FRM Part1 - Financial Market and Derivatives 최종핵심 서브노트

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2019 개정판으로 준비하며 만든 서브노트입니다
메인노트 + E사 인강 참고하여 제작하였습니다.
FRM 시험은 공부량이 방대한 관계로 서브노트 활용이 필수적이며, 위 요약본만 이해하는데 문제없으시다면 올1등급도 가능할 것으로 생각됩니다.
단, 위 서브노트만드로 시험대비를 하실 경우 이해하는데 어려움이 있을 수 있습니다(핵심정리위주이므로)
메인교재인 슈웨이저 1회독 이상 하신 후 위 노트로 학습하시길 권장드립니다. 이 경우 학습효과를 가장 극대화 할 수 있습니다.

2015 mac word로 작성되어 (ms word 16.25버전) 사용버전에 따라 폰트, 양식 등이 일부 망가져 보일 수 있습니다.
기본적인 작성은 Microsoft one note로 작성하였으며, 이후 ms word로 변환한 것입니다. one note파일 필요하신 분운 구매문의 남겨주시면 구매하신분에 한해 메일로 보내드리겠습니다.

목차

1. 31. Banks
2. 32. Insurance Companies and pension plan
3. 33. Mutual Funds and Hedge Funds
4. 34. Introduction (Options, Futures, and Other Derivatives)
5. 35. Mechanics of Futures Markets
6. 36. Hedging Strategies Using Futures
7. 37. Interest Rates
8. 38. Determination of Forward and Futures Prices
9. 39. Interest Rate Futures
10. 40. Swaps
11. 41. Mechanics of Options Markets
12. 42. Properties of Stock Options
13. 43. Trading Strategies Involving Options
14. 44. Exotic Options
15. 45. Commodity Forwards and Futures
16. 46. exchanges, OTC derivatives, DPC, SPV
17. 47. Basic principles of central clearing
18. 48. Risks Caused by CCPs
19. 49. Foreign Exchange Risk
20. 50. Corperate Bond
21. 51. Mortgages and Mortgage-Backed securities

본문내용

1. Banks.
1. Types of banks
a. Commercial banks
i. take deposits and make loans. Commercial banks include retail banks, which primarily serve individuals and small businesses, and wholesale banks, which primarily serve corporate and institutional customers.
b. Investment banks
i. assist in raising capital for their customers (e.g., by managing the issuance of debt and equity securities) and advising them on corporate finance matters such as mergers and restructurings.
2. Major Risks Faced by Banks
a. Credit Risk
b. Market Risk
c. Operational Risk
3. Economic Capital vs.Regulatory Capital
a. Economic capital
i. It refers to the amount of capital that a bank believes is adequate based on its own risk models. Even if economic capital is less than regulatory capital, as is often the case, a bank must maintain its capital at the regulatory minimum or greater.
b. Regulatory capital
i. it refers to the amount determined by bank regulators. In terms of bank regulation, equity is referred to as “Tier 1 capital” and subordinated long-term debt is referred to as “Tier 2 capital.”

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