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课程安排

总计368课时

开课时间

报班即学

有效期至

2019-12-31

每周发布20节课,课程大纲仅供参考,根据实际课程会略微调整。QQ咨询课程老师可了解更多课程详情(官方QQ: 800057697

适合对象

1.金融财经类专业学生;

2.非财经类专业学生,对金融风险管理领域感兴趣;

3.已经在金融相关行业工作的白领人士,想要提升职业技能;

4.想转行进入金融相关行业工作的白领人士。


学习目标

1.帮助学员奠定FRM一级考试的基础,帮助同学通过FRM二级,一键锁定FRM;

2.帮助学员建立金融企业的风险管理实践技能。


课程简介





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师资介绍

  • 梁震宇

  • 周琪

  • 杨玲琪

  • Jack

  • 年文秀

  • 高云

使用教材

本班赠送FRM1级Notes教材,且提供1-2级课程电子版讲义(附赠FRM知识三件套、专业词典、备考宝典和习题集)


退换班政策

一、换班政策

换班规则:自课程开班之日起(除短期班的课程外)一个月内可接受换班申请,课程开班时间超过一个月不予换班。

短期班换班规则:纯录播课或课程中含录播课的短期班课程(短期班指课时数为45课时,含45课时)自课程开班之日起15天内可接受换班申请;纯直播课课程或纯直播短期班课程(短期班指课时数为10课时,含10课时)自课程开班之日起15天内可接受换班申请。超过上述时限申请换班的,沪江不予受理。

若按照上述规定申请换班,应遵守:

(1)换班需经过学员申请和沪江审批,换班差价需遵循现行售后政策。若已产生听课记录,须扣除已听部分费用,差价多退少补;同课不同班换班:自课程开班之日起7天内,且未产生听课记录,可申请换班至该课程的其他班级,差价不退不补。

(2)如产生课程换班,开通课程时使用消耗的学习卡/优惠券将不能再次使用,亦不能在置换的班级中进行抵扣课程费用。

(3)开通的课程只有一次换班机会,已申请并成功更换的课程不再接受换班申请。另外,成功换班后的课程,不再享有申请退班的权利。例如A课程-->B课程,B课程不能再次申请更换和退班。

(4)更换课程中,若申请由课程费用低的班级换至为课程费用高的班级,根据学员的需要申请,沪江可提供差额部分费用对应的的发票;若换班申请是从课程费用高的班级换至课程费用低的班级,学员须将已开出的发票寄回,收到后方可申请换班,发票寄回费用由学员自行承担。

签约班,自课程开班之日起第8天不接受换班申请。

 

二、退班政策

七天无忧退班:

自课程开班之日(直播课即班级可预约之日起)起7天之内,且未产生听课记录,可申请7天无忧退班且无须支付额外手续费。若上述时间内,产生听课记录的,已听部分课程费按照课程原价折算扣款。

课程开班之日起第8天至15天内,申请退班:

自课程开班之日起第8天至15天内,且未产生听课记录的,申请退班需扣除课程订单金额的5%手续费;产生听课记录的,除承担上述手续费外,已听部分课程费按照课程原价折算扣款;

若按照上述规定,申请课程退班的:

(1)开通课程时使用消耗的学习卡/优惠券将作废,不能提现且不能再次使用。

(2)若班级有赠书或赠品活动,快递发出后,赠书或赠品费用退班时也将按照赠书及赠品的原价扣除;若赠书或赠品未使用,且不影响二次销售,学员可将其寄回沪江指定地址,运费自行承担,赠书及赠品费用可不予扣除;

(3)若班级有赠送的抵用优惠券,代码赠送后并未使用,在退班时所赠送的抵用优惠券将被注销,无法进行使用;若班级有赠送的抵用优惠券,代码一旦使用后,所赠送的抵用优惠券的相关费用在退班时也将一并扣除

(4)退课后余额原路退回。

(5)申请退班时需将已开出的发票寄回,平台收到后处理退班申请。发票寄回费用由学员自行承担。

(6)参与分期免息活动,如发生退款情况,则不享有免息特权,已享受的免息费用须重新计算并由用户自行承担,该部分费用将从退款金额中扣除。详情可参见《信用付款(教育白条)服务协议》/《新易贷(商户)专享贷款合同》或咨询金融方客服400-098-8511 / 4008 295 195。

