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A. First Class

FRM P2 | Overview | Transitioning from P1 to P2

FRM Part 2 | Syllabus

FRM | Exam Structure and Results

FRM | Registering with the Institute

FRM | When to Begin Preparation

FRM | Where to Study From?

How to Study for the Exam

FRM | Scope

About Our Classes

B. Free Resources

1. F2_TopicList_2020

3. F2_ImportanceLevel_2020

4. F2_Changes Guide_2020

6. F2 Performance Tracker

C. Calculator Videos

1. Introduction of the Calculator

2. The Basic Buttons

3. Basic Mathematical Functions

4. Time value of Money Buttons

5. Reset Button

6- Chn-Aos, Rand,Date, Profit, Breakeven, Percentage change, Interest Conversion

7. LN, CF, NPV, Payback, Period, Discounted Payback Period, IRR function

8. Statistical Functions

9. STO, Round, RCL, (sin,cos,tan) & inverse, hypothesis & Depreciation

10. Bond Functions

11. Memory, xP By Y, P By Y, Amount, Store & Recall

12. Conclusion

D. FAQ

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Market Risk: Estimating Market Risk Measures An Introduction and Overview

FRM LEVEL 2 | Estimating Market Risk Measures An Introduction and Overview | Part 1

FRM Level 2 | Estimating Market Risk Measures An Introduction and Overview | Part 2

Investment Risk: Portfolio Construction

FRM Level 2 | Portfolio Construction | Part 1

FRM Level 2 | Portfolio Construction | Part 2

FRM Level 2 | Portfolio Construction | Part 3

Credit Risk: Credit Scoring and Retail Credit Risk Management

FRM Level 2 | Credit Scoring and Retail Credit Risk Management

1. Estimating Market Risk Measures

2. Non-parametric Approaches

3. Parametric Approaches (II): Extreme Value

4. Backtesting VaR

5. VaR Mapping

6. Messages from the Academic Literature on Risk Measurement for the Trading Book

7. Correlation Basics: Definitions, Applications and Terminology

8. Empirical Properties of Correlation: How Do Correlations Behave in the Real World?

9. Financial Correlation Modeling - Bottom-Up Approaches

10. Empirical Approaches to Risk Metrics and Hedging

11. The Science of Term Structure Models

12. The Evolution of Short Rates and the Shape of the Term Structure

13. The Art of Term Structure Models: Drift

14. The Art of Term Structure Models: Volatility and Distribution

15. Volatility Smiles

16. Fundamental Review of the Trading Book

17. The Credit Decision

18. The Credit Analyst

19. Capital Structure in Banks

20. Ratings Assignment Methodoligies

21. Credit Risks and Credit Derivatives

22. Spread Risk and Default Intensity Models

23. Portfolio Credit Risk

24. Structured Credit Risk

25. Counterparty Risk and Beyond

26. Netting, Close-out and Related Aspects

27. Margin (Collateral) and Settlement

28. Future Value and Exposure

29. CVA

30. The Evolution of Stress Testing Counterparty Exposures

31. Credit Scoring and Retail Credit Risk Management

32. The Credit Transfer Markets — and Their Implications

33. An Introduction to Securitisation

34. Understanding the Securitization of Subprime Mortgage Credit

35. Revisions to the Principles for the Sound Management of Operational Risk

36. Enterprise Risk Management

37. What Is ERM

38. Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions

39. Banking Conduct and Culture

40. Risk Culture

41. OpRisk Data and Governance

42. Supervisory Guidance on Model Risk Management

43. Information Risk and Data Quality Management

44. Validating Rating Models

45. Assessing the Quality of Risk Measures

46. Risk Capital Attribution and Risk-Adjusted Performance

47. Range of Practices and Issues in Economic Capital Frameworks

48. Capital Planning at Large Bank Holding Companies

49. Stress Testing Banks

50. Guidance on Managing Outsourcing Risk

51. Management of Risks Associated with Money Laundering and Financing of Terrorism

52. Regulation of the OTC Derivatives Market

53. Capital Regulation Before the Global Financial Crisis

54. Solvency, Liquidity and Other Regulation After the Global Financial Crisis

55. High Level Summary Of Basel III Reforms

56. Basel III: Finalising post-crisis reforms

57. The Cyber-Resilient Organization

58. Cyber-resilience: Range of practices

59. Operational resilience: Impact tolerance for important business services

60. Principles for Operational Resilience

61. Striving for Operational Resilience: The Questions Boards and Senior Management Should Ask

62. Liquidity Risk

63. Liquidity and Leverage

64. Early Warning Indicators

65. The Investment Function in Financial-Services Management

66. Liquidity and Reserves Management: Strategies and Policies

67. Intraday Liquidity Risk Management

68. Monitoring Liquidity

69. The Failure Mechanics of Dealer Banks

70. Liquidity Stress Testing

71. Liquidity Risk Reporting and Stress Testing

72. Contingency Funding Planning

73. Managing and Pricing Deposit Services

74. Managing Non-Deposit Liabilities

75. Repurchase Agreements and Financing

76. Liquidity Transfer Pricing: A Guide to Better Practice

77. The US Dollar Shortage in Global Banking and the International Policy Response

78. Covered Interest Parity Lost: Understanding the Cross-Currency Basis

79. Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques

80. Illiquid Assets

81. Factor Theory

82. Factors

83. Alpha (and the Low-Risk Anomaly)

84. Portfolio Construction

85. Portfolio Risk: Analytical Methods

86. VaR and Risk Budgeting in Investment Management

87. Risk Monitoring and Performance Measurement

88. Portfolio Performance Evaluation

89. Hedge Funds

90. Performing Due Diligence on Specific Managers and Funds

91. Dimmock and William C. Gerken: Predicting Fraud by Investment Managers (2012)

92. Machine Learning and AI for Risk Managemen

93. Artificial Intelligence Risk & Governance

94. Covid-19 and cyber risk in the financial sector

95. Holistic Review of the March Market Turmoil

96. LIBOR transition Case studies for navigating conduct risks

97. Beyond LIBOR: a primer on the new benchmark rates

98. Climate-related risk drivers and their transmission channels

99. The Rise of digital money

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FRM Part 2 | 2023