FRM e-Coach Program

 Print This Post   Subscribe to Newsletter  

Financial crisis in the recent past have put the role of the professional risk manager on the critical path. Professional risk managers must not only be collaborative in providing guidance on the risks and rewards of business decisions, but also independent and objective. Professional risk managers are increasingly being brought in on senior management roles to inculcate the importance of financial risk management in an organization.

The Global Association of Risk Professional’s Financial Risk Manager (FRM) certification program has become the global standard for financial risk professionals to meet the complexities of financial risk management. The FRM certification today opens doors for finance professionals to the multiple career options in financial risk management that call for competent, qualified financial risk managers.

The Finance 3.0 Financial Risk Manager (FRM) program contains a library of 61 courses developed according to GARP’s FRM program syllabus, and designed to help you prepare for the challenging 5 hour FRM exam. A step-by-step walk through of the ins and outs of all relevant FRM topics are covered in depth and quality, as well as several time based mock exams turbo-charged with an instant grading and feedback loop, to ensure that you build a comprehensive and detailed knowledge foundation to pass the FRM exam.

The 61 courses covered in the Finance 3.0 FRM program are:

Quantitative Analysis

• Time Value of Money
• Logarithms & Exponents
• Probability Distribution
• Fundamentals of Statistics I
• Fundamentals of Statistics II
• Forecasting Correlation and Volatility
• Extreme Value Theory-Basic Principles
• Monte Carlo Methods

Market Risk Measurement and Management

• Bond Markets
• Bond Pricing
• Bond Price Volatility
• Yield Measures
• Yield Curve Analysis
• Introduction to Derivatives
• Options-I
• Options-II
• Fixed-Income Derivatives
• Equity Markets
• Equity Derivatives
• Equity Risk
• Currency Risk and Currency Markets
• Commodity Risk and Commodity Derivatives
• Fixed Income Risk
• Emerging Market Risk
• Identification of Risk Factors
• Introduction to Market Risk Management
• VaR Methods
• Stress Testing
• Modeling Risk Factors
• Risk Budgeting
• Hedging Linear Risk
• Non-linear Risk-Options
• Measuring and Managing Corporate Exposures

Credit Risk Measurement and Management

• Introduction to Credit Risk
• Default Risk
• Counterparty Risks
• Credit Ratings and Migration
• Netting
• Margin and Collateral Requirements
• Portfolio Credit Risk
• Credit Derivatives
• Conceptual Approaches to Credit Risk Modeling
• Actuarial Approach and CreditRisk+
• Contingent Claim Approach and the KMV Model
• Credit Migration, Transition Matrices and CreditMetrics
• McKinsey CreditPortfolioView
• Special Purpose Vehicles

Operational & Integrated Risk Management, Legal, Accounting and Ethics

• Operational Risk
• Integrated Risk Management
• Risk Capital
• Legal Risk
• Model Risk
• Basel Market Risk Amendment
• Securitization and SPVs
• Basel New Capital Accord- An Overview
• Internal Ratings Based Approach

Risk Management and Investment Management

• Traditional Investment Risk Management
• Risk Budgeting and Setting Risk Limits
• Risk Management Issues of Pension Funds
• Hedge Fund Risk Management – 1
• Hedge Fund Risk Management – 2

Enrollment into the Finance 3.0 FRM program also provides you with access to a comprehensive collection of reference materials, study guides and mock exams to help you immediately take you have learnt and put it into practice.

$175 – 12 Month Program – Enroll Now