Name: Introduction To FRM® Course and Training Certification- Henry Harvin® in San Francisco | Henry Harvin
Uploaded: 2021-06-19 13:51:42
Description: FRM is a leadership course for Risk Managers in every significant market | FRM® enables future managers to build a strong foundation for a career | Most in-demand Managers in top Banks and Financial Organizations | FRM is a globally recognized certification for Banking and Finance Professionals regulated by the Global Association of Risk Professionals (GARP, USA)

Module 1: Quantitative Analysis
Quantitative Analysis module will teach a candidate latest and updated methods to analyse population and sample statistics, measures of correlation, linear regression with single, and multiple forecasting.
- Discrete and continuous probability distributions
- Estimating the parameters of distributions
- Population and sample statistics
- Measures of correlation
- Linear regression with single and multiple regressors
- Time series analysis and forecasting
- Estimation of conditional volatility using ARCH and GARCH etc.
Module 2: Foundations of Risk Management
This module will guide a candidate in Foundation of risk management and its uses in the industry. The submodule that the candidate will comprehend are modern portfolio theory, Asset pricing models such as the capital assest pricing model, the multifactor asset pricing model, and creating value with risk management.
- Basic risk types, measurement, and management tools
- Modern Portfolio Theory
- Asset pricing models, such as the Capital Asset Pricing Model, the Multifactor asset pricing model
- Creating value with risk management
- Risk-adjusted performance measurement
Module 3: Introduction to Risk & Derivatives Markets and Futures markets
- Structures and functions of financial institutions
- Structure and mechanics of over the counter (OTC) and exchange markets
- Structure, mechanics, and valuation of forwards, futures, swaps, and options
- Hedging with derivatives
- Interest rates and measures of interest rate sensitivity
- Foreign exchange risk
- Corporate bonds
- Mortgage-backed securities
- Value-at-Risk (VaR)
- Expected shortfall
Module 4: Operational Risk
In this module, a candidate will percieve knowledge of operatinal risk that a person encounter in the industry. the submodules are credit risk, market risk, model risk and model validation, risk-adjusted return on capital, and more.
- Principles for sound operational risk management
- Operational risk
- Credit risk
- Market risk
- Model risk and model validation
- Risk-adjusted return on capital (RAROC)
- Economic capital frameworks and capital planning
- Stress testing of banks
Module 5: Market Risk Measurement and Management
This is module that covers market risk measurement and management. A candidate will learn about Backtesting VAR, Expected shortfall and other coherent risk measures, extreme value theory(EVT), Modeling dependence: correlations and copulas, and more
- VAR and other risk measures
- Parametric and non-parametric methods of estimation
- Mapping
- Backtesting VAR
- Expected shortfall and other coherent risk measures
- Extreme Value Theory (EVT)
- Modeling dependence: correlations and copulas
- Term structure models of interest rates
- Volatility: smiles and term structures
- Fundamental Review of the Trading Book (FRTB)
Module 6: Credit Risk Measurement and Management
This is a module that focuses on credit risk measurement and management. Students will learn everything about credit risk. The other submodules are credit analysis, expected and unexpected loss, credit VaR, counterparty risk, and credit derivatives.
- Credit analysis
- Default risk: Quantitative methodologies
- Expected and unexpected loss
- Credit VaR
- Counterparty risk
- Credit derivatives
- Structured finance and securitization
Module 7: Operational Risk and Resiliency
This module will uphold the basic understanding of the operational risk and resilience. A candidate will learn thoroughly about operational risk along with stress testing banks, third-party outsourcing risk, cyber risk and cyber resilience, and operational resilience.
- Principles for sound operational risk management
- Risk appetite frameworks and enterprise risk management (ERM)
- Risk culture and conduct
- Analyzing and reporting operational loss data
- Model risk and model validation
- Risk-adjusted return on capital (RAROC)
- Economic capital frameworks and capital planning
- Stress testing banks
- Third-party outsourcing risk
- Risks related to money laundering and financing of terrorism
- Regulation and the Basel Accords
- Cyber risk and cyber resilience
- Operational resilience
Module 8: Liquidity and Treasury Risk Measurement and Management
This module will bring knowledge sphere of Liquidity and Treasury risk measurement and management to students. Along with the main learning module, students will learn about various submodules such as funding models, funds transfer pricing, cross-currency funding, asset liquidity, and Balance sheet management.
- Liquidity risk principles and metrics
- Liquidity portfolio management
- Cash-flow modeling, liquidity stress testing, and reporting
- Contingency funding plan
- Funding models
- Funds transfer pricing
- Cross-currency funding
- Balance sheet management
- Asset liquidity
Module 9: Current Issues in Financial Markets
In this module, students will learn about current issues in financial markets. This module will help students to gain a better understanding of basic concepts of financial markets. This module will cover the Fintech revolution, Artificial intelligence (AI), machine learning, and big data.
- Blockchain
- Fintech revolution
- Artificial intelligence (AI), machine learning, and big data
- Climate change and financial risk
- Reference rates
Module 10: Risk Management and Investment Management
This learning module is important because it will make candidates aware about investment and risk management. A candidate will also learn portfolio construction, portfolio risk measures, risk budgeting, risk monitoring and performance measurement.
- Factor theory
- Portfolio construction
- Portfolio risk measures
- Risk budgeting
- Risk monitoring and performance measurement
- Portfolio-based performance analysis
- Hedge funds

FRM® Course in San Francisco

30 Dec 2024

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About FRM® Course in San Francisco

Financial Risk Management Training

9 in 1 Course

Trainers at Henry Harvin®

Alumni Status

Gold Membership Benefits

Learning Benefits

Career Benefits

Key Highlights

75 Hours of Instructor-Led Sessions

25 Hours of Live Interactive Doubt Solving Sessions

13 Hours of Live Master Sessions by Industry Experts

192 Hours of Self-Paced Learning

Job-Ready Portfolio of 8 Capstone Projects

84 Auto-Graded Assessments

16+ Industry Case Studies

113 Guided Hands-On Exercises

8+ Assignments and Mini Projects

2 Mock Interviews and 2 Hackathons

Get 1-Year Gold Membership of Henry Harvin® School of Finance Academy

Get a guaranteed Internship with Henry Harvin® and in top MNCs like J.P. Morgan, Accenture & many more via Forage

Get 3 in 1 Placement support through Placement Drives, Premium access to Job portal & Personalized Job Consulting

6 Hours of Mentorship by Industry Experts

Earn Certification of Course from Henry Harvin®, Govt of India recognized & Award-Winning Institute and NSDC Certification

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Access the best jobs in the industry

You Get 10-In-1 Program

Curriculum For FRM® Course in San Francisco

Module 1: Quantitative Analysis

Module 2: Foundations of Risk Management

Module 3: Introduction to Risk & Derivatives Markets and Futures markets

Module 4: Operational Risk

Module 5: Market Risk Measurement and Management

Module 6: Credit Risk Measurement and Management

Module 7: Operational Risk and Resiliency

Module 8: Liquidity and Treasury Risk Measurement and Management

Module 9: Current Issues in Financial Markets

Module 10: Risk Management and Investment Management

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