签约班,超过“7天无忧退班”时限的,一律不接受退班申请,协议另有特殊约定的,按约定处理。

自课程开班之日起超过15天无法申请退班。

注:以上规定如与具体课程协议约定不一致,以课程协议约定为准。

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划线价:指商品的沪江网校指导价、合作方提供的建议零售价,划线价并非原价,仅供参考。

未划线价格:指商品的实时标价,不因表述的差异改变性质。具体成交价格根据商品参加活动,或使用优惠券、学币、卡券等发生变化,最终以订单结算页价格为准。

小贴士:此说明仅当出现价格比较时有效。因可能存在系统缓存、页面更新导致价格变动异常等不确定性情况出现,如您发现商品标价或促销信息有异常,请您立即联系我们,我们会及时补正。沪江网校祝您学习愉快!

  • 试听单元
    • 0 - The Basis Concepts, Process and Challenges in Risk Management
    • 0 - Risk Classification
  • LEVEL-1 【Foundations of Risk Management】Risk Management: A Helicopter View
    • 1 - The Basis Concepts, Process and Challenges in Risk Management
    • 2 - Risk Classification
  • LEVEL-1 【Foundations of Risk Management】Corporate Risk Management: A Primer
    • 3 - Disadvantages&Advantages of Hedging Risk
    • 4 - The Role of the Board of Directors
  • LEVEL-1 【Foundations of Risk Management】Corporate Governance and Risk Management
    • 5 - Corporate Governance&Risk Governance
  • LEVEL-1 【Foundations of Risk Management】What is ERM?
    • 6 - The Benefits and Costs of ERM
    • 7 - The CRO and it's role in ERM
  • LEVEL-1 【Foundations of Risk Management】Governance, Risk Management and Risk-Taking in Banks
    • 8 - Governance, Risk Management and Risk-Taking in Banks
  • LEVEL-1 【Foundations of Risk Management】Principles for Effective Data Aggregation and Risk Reporting
    • 9 - Principles for Effective Data Aggregation and Risk Reporting
  • LEVEL-1 【Foundations of Risk Management】The Standard Capital Asset Pricing Model
    • 10 - Markowitz Efficient Frontier
    • 11 - Capital Market Line (CML)
    • 12 - Systematic and Unsystematic Risk
    • 13 - Capital Asset Pricing Model
  • LEVEL-1 【Foundations of Risk Management】Applying the CAPM to Performance Measurement
    • 14 - Sharpe Ratio, Treynor Ratio and Sortino Ratio
    • 15 - Jensen’s Alpha, Information Ratio and Risk-Adjusted Performance
  • L1【Foundations of Risk Management】Arbitrage Pricing Theory and Multifactor Models of Risk and Return
    • 16 - Single-Factor and Multi-factor Model
    • 17 - Arbitrage Pricing Theory and Fama-French Three-Factor Model
  • LEVEL-1 【Foundations of Risk Management】Financial Disasters
    • 18 - Misleading Reporting Cases(1)
    • 19 - Misleading Reporting Cases(2)
    • 20 - Metallgesellschaft
    • 21 - Long Term Capital Management (LTCM)
    • 22 - Customer Conduct Cases
  • LEVEL-1 【Foundations of Risk Management】Deciphering the Liquidity and Credit Crunch 2007-2008
    • 23 - Deciphering the Liquidity and Credit Crunch 2007-2008
  • LEVEL-1 【Foundations of Risk Management】Getting Up to Speed on the Financial Crisis
    • 24 - Getting Up to Speed on the Financial Crisis
  • LEVEL-1 【Foundations of Risk Management】Risk Management Failures
    • 25 - Risk Management Failures
  • LEVEL-1 【Foundations of Risk Management】GARP Code of Conduct
    • 26 - GARP Code of Conduct
  • LEVEL-1【Quantitative Analysis】Probabilities
    • 27 - Basis Concept of Probability
    • 28 - Probability Algorithm
    • 29 - Probability Function & Cumulative Distribution Function
  • LEVEL-1【Quantitative Analysis】Basic Statistics
    • 30 - Expected Value and Variance
    • 31 - Covariance and Correlation Cofficient
    • 32 - Skewness, Kurosis, Coskewness and Cokurtosis
  • LEVEL-1【Quantitative Analysis】Distributions
    • 33 - Discrete Probability Distribution
    • 34 - Commom Continuous Probability Distribution
    • 35 - Other Distributions and Mix Distribution
  • LEVEL-1【Quantitative Analysis】Hypothesis Testing and Confidence Intervals
    • 36 - The Central Limit Theorem
