FRM Part 1

BY
Udemy

Mode

Online

Fees

₹ 12800

Quick Facts

particular details
Medium of instructions English
Mode of learning Self study
Mode of Delivery Video and Text Based

Course and certificate fees

Fees information
₹ 12,800
certificate availability

Yes

certificate providing authority

Udemy

The syllabus

Course Plan and Calculator

  • Study Plan
  • BA 2 Plus Part 1 Basic TVM
  • An Overview of the BA 2 Plus Calculator

Week 1

  • QTA 1 - Fundamentals of Probability
  • QTA 2 - Random Variables
  • Extra Optional Lecture - Basic Statistics
  • QTA 3 - Common Univariate Random Variables
  • Extra Optional Lecture - Distributions
  • Extra Optional Lecture - Normal Distributions Revisited

Week 2

  • QTA 4 - Mutlivariate Random Variables
  • QTA 5 - Sample Moments
  • QTA 6 - Hypothesis Testing

Week 3

  • QTA 7 - Linear Regression
  • QTA 8 - Regression with Multiple Explanatory Variables
  • QTA 9 - Regression Diagnostics

Week 4

  • FRM 5 Extra Lecture (Must Watch) - Efficient Portfolios
  • FRM 5 - Modern Portfolio Theory (MPT) and CAPM
  • FRM 6 - Arbitrage Pricing Theory and Multifactor Models
  • FRM 6 (OLD - Must Watch) - Arbitrage Pricing Theory and Multifactor Models
  • QTA 10 - Stationary Time Series
  • QTA 11 - Non-Stationary Time Series

Week 5

  • FMP 4 - Introduction to Derivatives
  • FMP 4 (Old - Must Watch) - Introduction to Derivatives
  • FMP 5 - Exchanges and OTC Markets
  • FMP 6 - Central Clearing
  • FMP 16 - Properties of Interest Rates (Part 1)
  • FMP 16 (Old - Must Watch) - Interest Rates
  • FMP 7 - Futures Markets

Week 6

  • FMP 8 - Using Futures for Hedging
  • FMP 9 - Foreign Exchange Markets
  • FMP 10 - Pricing Financial Forwards and Futures
  • FMP - Interest Rate Convention Changes
  • FMP 11 - Commodity Forwards and Futures
  • FMP 11 (Old, Optional) - Commodity Forwards and Futures
  • FMP Revision - Part A

Week 7

  • FMP 16 - Properties of Interest Rates (Part 2)
  • VRM 9 - Pricing Conventions, Discounting and Arbitrage
  • VRM 10 - Interest Rates
  • VRM 11 - Bond Yields and Return Calculations

Week 8

  • VRM 12 - Applying Duration, Convexity and DV01
  • VRM 13 - Modeling Non-Parallel Term Structure Shifts and Hedging
  • VRM 13 (Optional Old) - Modeling Non-Parallel Term Structure Shifts and Hedging
  • FMP 17 - Corporate Bonds
  • FMP 18 - Mortgages and Mortgage Backed Securities
  • FRM 10 - Anatomy of the Great Financial Crisis

Week 9

  • FMP 19 - Interest Rate Futures
  • FMP 20 - Swaps
  • QTA 13 - Simulation and Bootstrapping
  • FMP 1 - Banks

Week 10

  • FMP 12 - Options Markets
  • FMP 13 - Properties of Options
  • FMP 14 - Trading Strategies
  • FMP 15 - Exotic Options
  • FMP Revision - Part B
  • FMP Revision - Part C

Week 11

  • VRM 14 - Binomial Trees
  • VRM 15 - Black Scholes Merton Model
  • VRM 16 - Option Sensitivity Measures - The "Greeks"

Week 12

  • QTA 12 - Measuring Returns, Volatility and Correlation
  • VRM 3 - Measuring and Monitoring Volatility
  • VRM 1 - Measures of Financial Risk
  • VRM 2 - Calculating and Applying VaR
  • VRM Revision - Part A
  • VRM Revision - Part B
  • VRM Revision - Part C

