FRM Part 2 - Book 2 - Credit Risk (Part 2/2)

FRM Course by Prof. James Forjan, PhD

4.55 (12 reviews)
Udemy
platform
English
language
Finance
category
instructor
292
students
7 hours
content
Mar 2021
last update
$49.99
regular price

What you will learn

FRM Part 2 - Book 2 - Credit Risk (Part 2/2)

Description

James Forjan has taught graduate and post-graduate finance classes for over 25 years and has also co-authored college-level investment books. His resume includes:

  • BS in Accounting

  • Master of Science in Finance

  • PhD in Finance (minor in Economics, two PhD level courses in Econometrics)

  • Completed the CFA Program in 2004 and earned the CFA charter later that year

  • College professor who taught at six institutions since classes such as Corporate Finance, Investments, Derivatives Securities, International Finance

In this course, Prof. James Forgan, PhD, summarizes the first 9 chapters from the Credit Risk book so you can learn or review all of the important concepts for your FRM part 2 exam.

This course includes the following chapters:

10. Netting, Compression, Resets, and Termination Features

11. Collateral

12. Credit Exposure and Funding

13. Counterparty Risk Intermediation

14. Credit and Debt Value Adjustment

15. Wrong-Way Risk

16. The Evolution of Stress Testing Counterparty Exposures

17. Credit Scoring and Retail Credit Risk Management

18. The Credit Transfer Markets – And Their Implications

19. An Introduction to Securitisation

20. Understanding the Securitization of Subprime Mortgage Credit

Content

FRM Part 2 - Book 2 - Credit Risk (Part 2/2)

Netting, Close-Out and Related Aspects
Collateral
Credit Exposure and Funding
Counterparty Risk Intermediation
Credit and Debt Value Adjustments
Wrong-Way Risk
The Evolution of Stress Testing Counterparty Exposures
Credit Scoring and Retail Credit Risk Management
The Credit Transfer Markets
An Introduction to Securitisation & Understanding the Securitization of Subprime

Screenshots

FRM Part 2 - Book 2 - Credit Risk (Part 2/2) - Screenshot_01FRM Part 2 - Book 2 - Credit Risk (Part 2/2) - Screenshot_02FRM Part 2 - Book 2 - Credit Risk (Part 2/2) - Screenshot_03FRM Part 2 - Book 2 - Credit Risk (Part 2/2) - Screenshot_04

Reviews

Jaclyn
October 30, 2023
The course explains the learning objective very well and in an interesting way. :D This is so much better than reading the textbooks on my own. Thank you.
Anandaa
March 13, 2021
This is an excellent and crisp lecture on the subject matter for a clear understanding of the basics and their broad application on wide spectrum of Risk Management......

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Related Topics

3548890
udemy ID
10/5/2020
course created date
10/11/2020
course indexed date
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