    • 37 - Point Estimation and Confidence Interval Estimate
    • 38 - The Process of Hypothesis Test and P-value
    • 39 - The Test of Population Mean and Variance
    • 40 - Type I and Type II Error
  • LEVEL-1【Quantitative Analysis】Linear Regression with One Regressor
    • 41 - The Basic Concept of Single Linear Regression
    • 42 - ANOVA Anlysis for Single Linear Regression
    • 43 - Hypothesis Test in Single Linear Regression
  • LEVEL-1【Quantitative Analysis】Linear Regression with Multiple Regressors
    • 44 - AVOVA Test and Hypothesis Test for Multiple Linear Regression
    • 45 - Dummy Variables
    • 46 - Heteroskedasticity and Serial Correlation
    • 47 - Multicollinearity & Omitted Variable Bias
  • LEVEL-1【Quantitative Analysis】Forecasting Trend
    • 48 - Modeling and Forecasting Trend and Seasonality
    • 49 - Characterizing Cycles
    • 50 - MA, AR and ARMA
  • LEVEL-1【Quantitative Analysis】Simulation Methods
    • 51 - Conduct a Monte Carlo Simulation
    • 52 - Variance Reduction Techniques
    • 53 - Random Number Generation
  • LEVEL-1【Quantitative Analysis】Estimating Volatilities and Correlations
    • 54 - Estimating Volatilities
    • 55 - Estimating Correlations
  • LEVEL-1【Quantitative Analysis】Correlations and Copulas
    • 56 - Copula and Tail Dependence
  • LEVEL-1【Financial Markets and Products】Introduction of Bond Markets
    • 57 - Interest Rates
    • 58 - Bond Valuation
    • 59 - Risk Metrics
    • 60 - Treasury Market
    • 61 - Corporate Bond
  • LEVEL-1【Financial Markets and Products】Introduction of Derivatives Markets
    • 62 - Financial Derivatives
    • 63 - Trading Characteristics
    • 64 - Market Participants
  • LEVEL-1【Financial Markets and Products】Forward and Futures
    • 65 - Forward vs. Futures Contracts
    • 66 - Commodity Forward Contract
    • 67 - Financial Forward Contract
    • 68 - Futures Contract
    • 69 - Forward and Futures Prices(1)
    • 70 - Forward and Futures Prices(2)
    • 71 - Interest Rate Futures
    • 72 - Hedging Strategies using futures
  • LEVEL-1【Financial Markets and Products】Swaps
    • 73 - Types of Swaps
    • 74 - Interest Rate Swap
    • 75 - Currency Swap
  • LEVEL-1【Financial Markets and Products】Options
    • 76 - Properties of Stock Options
    • 77 - Put-Call Prarity
    • 78 - Covered Call and Protective Put
    • 79 - Spread Strategies
    • 80 - Combination Strategies
    • 81 - Barrier Option
    • 82 - Binary Option
    • 83 - Other Types of Exotic Options
  • LEVEL-1【Financial Markets and Products】Mortgage-Backed Securities
    • 84 - Introduction of Mortgage Loans
    • 85 - Cash Flow of Mortgage Loans
    • 86 - Prepayment of Mortgage Loans
    • 87 - Mortgage-Backed Securities Market
  • LEVEL-1【Financial Markets and Products】Central Counterparties
    • 88 - Exchanges and OTC Derivatives
    • 89 - Central Counterparty
  • LEVEL-1【Financial Markets and Products】Banks
    • 90 - Financing Arrangements of Investment Banking
  • LEVEL-1【Financial Markets and Products】Insurance Companies
    • 91 - Categories of Insurance Companies
    • 92 - Life Insurance
    • 93 - Pension Plans
  • LEVEL-1【Financial Markets and Products】Mutual Funds and Hedge Fund
    • 94 - Mutual Funds Market
    • 95 - Hedge Funds Market
  • LEVEL-1【Valuation and Risk Models】Option Valuation
    • 96 - Introduction of Binomial Model
    • 97 - One-Step Binomial Model
    • 98 - Two-Step Binomial Model
    • 99 - American Options
    • 100 - The Black-Scholes-Merton Model
    • 101 - Warrants
    • 102 - Delta
    • 103 - Gamma
