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JuiceNotes 2019
Financial Risk Manager (FRM) - Part I INDEX
Sr. No Name of Reading Page No.
1Risk management : Helicopter View 1
2Corporate Risk Management : A Primer 7
3Corporate Governance and Risk Management 10
4What is ERM 13
5Risk Management, Governance, Cultur e, and Risk Taking 15
6Financial Disasters 18
7Deciphering the Liquidity and Cr edit Crunch 2007-08 21
8Getting Up to Speed on the Financial Crisis 25
9Risk Management Failur es 30
10The Standard Capital Asset Pricing Model 31
11Applying CAPM to Performance Measur ement 38
12Arbitrage Pricing Theory and Multifactor Models 39
13Principles of Effective Data Aggr egation and Risk Reporting 42
14GARP Code of Conduct 47Book 1 -Foundations of Risk Management Conceptshttps://www .fintr eeindia.com/ © 2019 FinT ree Education Pvt. Ltd.
FinTree
15 Probabilities 51
16 Basic Statistics 57
17 Distribution 65
18 Bayesian Analysis 72
19 Hypothesis Testing and Confidence Intervals 76
20 Linear Regr ession with One Regr essor 84
21 Regr ession with Single Regr essor 88
22 Linear Regr ession with Multiple Regr essors 92
23 Hypothesis Tests and Confidence Intervals in Multiple Regr ession 95
24 Modeling and For ecasting Trend 100Book 2 - Quantitative analysis 25Modeling and For ecasting Seasonality 104
26Characterizing Cycles 106
27Modeling Cycles : MA, AR, and ARMA Models 109
28Volatility 111
29Corr elations and Copulas 115
30Simulation Methods 118
31Banks 122
32Insurance Companies and Pension Plans 125
33Mutual Funds and Hedge Funds 131
34Introduction ( Options, Futur es and Other Derivatives) 133
35Mechanics of Futur e Markets 135
36Hedging Strategies Using Futur es 138
37Inter est Rates 140
38Determination of Forward and Futur e Prices 147
39Inter est Rate Futur es 156
40Swaps 159
41Mechanics of Options Markets 166
42Properties of Stock Options 169
43Trading Strategies Involving Options 171
44Exotic Options 174
45Commodity Forwards and Futur es 178
46Exchanges, OTC Derivatives, DPCs and SPVs 181
47Basic Principles of Central Clearing 183
48Risks Caused by CCPs 185
49Foreign Exchange Risk 187
50Corporate Bonds 190
51Mortgages and Mortgage-Backed Securities 192Book 3 - Financial markets and pr oductshttps://www .fintr eeindia.com/ © 2019 FinT ree Education Pvt. Ltd.
FinTree Book 1 - Foundations of Risk Management Concepts
The unauthorized duplication of these notes is a viol ation of global cop yright l aws . Y our assistance in p ursuing potential viol ators of this l aw is gr eatly appr eciated. If an y viol ation comes to y our notice , get in to uch with us at admin@f intr eeindia. comNotice : Unless otherwise stated, cop yright and all intellectual pr operty rights in all the co urse material(s) pr ovided, is the pr operty of F inTree Education P rivate Limited. An y cop ying, duplication of the co urse material either dir ectly and/ or indir ectly f or use other than f or the p urpose pr ovided shall tantamo unt to infringement and shall str ongly def ended and p ursued, to the fullest extent permitted b y law.
JuiceNotes 2019
Financial Risk Manager (FRM) - Part I INDEX
Sr. No Name of Reading Page No.
1Risk management : Helicopter View 1
2Corporate Risk Management : A Primer 7
3Corporate Governance and Risk Management 10
4What is ERM 13
5Risk Management, Governance, Cultur e, and Risk Taking 15
6Financial Disasters 18
7Deciphering the Liquidity and Cr edit Crunch 2007-08 21
8Getting Up to Speed on the Financial Crisis 25
9Risk Management Failur es 30
10The Standard Capital Asset Pricing Model 31
11Applying CAPM to Performance Measur ement 38
12Arbitrage Pricing Theory and Multifactor Models 39
13Principles of Effective Data Aggr egation and Risk Reporting 42
14GARP Code of Conduct 47Book 1 -Foundations of Risk Management Conceptshttps://www .fintr eeindia.com/ © 2019 FinT ree Education Pvt. Ltd.
FinTree
15 Probabilities 51
16 Basic Statistics 57
17 Distribution 65
18 Bayesian Analysis 72
19 Hypothesis Testing and Confidence Intervals 76
20 Linear Regr ession with One Regr essor 84
21 Regr ession with Single Regr essor 88
22 Linear Regr ession with Multiple Regr essors 92
23 Hypothesis Tests and Confidence Intervals in Multiple Regr ession 95
24 Modeling and For ecasting Trend 100Book 2 - Quantitative analysis 25Modeling and For ecasting Seasonality 104
26Characterizing Cycles 106
27Modeling Cycles : MA, AR, and ARMA Models 109
28Volatility 111
29Corr elations and Copulas 115
30Simulation Methods 118
31Banks 122
32Insurance Companies and Pension Plans 125
33Mutual Funds and Hedge Funds 131
34Introduction ( Options, Futur es and Other Derivatives) 133
35Mechanics of Futur e Markets 135
36Hedging Strategies Using Futur es 138
37Inter est Rates 140
38Determination of Forward and Futur e Prices 147
39Inter est Rate Futur es 156
40Swaps 159
41Mechanics of Options Markets 166
42Properties of Stock Options 169
43Trading Strategies Involving Options 171
44Exotic Options 174
45Commodity Forwards and Futur es 178
46Exchanges, OTC Derivatives, DPCs and SPVs 181
47Basic Principles of Central Clearing 183
48Risks Caused by CCPs 185
49Foreign Exchange Risk 187
50Corporate Bonds 190
51Mortgages and Mortgage-Backed Securities 192Book 3 - Financial markets and pr oductshttps://www .fintr eeindia.com/ © 2019 FinT ree Education Pvt. Ltd.
FinTree Book 1 - Foundations of Risk Management Concepts
The unauthorized duplication of these notes is a viol ation of global cop yright l aws . Y our assistance in p ursuing potential viol ators of this l aw is gr eatly appr eciated. If an y viol ation comes to y our notice , get in to uch with us at admin@f intr eeindia. comNotice : Unless otherwise stated, cop yright and all intellectual pr operty rights in all the co urse material(s) pr ovided, is the pr operty of F inTree Education P rivate Limited. An y cop ying, duplication of the co urse material either dir ectly and/ or indir ectly f or use other than f or the p urpose pr ovided shall tantamo unt to infringement and shall str ongly def ended and p ursued, to the fullest extent permitted b y law.
