eFRM Coach - FRM ® Exam Part I Prep Course - Online

Since its introduction in 1997, the FRM® designation has become the defacto standard for risk managers globally. There are now over 10,000 people annually sitting for the FRM® exam and that number is rapidly growing. As of 2010, the Global Association of Risk Professionals (GARP®), which administers the exam, transitioned the program to a multi-year process from a single exam. The topics covered in the FRM® exam range from Quantitative Foundations & Fixed Income/ Credit Derivatives to Operational and Enterprise Risk Management. The FRM® is a very demanding exam drawing questions from a wide array of topics. This course will supplement your studies and help prepare you for the Part I exam.

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer.

Available TodayOnlineUSD$225
Instructional Method:
Self-Study
Level: Intermediate

Any FRM® exam candidate who is looking for a comprehensive supplement to their preparation for the 2010 FRM® Part I Exam.
Module 1: Foundations of Risk Management
  • Overview of Risk Management
  • Classification of Risks
  • Capital Allocation
  • CAPM and Multifactor Models
  • Case Study - Metallgesellschaft
  • Case Study - Sumitomo
  • Case Study - LTCM
  • Case Study - Barings Bank

Module 2: Quantitative Analysis
  • Time Value of Money
  • Descriptive Statistics
  • Probability Distribution
  • Fundamentals of Statistics I
  • Fundamentals of Statistics II
  • Forecasting correlation & Volatility
  • Extreme Value Theory - Basic Principles
  • Monte Carlo Methods

Module 3: Financial Markets and Products
  • Introduction to Derivatives
  • The Futures Market
  • Fixed Income Derivatives
  • Valuing Futures and Forwards
  • Swaps
  • Options
  • Bond Markets
  • Corporate Bonds
  • Currency Risk and Currency Markets
  • Commodity Risk and Commodity Markets

Module 4: Valuation and Risk Models
  • Value-at-Risk
  • VaR Methods
  • Yield Measures
  • Yield Curve Analysis
  • Bond Pricing
  • Bond Price Volatility
  • Principles of Options Pricing
  • Stress Testing
  • Overview of Credit Risk
  • Rating Agencies and Their Grades
  • Transition Matrix and Correlated Migration

eFRM Coach Level I Diagnostic Exam
    This multiple choice exam emulates the format of the actual FRM Part I Exam.

                                Powered by KESDEE, INC