FRM - Financial Risk Managerby GARP

Foundations of Risk Management
1. Overview of Risk Management
2. Classification of Risks
3. Capital Allocation
4. CAPM and Multifactor Models
Quantitative Analysis
9. Time Value of Money
10. Descriptive Statistics
11. Probability Distribution
12 and 13. Fundamentals of Statistics
14. Forecasting correlation and Volatility
15. Extreme Value Theory - Basic Principles
16. Monte Carlo Methods
Financial Markets and Products
17. Introduction to Derivatives
18. The Futures Market
19. Fixed Income Derivatives
20. Valuing Futures and Forwards
21. Swaps
22. Options
23. Bond Markets
24. Corporate Bonds
25. Currency Risk and Currency Markets
26. Commodity Risk and Commodity Markets
Valuation and Risk Models
27. Value-at-Risk
28. VaR Methods
29. Yield Measures
30. Yield Curve Analysis
31. Bond Pricing
32. Bond Price Volatility
33. Principles of Options Pricing
34. Stress Testing
35. Overview of Credit Risk
36. Rating Agencies and Their Grades
37. Transition Matrix and Correlated Migration