Week 13

  • FRM 1 - The Building Blocks of Risk Management
  • FRM 2 - How do Firms manage Financial Risk
  • FRM 3 - The Governance of Risk Management
  • FRM 4 - Credit Risk Transfer Mechanisms
  • VRM 6 - Measuring Credit Risk
  • VRM 6 (Extra Optional Lecture) - Correlations and Copulas
  • VRM 6 (Extra Optional Lecture) - Portfolio Credit Risk

Week 14

  • VRM 4 - External and Internal Credit Ratings
  • VRM 5 - Country Risk: Determinants, Measure, and implications
  • VRM 7 - Operational Risk
  • VRM 8 - Stress Testing
  • FRM 7 - Principles for Effective Risk Data Aggregation and Risk Reporting
  • VRM 7 Extra Lecture - Capital Modeling

Week 15

  • FRM 8 - Enterprise Risk Management and Future Trends
  • FRM 9 - Learning from Financial Disasters
  • FRM 11 - GARP Code of Conduct
  • FMP 2 - Insurance Companies and Pension Plans
  • FMP 3 - Fund Management

Class November Recordings 2021 Batch

  • Week 1 - Lecture Date 20th June 2021
  • Week 2 - Lecture Date 27th June 2021
  • Week 3 - Lecture Date 4th July 2021
  • Week 4 - Lecture Date 11th July 2021
  • Week 5 - Lecture Date 18th July 2021
  • Week 6 - Lecture Date 25th July 2021
  • Week 7 - Lecture Date 1st August 2021
  • Week 8 - Lecture Date 8th August 2021
  • Week 9 - Yet to be published
  • Week 10 - Lecture Date 22nd August 2021
  • Week 11 - Lecture Date 29th August 2021
  • Week 12 - Lecture Date 5th September 2021
  • Week 13 - Lecture Date 12th September 2021
  • Week 14 - Lecture Date 19th September 2021
  • Week 15 - Lecture Date 26th September 2021

QS Sessions

  • QTA - Question Solving Session
  • Week 1 GARP QS Session
  • Week 1 QS Session
  • Week 1 1st QS Session
  • Week 2 GARP QS Session Part A
  • Week 2 QS GARP Session Part B
  • Week 2 QTA 4 QS Session
  • Week 2 QTA 5 QS Session
  • Week 2 QTA 6 QS Session
  • Week 3 GARP QS Session Part A
  • Week 3 GARP QS Session Part B
  • Week 3 QTA 7 QS Session
  • Week 3 QTA 8 QS Session
  • Week 3 QTA 9 QS Session
  • Week 4 GARP QS Session Part A
  • Week 4 GARP QS Session Part B
  • Week 4 FRM 5 and FRM 6 QS Session
  • Week 4 QTA 10 QS Session
  • Week 4 QTA 11 QS Session
  • Week 5 GARP QS Session Part A
  • Week 5 GARP QS Session Part B
  • Week 5 FMP 4, 5, 6 and 7 QS Session
  • Week 5 FMP 16 (Part - 1) QS Session
  • Week 6 QS GARP Session Part A
  • Week 6 QS GARP Session Part B
  • Week 6 FMP 8 QS Session
  • Week 6 FMP 9 QS Session
  • Week 6 FMP 10, 11 QS Session
  • Week 7 GARP QS Session Part A
  • Week 7 GARP QS Session Part B
  • Week 7 FMP 16, VRM 9, VRM 10, VRM 11 QS Session
  • Week 8 GARP QS Session Part A
  • Week 8 GARP QS Session Part B
  • Week 8 GARP QS Session Part C
  • Week 8 GARP QS Session Part D
  • Week 8 GARP QS Session Part E
  • Week 8 QS Session Part - 1
  • Week 8 QS Session Part - 2
  • Week 9 GARP QS Session Part A
  • Week 10 GARP QS Session
  • Week 11 GARP QS Session
  • Week 12 GARP QS Session

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