    • 104 - Vega & Theta & Rho
    • 105 - Relationship between Delta, Theta, and Gamma
  • LEVEL-1【Valuation and Risk Models】Fixed Income Valuation
    • 106 - Bond basics
    • 107 - Clean Price and Dirty Price
    • 108 - Spot, Forward and Par Rates
    • 109 - Bond Valuation
    • 110 - Returns, Spreads and Yields
    • 111 - Bond Replication
    • 112 - Macaulay Duration
    • 113 - Modified Duration & Dollar Duration
    • 114 - DV01 & DV01 Hedge & Convexity
    • 115 - Effective Duration and Effective Convexity
    • 116 - Callable Bond & Puttable Bond
    • 117 - Portfolio Duration and Convexity
    • 118 - Multi-Factor Risk Metrics and Hedges
  • LEVEL-1【Valuation and Risk Models】Market Risk Measurement and Management
    • 119 - Measures of Financial Risk
    • 120 - Putting VaR to Work
    • 121 - Quantifying Volatility in VaR Models
  • LEVEL-1【Valuation and Risk Models】Credit Risk Measurement and Management
    • 122 - External and Internal Ratings
    • 123 - Capital Structure in Banks
    • 124 - Country Risk
  • LEVEL-1【Valuation and Risk Models】Operational Risk Measurement and Management
    • 125 - Operational Risk Measurement
    • 126 - Operational Risk Management
  • LEVEL-1【Valuation and Risk Models】Stress Testing
    • 127 - Properties of Stress Testing
    • 128 - Basel Regulations over Stress Testing
  • LEVEL-2【Market Risk Measurement and Management】Estimating Market Risk Measures
    • 129 - Estimating Quantiles
    • 130 - QQ Plots
  • LEVEL-2【Market Risk Measurement and Management】Non-Parametric Approaches
    • 131 - Historical Simulation VaR&Bootstrap Technique
    • 132 - Hybrid Approach(Semi-Parametric approach)
  • LEVEL-2【Market Risk Measurement and Management】Backtesting VaR
    • 133 - Backtesting Model Verification
    • 134 - Basel Rules For Backtesting
  • LEVEL-2【Market Risk Measurement and Management】VaR Mapping
    • 135 - Methods of VaR Mapping
    • 136 - Map a Fixed Income Portfolio
    • 137 - Mapping Forwards FRA Interest Rate Swaps and Options
  • LEVEL-2【Market Risk Measurement and Management】Risk Measurement for the Trading Book
    • 138 - Lessons on VaR Implementation
    • 139 - Different Risk Measures
  • LEVEL-2【Market Risk Measurement and Management】Some Correlation Basics
    • 140 - Financial Correlation Risk
    • 141 - Correlations in financial Market
    • 142 - Correlation Risk and Other Risks
  • LEVEL-2【Market Risk Measurement and Management】Empirical Properties of Correlation
    • 143 - Empirical Properties of Correlation
  • LEVEL-2【Market Risk Measurement and Management】Statistical Correlation Models
    • 144 - Correlation Models
  • LEVEL-2【Market Risk Measurement and Management】Financial Correlation Modeling
    • 145 - Financial Correlation Modeling (Copulas)
  • LEVEL-2【Market Risk Measurement and Management】Empirical Approaches to Risk Metrics and Hedges
    • 146 - Approaches to Risk Metrics and Hedges
  • LEVEL-2【Market Risk Measurement and Management】The Science of Term Structure Models
    • 147 - Constructing a Binomial Tree
    • 148 - Valuation of Derivatives on Fixed Income Securities
    • 149 - Valuation of a Constant Maturity Treasury Swap
  • LEVEL-2【Market Risk Measurement and Management】The Evolution of Short Rates and the Shape of the Ter
    • 150 - Calculate the Convexity Effect Using Jensen's Inequality
  • LEVEL-2【Market Risk Measurement and Management】The Art of Term Structure Models: Drift
    • 151 - Term Structure Model with No Drift
    • 152 - Term Structure Model with Drift
  • LEVEL-2【Market Risk Measurement and Management】The Art of Term Structure Models
