FRM Part I(风险分析)

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FRM Part I(风险分析) by Mind Map: FRM Part I(风险分析)

1. Foundations of Risk Management(风险管理基础)

1.1. weightings = 20%

1.1.1. a helicopter view

1.1.1.1. risk management

1.1.1.1.1. actively select(主动选择)

1.1.1.1.2. appropriate to assume(适合承受风险)

1.1.1.2. risk Management process

1.1.1.2.1. Avoid

1.1.1.2.2. Transfer

1.1.1.2.3. Mitigate(缓解)

1.1.1.2.4. Keep

1.1.1.3. Blames for Risk Management

1.1.1.4. EL(Expected Loss) <- reserve(保证金)

1.1.1.5. UL(Unexpected Loss) <- capital(资本金)

1.1.1.6. Stress Testing <- scenario analysis

1.1.1.7. Risk Manager`s Job

1.1.1.7.1. Measure the UL, No EL

1.1.1.7.2. Set captical against UL

1.1.1.7.3. Achieve appropriate return

1.1.1.7.4. Clear communication(明确的沟通机制)

1.1.1.7.5. help make decision

1.1.1.7.6. balance risk and reward

1.1.1.7.7. make risk transparent(透明的)

1.1.1.7.8. 协调关系

1.1.1.8. Conflict of Risk and Reward

1.1.1.9. Danger of Names( 单个公司的风险)

1.1.1.10. Typology of Risk Exposures

1.1.1.10.1. Market Risk

1.1.1.10.2. Credit Risk

1.1.1.10.3. Liquidity Risk

1.1.1.10.4. Operational Risk

1.1.1.10.5. Business Risk

1.1.1.10.6. Strategic risk

1.1.1.10.7. Reputation Risk

1.1.1.10.8. Systemic risk

1.1.2. a primer

1.1.3. Corporate governance and risk management

1.1.4. ERM(全面风险管理)

1.1.5. Risk management and risk taking in banks

1.1.6. Effective data aggregation and risk reporting

1.1.7. The standard capital asset pricing model(夏普/马克维茨)

1.1.8. Applying the CAPM to performance measurement

1.1.9. Arbitrage pricing theory(套利定价模型)

1.1.10. Financial disasters

1.1.11. Deciphering the liquidity and credit crunch 2007 - 2008

1.1.12. Getting up to speed on the financial crisis

1.1.13. Risk management failures

1.1.14. GARP code of conduct (GARP 协会道德行为准则)

2. Quantitative Analysis(定量分析)

2.1. weightings = 20 %

2.1.1. 概率,数理统计,线性回归

3. Financial Markets and Products

3.1. weightings = 30%

4. Valuation and Risk Models(估值与风险模型)

4.1. weightings = 30%