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FRM Syllabus
To crack the Financial Risk Management exam with good rank, candidates need to prepare from FRM Syllabus. Financial Risk Manager Part 1 and 2 exam pattern and complete syllabus are provided on this web page.
Interested contenders can also download the FRM Topic Wise Syllabus PDF by hitting the available link. You will also come across the new changes which are recently done in the Financial Risk Manager syllabus.
FRM Exam 2018:
FRM 2018 exam will be conducted in 2 parts, individuals will face questions regarding management risk, Quantitative Analysis Financial Markets and Products and topics related to management.
To grab further details about FRM Syllabus 2018 applicants need to look at below section which is well created by the team of www.recruitmentinboxx.com
FRM Syllabus
FRM Part 1 Syllabus:
Quantitative Analysis, Foundations of Risk Management, Financial Markets and Products and Valuation and Risk Models sections will be asked in the Financial Risk Manager Level I exam.
FRM Foundations of Risk Management Syllabus:
- An understanding of corporate risk governance and the trade-off between risk and return
- The construction of efficient portfolios
- Fundamental asset pricing models
- Enterprise risk management frameworks
- Data quality management
- A review of major financial disasters
FRM Quantitative Analysis Syllabus:
- Monte Carlo methods
- Volatility forecasting models
- Value-at-Risk estimation
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FRM Financial Markets and Products Syllabus:
- Futures and forwards
- Equity options, swaps, and other derivatives
- Commodities
- Currencies
- Corporate bonds and interest rates
- A basic understanding of arbitrage arguments and hedging related to these financial products
FRM Valuation and Risk Models Syllabus:
- Basic bond valuation and bond hedging
- Valuation using binomial trees
- An understanding of the Black-Scholes-Merton model
- Value-at-Risk (VaR)
- Expected and unexpected loss estimation
- Stress testing
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FRM Level I Exam Pattern:
| Module Title | Weight |
| Quantitative Analysis | 20% |
| Foundations of Risk Management | 20% |
| Financial Markets and Products | 30% |
| Valuation and Risk Models | 30% |
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FRM Part 2 Syllabus:
In Financial Risk Manager Level II exam, questions from 5 sections will be asked. The section wise FRM Part 2 syllabus is given below:
FRM Market Risk Management Syllabus:
- Fixed-income interest rate sensitivities
- Volatility exposures
- Value-at-Risk (VaR) and back testing VaR
- Expected shortfall (ES)
- Correlations and copulas
- Parametric and non-parametric estimation methods
- Extreme value theory (EVT)
- Exotic options and mortgage-backed securities
FRM Credit Risk Management Syllabus:
- This section specially focuses on applicants’ understanding of credit risk management, structured finance and credit products such as collateral debt obligations and credit derivatives.
- Knowledge of counter party risk is also tested, as well as default risk and methodologies used to measure it, such as Credit VaR
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FRM Operational and Integrated Risk Management Syllabus:
- Coverage of the tools and techniques necessary to measure, manage, and mitigate operational risk
- Economic capital allocation
- Enterprise risk management (ERM)
- Knowledge of critical issues related to liquidity risk management, model risk, loss data modeling and IT infrastructure, stress testing, and risk appetite
FRM Risk Management and Investment Risk Management Syllabus:
- This section mainly focuses on contenders’ knowledge of risk management techniques applied to the investment management process.
- Topics such as portfolio construction and performance analysis are covered, as well as risk budgeting and portfolio and component VaR.
- Issues related to hedge funds and private equity investments are also covered.
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FRM Current Issues in Financial Markets Syllabus:
- Sovereign Risk and Financial Crisis
- Flash Crash
- Financial Innovation and Its Issues
FRM Level II Exam Pattern:
| Module Title | Weight |
| Market Risk Measurement and Management | 25% |
| Credit Risk Measurement and Management | 25% |
| Operational and Integrated Risk Management | 35% |
| Risk Management and Investment Management | 15% |
| Current Issues in Financial Markets | 10% |
The exam pattern and syllabus of Financial Risk Manager is mentioned for your convenience. Willing contenders can download the FRM Syllabus in PDF form by hitting the available link.
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Official Note:
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