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FRM Preparation

Sat, 16/04/2011 - Sat, 14/05/2011

Our company offers two types of courses for those preparing for the FRM exams: common for several designations – "Boot Camps" (Quantitative and Finance) and specialized (Exam Level I and Level II). Boot Camps are not designed for the faint-hearted. Instead, we purposefully created them to be as intensive as possible – such as to boost your understanding of the area. Our instructors will specifically concentrate on most difficult areas, squeezing as much knowledge as possible into your memory. Two specialized programs – Level I and II are intended to help you pass - the very first time. Level I prep course covers all topics included in Exam Level I. However, if you feel your previous experience did not give you enough knowledge in Quantitative or/and Finance areas, we recommend taking the respective Boot Camps.

The FRM Exam Level I preparation will cover the following topics:

  • Foundations of Risk Management
  • Quantitative Analysis
  • Financial Markets and Products
  • Risk Modeling

FRM Exam Level II

 The preparation will cover the following topics:

  • Market risk measurement and management
    1.1. VAR Models:
    1.1.1. Analytical (Delta-Normal) VAR.
    1.1.2. Monte Carlo Simulation VAR.
    1.1.3. Historical VAR.
    1.2. Mapping Positions to Risk Factors and Backtesting VAR Models.
    1.3. Advanced VAR Models.
    1.4. Stress Testing.
  • Credit risk measurement and management
    2.1. Foundation of Credit Risk Modelling:
    2.1.1. PD.
    2.1.2. EAD.
    2.1.3. LGD.
    2.2. Default and Credit Migration.
    2.3. Portfolio Models of Credit Loss:
    2.3.1. Credit Metrics.
    2.3.2. Credit Portfolio View.
    2.3.3. KMV Model.
    2.3.4. Credit Risk+.
    2.4. Credit Risk Capital Calculation.
  • Operational and integrated risk measurement and management
    3.1. Operational Risk Management Framework.
    3.2. Operational Risk Process Models.
    3.3. Operational VAR Models.
  • Risk management and investment management
  • Current issues in financial markets

IV. CAPITAL ALLOCATION and RAPM.

Preparation for FRM Exam II in May will start on 02 April, all 6 sessions will finish by mid-May; the fee is 32000 RUR.

To apply, please, fill in Registration form.