Frm part2 요약 정리본1(2/2)

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"Frm part2 요약 정리본1(2/2)"에 대한 내용입니다.

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84. Spread risk and default intensity models
85. Portfolio credit risk
86. Structured credit risk
87. Counterparty risk and beyond
88. Netting, close-out, related aspects
90. Margin(collateral) and settlement
91. Future value and exposure
92. CVA(part A)
93. CVA(part B-wrong way risk)
94. The evolution of stress testing counterparty exposures
95. Credit scoring and retail credit management
96. The credit transfer markets and their implications
97. An introduction to securitization
98. Understanding the securitization of subprime mortgage credit
99. Introduction to operational risk and resilience
100. Risk governance
101. Risk identification
102. Risk measurement and assessment
103. Risk reporting
104. Risk mitigation
105. Integrated risk management
106. Cyber-resilience: range of practices
107. Case study: cyber threats and information security risks
108. Sound management of risks related to money laundering and financing of terrorism
109. Case study: financial crime and fraud
110. Guidance on managing outsourcing risk
111. Case study: third-party risk management
112. Case study: investor protection and compliance risks in investment activities
113. Supervisory guidance on model risk management
114. Case study: model risk and model validation
115. Stress testing banks
116. Risk capital attribution and risk-adjusted performance measurement
117. Range of practices and issues in economic capital frameworks
119. Capital regulation before the global financial crisis
118. Capital planning at large bank holding companies
120. Solvency, liquidity and other regulation after the global financial crisis
121. High-level summary of Base III reforms
122. Basel III
123. Liquidity risk
124. Liquidity and leverage
125. Early warning indicators
126. The investment function in financial services management
127. Liquidity and reserves management
128. Intraday liquidity risk management
129. Monitoring liquidity
130. The failure mechanics of dealer banks
131. Liquidity stress testing
132. Liquidity risk reporting and stress testing
133. Contingency funding planning
134. Managing and pricing deposit services
135. Managing non deposit liabilities
136. Repurchase agreements and financing
137. Liquidity transfer pricing: a guide to better practice
138. The US dollar shortage in global banking and international policy response
139. Covered interest rate parity lost: understanding the cross-currency basis
140. Risk management for changing interest rates
141. Illiquid assets
142. Factor theory
143. Factors
144. Alpha(and the low-risk anomaly)
145. Portfolio construction
146. Portfolio risk: analytical methods
147. VaR and risk budgeting in investment management
148. Risk monitoring and performance measurement
149. Portfolio performance evaluation
150. Hedge funds
151. Performing due diligence on specific manages and funds
152. Preventing fraud by investment managers
153. Machine learning and Al for risk management
154. Artificial intelligence risk and governance
155. Climate-related risk drivers and their transmission channels
156. Climate-related financial risks
157. Principles for the effective management and supervision of climate-related financial risks
158. Inflation: a look under the hood
159. The blockchain revolution: decoding digital currencies
160. Future monetary system
Mock Exam #1
Mock Exam #2

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