Key Course Benefits
Video lessons on all key topics
Live Zoom sessions on key topics (Options, VaR, Bonds, Derivatives, Statistics)
Practice questions and answers (updated frequently)
Practice Mock Exams
Why Learn FRM Part 1 with Expert Finance Training?
- Learning approach focused on how to pass exams and weighting given to key topics that requires detailed understanding
- Live Zoom sessions before exams to prepare students to tackle some of the difficult topics easily
- Work related practical tips to enhance career options provided by course creator Collin Ratnam who has worked in the Financial Sector since for the last 2 decades.
- Our teaching approach is based on considering students who might have busy schedules and who might have limited time to learn.
Statistics
Our training will be providing a greater weighting for statistics due to its coverage in FRM Part 1 also its relevance in other sections of the course and some aspects of statistics is used frequently in most Market Risk related roles.
Pricing of Derivatives
Understanding how Options and other derivatives (Forward contracts, FRA, Swaps, Currency Swaps, Futures etc) are used and valued are key, and our course provides more focus for these topics.
Value at Risk & Bonds
Value at Risk is a key industry topic that many students struggle to understand and this is a topic that's also covered extensively in FRM Part 2. Bonds are covered extensively in FRM Part 1 & 2. Both these topics are covered in detail in the course.
Example Curriculum
Foundations of Risk Management
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- 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
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- 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
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- 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
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- 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
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Questions
If you have any questions relating to course topics or any related questions, please send us an email on [email protected]
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