    • 153 - Term Structure Model with Time-Dependent Volatility
    • 154 - Lognormal Models
  • LEVEL-2【Market Risk Measurement and Management】Volatility Smiles
    • 155 - What is Volatility Smile
    • 156 - Volatility Smile for Foreign Currency Options
    • 157 - Volatility Smiles (skew) for Equity Options
  • LEVEL-2【Credit Risk Measurement and Management】Credit Decision and Credit Analyst
    • 158 - Credit Decision
    • 159 - Credit Analyst
    • 160 - Credit Risk Identification
  • LEVEL-2【Credit Risk Measurement and Management】Key Credit Risk Indicators
    • 161 - Key Indicators
  • LEVEL-2【Credit Risk Measurement and Management】Probability of Default
    • 162 - Basic Approaches Used to Predicting Default
    • 163 - Rating System
    • 164 - Measurement from Market Prices
    • 165 - Exponential Distribution
    • 166 - Single Factor Model
    • 167 - Other Models
    • 168 - Concentration Risk
  • LEVEL-2【Credit Risk Measurement and Management】Credit Exposures
    • 169 - Exposure Metrics
    • 170 - Exposure Profiles of Different Security Types
  • LEVEL-2【Credit Risk Measurement and Management】Counterparty Risk
    • 171 - Counterparty Risk
    • 172 - Credit Value Adjustment
    • 173 - Debt Value Adjustment
    • 174 - Other xVA Terms
    • 175 - Stress Testing Counterparty Exposure
  • LEVEL-2【Credit Risk Measurement and Management】Mitigation of Counterparty Risk
    • 176 - Netting
    • 177 - Collateralization
    • 178 - Termination
    • 179 - Counterparty Risk Intermediation
  • LEVEL-2【Credit Risk Measurement and Management】Credit Derivatives
    • 180 - Credit Default Swaps
    • 181 - Total Return Swaps
    • 182 - Credit-Linked Notes
  • LEVEL-2【Credit Risk Measurement and Management】Securitization
    • 183 - Securitization
    • 184 - Structured Products
    • 185 - Credit Enhancement
    • 186 - Credit Scenario Analysis
    • 187 - Subprime Mortgage Securitization
  • LEVEL-2【Credit Risk Measurement and Management】Retail Banking Risk Management
    • 188 - Retail Credit Risk
    • 189 - Mortgage Credit Assessment
    • 190 - Cutoff Scores
  • LEVEL-2【Operational and Integrated Risk Management 】Overview of Operational Risk
    • 191 - Definition of Operational Risk
    • 192 - Measurement Approach – LDA
    • 193 - Extreme Value
    • 194 - Regulatory Capital Requirement
    • 195 - Principles for Sound Operational Risk Management
  • LEVEL-2【Operational and Integrated Risk Management 】Model Risk
    • 196 - Introduction of Model Risk
    • 197 - Validating Rating Models
  • LEVEL-2【Operational and Integrated Risk Management 】Liquidity Risks
    • 198 - Introduction of liquidity Risk
    • 199 - Collateral Market
    • 200 - Leverage
    • 201 - Failure Mechanics of Dealer Bank
  • LEVEL-2【Operational and Integrated Risk Management 】Enterprise Risk Management
    • 202 - Overview of Enterprise Risk Management
    • 203 - Risk Appetite Framework
    • 204 - Data Quality Management
  • LEVEL-2【Operational and Integrated Risk Management 】Capital Management
    • 205 - Economic Capital Framework
    • 206 - Risk-Adjusted Return on Capital
    • 207 - Federal Reserve's Capital Plan Rule
  • LEVEL-2【Operational and Integrated Risk Management 】Outsourcing Risk Management
    • 208 - Outsourcing Risk
  • LEVEL-2【Operational and Integrated Risk Management 】Stress Test
    • 209 - Stress Test
  • LEVEL-2【Operational and Integrated Risk Management 】Risk Management against Money Laundering and Fin
    • 210 - Risk Management against Money Laundering and Financing of Terrorism