2021年 FRM学习指南（补充）.doc

下载文档

1
0
约6.1千字
约 11页
2022-11-30 发布于江西
举报
版权申诉
保障服务

2021年 FRM学习指南（补充）.doc

1、本文档共11页，可阅读全部内容。
2、有哪些信誉好的足球投注网站（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。
3、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。

2021 Study Guide Changes FRM Exam Part I 2021 FRM Exam Part I /frm 2 Foundations of Risk Management PART I EXAM WEIGHT | 20% ADDITIONS ? None DELETIONS ? None UPDATES ? None Quantitative Analysis PART I EXAM WEIGHT | 20% ADDITIONS ? None DELETIONS ? None UPDATES ? None 2021 FRM Exam Part I /frm 3 Financial Markets and Products PART I EXAM WEIGHT | 30% ADDITIONS ? None DELETIONS ? None UPDATES ? None Valuation and Risk Models PART I EXAM WEIGHT | 30% ADDITIONS ? None DELETIONS ? None UPDATES ? None 2021 FRM Exam Part I /frm 4 FRM Exam Part II 2021 FRM Exam Part I /frm 5 Market Risk Measurement and Management PART II EXAM WEIGHT | 20% ADDITIONS ? None DELETIONS ? None UPDATES ? None 2021 FRM Exam Part II /frm 6 Credit Risk Measurement and Management PART II EXAM WEIGHT | 20% ADDITIONS ? None DELETIONS ? None UPDATES 1. Previous version: Jon Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 3rd Edition (West Sussex, UK: John Wiley Sons, 2015). ? ? ? ? ? ? ? Chapter 4. Counterparty Risk Chapter 5. Netting, Close-out and Related Aspects Chapter 6. Collateral Chapter 7. Credit Exposure and Funding Chapter 9. Counterparty Risk Intermediation Chapter 14. Credit and Debt Value Adjustments Chapter 17. Wrong-way Risk New version: Jon Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, 4th Edition (West Sussex, UK: John Wiley Sons, 2020). ? Chapter 3. Counterparty Risk and Beyond ? Chapter 6. Netting, Close-out and Related Aspects ? Chapter 7. Margin (Collateral) and Settlement ? Chapter 11. Future Value and Exposure ? Chapter 17. CVA 2021 FRM Exam Part II /frm 7 Operational Risk and Resiliency PART II EXAM WEIGHT | 20% ADDITIONS ? None DELETIONS ? None UPDATES ? None Liquidity and Treasury Risk Measurement and Management PART II EXAM WEIGHT | 15% ADDITIONS ? None DELETIONS ? None UPDATES ? None 2021 FRM Exam Part II /frm 8 Risk Management and Investment Management PART II EXAM WEIGHT | 15% ADDITIONS 1