График занятий по программе FRM Part I
График занятий по программе FRM Part I
с 03.08.2021 г. - по 06.11.2021 г.
№ |
Дата |
День недели |
Время занятий |
Длительность |
Тема |
1 Foundation of risk management |
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1 |
03.08.2021г |
Tuesday |
19:00-22:00 |
4ч |
Introduction to risk management. Types of risk. Corporate risk management. Corporate governance and risk management. (Book1) |
2 |
05.08.2021г |
Thursday |
19:00-22:00 |
4 ч |
Credit risk transfer mechanisms. Modern portfolio theory and capital asset pricing model modern portfolio. The arbitrage pricing theory and multifactor models of risk and return. (Book1) |
3 |
07.08.2021г |
Saturday |
13:00-14:30 |
1.5 ч |
Practicum (Book1) |
4 |
10.08.2021г |
Tuesday |
19:00-22:00 |
4 ч |
Principles for effective data aggregation and risk reporting. Enterprise risk management and future trends. learning from financial disasters. (Book1) |
2 Quantitative analysis tools |
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5 |
12.08.2021г
|
Thursday |
19:00-22:00 |
4 ч
|
Fundamentals of probability. Random variables. Probability mass functions, cumulative distribution functions, and expected values. Mean, variance, skewness, and kurtosis.(Book2) |
6 |
14.08.2021г |
Saturday |
13:00-14:30 |
1.5 ч |
Practicum (Book2) |
7 |
17.08.2021г
|
Tuesday |
19:00-22:00 |
4 ч
|
Common univariate random variables. Multivariate random variables. Sample moments.(Book2) |
8 |
19.08.2021г |
Thursday |
19:00-22:00 |
4 |
Hypothesis testing.(Book2) |
9 |
21.08.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book2) |
10 |
24.08.2021г
|
Tuesday |
19:00-22:00 |
4ч |
linear regression. regression with multiple explanatory variables. Regression diagnostics. Stationary time series. Non-stationary time series.(Book2) |
11 |
26.08.2021г |
Thursday |
19:00-22:00 |
4ч |
Measuring return, volatility, and correlation. Simulation and bootstrapping.(Book2) |
12 |
28.08.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book2) |
3 Financial Markets and Products |
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13 |
31.08.2021г
|
Tuesday |
19:00-22:00 |
4ч |
Banks. insurance companies and pension plans. Fund management. (Book3) |
14 |
02.09.2021г
|
Thursday |
19:00-22:00 |
4ч |
Introduction to derivatives. exchanges and otc markets.(Book3) |
15 |
04.09.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum.(Book3) |
16 |
07.09.2021г |
Tuesday |
19:00-22:00 |
4ч |
Central clearing. Futures markets. using futures for hedging.(Book3) |
17 |
09.09.2021г
|
Thursday |
19:00-22:00 |
4ч |
Foreign exchange markets. Pricing financial forwards and futures. (Book3) |
18 |
11.09.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum(Book3) |
19 |
14.09.2021г
|
Tuesday |
19:00-22:00 |
4ч |
Commodity forwards and futures. Options markets.(Book3) |
20 |
16.09.2021г
|
Thursday |
19:00-22:00 |
4ч |
Properties of options. Trading strategies. Exotic options.(Book3) |
21 |
18.09.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum(Book3) |
22 |
21.09.2021г |
Tuesday |
19:00-22:00 |
4 |
Properties of interest rates. Spot rates, forward rates, and forward rate agreements. Duration and convexity. (Book3) |
23 |
23.09.2021г |
Thursday |
19:00-22:00 |
4ч |
Corporate bonds. mortgages and mortgage-backed securities. (Book3) |
24 |
25.09.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book3) |
25 |
28.09.2021г |
Tuesday |
19:00-22:00 |
4ч |
Interest rate futures. Swaps. (Book3) |
4 Valuation and Risk Models. |
|||||
26 |
30.09.2021г |
Thursday |
19:00-22:00 |
4ч |
Measures of financial risk. Portfolio theory and value at risk. (Book4) |
27 |
02.10.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
28 |
05.10.2021г
|
Tuesday |
19:00-22:00 |
4ч |
Calculating and applying var. Linear and non-linear derivatives. Monte carlo, stress testing, and scenario analysis.(Book4) |
29 |
07.10.2021г
|
Thursday |
19:00-22:00 |
4ч |
Measuring and monitoring volatility. Estimating value at risk. Estimating volatility and mean reversion. (Book4) |
30 |
09.10.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
31 |
12.10.2021г |
Tuesday |
19:00-22:00 |
4ч |
External and internal credit ratings. Country risk: determinants, measures, and implications. (Book4) |
32 |
14.10.2021г
|
Thursday |
19:00-22:00 |
4ч |
Measuring credit risk. Expected and unexpected loss. Measuring credit losses and modeling credit risk. (Book4) |
33 |
16.10.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
34 |
19.10.2021г |
Tuesday |
19:00-22:00 |
4ч |
Operational risk. Operational risk management. Stress testing. Stress-testing integration and methods. Stress-testing governance. (Book4) |
35 |
21.10.2021г |
Thursday |
19:00-22:00 |
4ч |
Pricing conventions, discounting, and arbitrage. bond components and pricing. interest rates. Yield curve shapes. (Book4) |
36 |
23.10.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
37 |
26.10.2021г |
Tuesday |
19:00-22:00 |
4ч |
Bond yields and return calculations. Applying duration, convexity, and dv01.(Book4) |
38 |
28.10.2021г |
Thursday |
19:00-22:00 |
4ч |
Modeling non-parallel term structure shifts and hedging. Key rate exposures and hedging forward buckets and volatility. (Book4) |
39 |
30.10.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
40 |
02.11.2021г |
Tuesday |
19:00-22:00 |
4ч |
Binomial trees. The black-scholes-merton model. Black-scholes-merton model dividends, warrants, and implied volatility. (Book4) |
41 |
04.11.2021г |
Thursday |
19:00-22:00 |
4ч |
Option sensitivity measures: the “greeks". naked and covered positions. Delta and delta hedging. theta, gamma, vega, and rho. (Book4) |
42 |
06.11.2021г |
Saturday |
13:00-14:30 |
1.5ч |
Practicum (Book4) |
|
Итого |
|
|
140ч |
|
Стоимость курсов для одного участника: FRM Part I - 350 000 тг. |