| Résumé : |
This volume covers the measurement and management of market risk, and includes a range of borad knowledge points such as;
- Value-at-risk (VaR) and other risk measures, including parametric and non-parametric methods of estimation, VaR mapping, backtesting VaR, expected shortfall (ES), other coherent risk measures, and Extreme Value Theory (EVT); - Team structure models of interest rates; - Fundamental Review of the Trading Book
As the world's leading designation for financial risk management, the FRM assesses your ability to measure and manage risk by testing against a global professional standard. This series presents the material for the 2021 FRM curriculum, and provides a framework for your studies as you prepare to take the Exam. |
2023 FRM Exam Part II - Market Risk Measurement and Management / GARP (GLOBAL ASSOCIATION OF RISK PROFESSIONALS) (2023)
