - topic4
5 - topic5
6 - topic6
7 - Topic7
8 - Topic8
9 - Topic9
10 - Topic10
11- Topic11
12 - Topic12
