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Financial Risk Manager (FRM) - Part 1

Foundations of Risk Management

Building Blocks of Risk Management
How do firms manage Financial Risk
Credit Risk Transfer Mechanisms
Q & A: Credit Risk Transfer Mechanisms
Risk Management Process
Types of Financial Risk a Firm should manage
Modern Portfolio Theory
Q&A: Modern Portfolio
Capital Asset Pricing Model
Arbitrage Pricing Theory
Q & A: Arbitrage Pricing Theory
Q & A: 2007/2008 Financial Crisis
Q & A: Bank Failure
Learning From Financial Disasters - Liquidity Crisis (38:15)

Quantitative Analysis

Introduction to Probability (12:41)
Mutually exclusive events (7:49)
Conditional Probability (17:24)
Q & A: Probability (5Qs)
Random Variables (35:07)
Q & A: Random Variables (5Qs)
Bernoulli & Binomial distribution (17:23)
Poisson Distribution (15:35)
Uniform Distribution (17:30)
Normal Distribution (14:38)
Student's T and Chi Squared distribution (29:57)
F Distribution (14:26)
Q & A: Distributions(4Qs)
Probability Matrix (12:17)
Covariance and Correlation (16:59)
Q&A: Multivariate Random Variables (6Qs)
Sample Mean (10:11)
Sample variance (12:27)
Skew & Kurtosis (10:00)
Law of Large Numbers
Central Limit Theorem
Sample Mean of Two Variables
Q&A: Sample Moments
Introduction to Hypothesis Testing
Q & A: Statistical inference and hypothesis testing
linear regression
linear regression - hypothesis testing
Multiple regression
Multiple regression hypothesis
Q&A: Linear & Multiple regression
Regression Diagnostics - Omitted variables
Heteroskedacity
Multicollinearity
Stationary Time Series
Introduction to Moving Average Model
Introduction to Auto Regressive Model

Financial Markets & Products

Introduction to Banks - Part 1
Introduction to Banks - Part 2
Insurance and Pension Plans - Introduction
Calculating Mortgage Payments
Q & A: Mutual Funds
Linear Derivatives
Non Linear Derivatives
Call Options
Put Options
Exchanges and OTC Markets
Central Clearing - OTC Trades
Futures Basics
Commodity Forwards
Forward Rate Contracts - Part 1
Introduction to Foreign Exchange Rates
Q & A: Forward Contracts (7Qs)
Forward Rate Agreement
Futures Margin Requirements
What is Basis Risk?
Minimum Variance Hedge Ratio
Calculate forward rate based on spot rate
Introduction to Treasury Bond Futures
Lower Bound European Call
Upper Bound Put Option
Upper Bound Call Option
Interest Rate Risk - DV01
Interest Rate Risk - Duration
Principal Protected Notes
Protective Put & Covered Call
Option Spreads - Part 1
Q & A : Option Trading Strategies (10Qs)
Corporate Bonds - Part 1
Corporate Bonds - Part 2
Introduction to Swaps
Q & A: Swaps (7Qs)
Currency Swaps
Treasury Bond Futures - Introduction
Day Count Conventions
Futures Conversion Factor

Valuation & Risk Models

Mean Variance Framework
3 Approaches to calculate VaR
Delta Normal VaR
VaR - Historical Simulation
Q & A: VaR and Expected Shortfall (9Qs)
External Rating Agencies - Part 1
External Rating Agencies - Part 2
Q & A : External Rating Agencies (8Qs)
Country Risk
Credit Risk - Mean & Standard Deviation of Credit Losses
Credit Risk - Vasisek Model
Introduction to Stress Testing
Treasury Bills & Treasury Bonds
Bonds - Gross & Net Return
Bonds - Yield to Maturity
Bonds - Replicating bonds cashflows
Option Greeks - Vega
Option Greeks - Delta
Option Greeks - Theta
Option Greeks - Gamma
Introduction to Key Rate Shifts
Option Valuation - 1 step binomial tree
Option Valuation - 2 step binomial
Black Scholes Model - Log Normal Property of Stock Price
Black Scholes Model - Continuous Compounding % of Return of a Stock
Black Scholes Model - European Call Option
Black Scholes Model - European Put Option

Questions and Answers

Book 3: Corporate Bonds - Questions & Answers

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Linear Derivatives

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