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Workday HCM Demo New Batches Starting from Friday... 31-8-2018
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FRM Advanced online training

FRM Advanced


The Financial Risk Manager (FRM) designation is an international professional certification offered by the Global Association of Risk Professionals. To be awarded the FRM designation, candidates must complete rigorous two-part, practice-oriented examination that covers the major topics in financial risk management, demonstrate two years' professional work experience in financial risk management, and meet other requirements.

The FRM is a qualification for risk management professionals, particularly those who are involved in analyzing, controlling, or assessing potential credit risk, market risk, and liquidity risk as well as non-market related financial risks. FRM holders perform a broad variety of functions related to risk management within investment banks, asset management firms, as well as in corporations and government agencies. Top employers of FRM holders include global financial services firms Deutsche Bank, HSBC, and UBS, as well as auditing firms KPMG, Ernst & Young (EY) and PricewaterhouseCoopers (PwC). The FRM designation specification is disclosed on the U.S. Financial Industry Regulatory Authority (FINRA) education website where the FRM certificate program is shown on the FINRA guide to designations.


  • basic knowledge of Quantitative Methods, Financial Markets and Risk management.


  • It is a 12 days program and extends up to 2hrs each.
  • The format is 40% theory, 80% Hands-on.

  • It is a 3 days program and extends up to 8hrs each.
  • The format is 40% theory, 80% Hands-on.
    Private Classroom arranged on request and minimum attendies for batch is 4.

course content

  • Market Risk Measurement and Management
    • Volatility smiles and volatility term structures
    • Exotic options
    • Duration, convexity, key rate and bucket exposures, and term structure models
    • Backtesting value at risk
    • Mapping financial instruments to risk factors
    • Expected shortfall and coherent risk measures
    • Parametric approaches: extreme value theory
    • Modeling dependence: correlations and copulas
    • Mortgages and mortgage-backed securities (underwriting mortgages, prepayment models, risk and valuation of mortgage-backed securities)
  • Credit Risk Measurement and Management
    • Subprime mortgages and securitization
    • Credit derivatives, credit default swaps, and credit-linked notes
    • Cash and synthetic collateralized debt obligations (pricing and risk management)
    • Probability of default, loss given default, and recovery rates
    • Credit scoring and credit spreads
    • Expected an unexpected loss
    • Contingent claim approach and the KMV model
    • Default and default-time correlations
    • Portfolio credit risk
    • Credit risk management models
    • Risk mitigation techniques
  • Operational and Integrated Risk Management
    • Risk capital and allocation of risk capital across the firm
    • Firm-wide risk measurement and management
    • Evaluating the performance of risk management systems
    • Regulation and the Basel II Accord (minimum capital requirements, credit concentration risk, liquidity risk, stress testing)
    • Implementation and model risk
    • Liquidity risk
    • Economic capital and risk aggreggation
  • Risk Management and Investment Management
    • Portfolio construction
    • Risk decomposition and performance attribution
    • Individual hedge fund strategies (return and risk considerations for fixed-income arbitrage, merger arbitrage, convertible bond arbitrage, equity long/short, equity market-neutral, macro, distressed debt, emerging markets)
    • Hedge fund risk management (asset illiquidity, valuation, and risk measurement)
    • Use of leverage and derivatives and the risks they create
    • Funds of hedge funds and style drifts
    • Portfolio risk: analytical methods
    • Value at risk and risk budgeting in investment management
    • Risk budgeting for pension funds and investment managers using value at risk
  • Current Issues in Financial Markets
    • Causes and consequences of the current crisis
    • Subprime mortgage design
    • Mortgages and securitization, supbrime CDOs Liquidity crisis
    • Use and limitations of value at risk
    • Hedge funds and systematic risk


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