FRM Part 1 Training Details
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.
- Training by Realtime Expert trainer
- Live Online Classes
- Free study material
- Online virtual Classes available in morning, evening and weekend
- basic knowledge of Quantitative Methods, Financial Markets and Risk management.
- The format is 40% theory, 60% Hands-on.
- It is a 20 days program and extends up to 2hrs each.
- The format is 40% theory, 60% Hands-on.
- It is a 5 days program and extends up to 8hrs each.
- Private Classroom arrenged on request and minimum attendies for batch is 4.
- Value creation with risk management
- Market efficiency, equilibrium and the CAPM
- Performance measurement and attribution
- Sharpe ratio, information ratio, and tracking error
- Factor models and APT
- Risk management failures and case studies
- Probability distributions
- Estimating parameters of distributions
- Linear regression and correlation, hypothesis testing
- Statistical inference
- EWMA, GARCH models
- Maximum likelihood methods
- Volatility term structures
- Simulation methods
- Mechanics of futures markets
- Hedging strategies using futures (minimum variance hedge ratio)
- Determination of forward and futures prices
- Interest rate futures
- Properties of stock options
- Trading strategies involving options
- Commodity forwards and futures (cost of carry, lease rate, convenience risk, basis risk, exchanges and strategies)
- Foreign exchange risk
- Corporoate bonds
- Measuring portfolio exposure
- Value at risk (delta-normal valuation, full revaluation, historical simulation, and Monte Carlo simulation methods)
- Applications of VaR for market, credit, and operational risk
- VaR of linear and non-linear derivatives
- VaR for fixed income securities with embedded options
- Structured Monte Carlo
- Stress testing and scenario analysis
- Term structure of interest rates
- Discount factors, arbitrage, and yield curves
- Bond prices, spot rates, and forward rates
- Dollar value of a basis point, duration, and convexity
- Duration based hedging
- Binomial trees and Black-Scholes-Merton model
- Option greeks
- Credit rating agencies, credit ratings
- Credit transition matrices
- Sovereign risk and country risk evaluation
Foundations of Risk Management
Financial Markets and Products
Valuation and Risk Models
4.6 / 5.0
90% recommend this course
Average Rating For
- Content 4.5
- Knowledge 4.5
- Assignment 4.2
- Institute 4.3
- Instructor 4.4
Great experience! Thanks Ecorptrainings for providing an online learning platform where courses can be taken from anywhere and anytime as per convenience. I attended Workday training and Workday HCM training and both the courses were really good. I would definitely recommend Ecorptrainings Thanks Ecorp
Ecorptrainings is an interactive and innovative way of evangelizing us toward various courses. The best stars for Ecorptrainings lies on the ticket solving and their tailored courses. Instructors are knowledgeable and interactive in teaching. Workday training sessions are well structured with a proper content in helping us to dive. Good course material and structured modules in each course..