Frm part2 요약 정리본2(1/2)

소개글

"Frm part2 요약 정리본2(1/2)"에 대한 내용입니다.

목차

Part 1
I. Market risk measurement and management
1. Estimating market risk measures
2. Non-parametric approaches
3. Parametric approaches
Backtesting VaR
VaR mapping
Message from the academic literature on risk management for the trading book
Correlation basis: properties, terminology
Emprical properties of correlation
The science of term structure models
The evolution of short rates and the shape of the term structure
The art of term structure: Drift
The art of term structure models: volatility and distribution
Volatility smiles
Fundamental review of the trading book

Part 2
II. Credit risk measurement and management
Credit decision
The credit analyst
Credit risk measurement and management
Rating assignment methodologies
Credit risks and credit derivatives
Spread risk and default intensity model
Portfolio credit risk
Structured credit risk
Counterparty credit risk
Netting, close-out and related aspects
Collateral
Credit exposure and funding
Credit scoring and retail credit risk management
The credit transfer markets and their implications
Credit and debt value adjustment
The evolution of stress testing counterparty exposures
Wrong-way risk
Understanding the securitization of subprime mortgage credit

Part 3
Cyber-resilience: range of practices

본문내용

<섬네일을 참고해 주세요>

참고 자료

없음