FRM Part 1 - Book 4 - Valuation and Risk Models (Part 1/2)
About this course
In this course, Prof. James Forgan, PhD summarizes the first 9 chapters from the Valuation and Risk Models book so you can learn or review all of the important concepts for your FRM part 1 exam. James Forjan has taught college-level business classes for over 25 years. This course includes the following chapters:1. Measures of Financial Risk2. Calculating and Applying VaR3. Measuring and Monitoring Volatility4. External and Internal Ratings5. Country Risk6. Measuring Credit Risk7. Operational Risk8. Stress-Testing
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What you'll learn
- calculate and interpret Value at Risk (VaR)
- measure and monitor market volatility
- understand external and internal credit rating methodologies
- assess country‑specific risk factors
- evaluate credit risk using standard models
- apply operational risk frameworks
- perform stress‑testing on financial portfolios
Course objectives
- summarize key concepts from the Valuation and Risk Models textbook
- provide concise review material for FRM Part 1 exam candidates
- illustrate practical application of risk measurement techniques
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