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所在平台: Udemy |
课程主页: https://www.udemy.com/course/frm-part-1-book-1-foundations-of-risk-management/
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课程名称：FRM Part 1 - Book 1 - 风险管理基础 概述：本课程由詹姆斯·福尔詹教授主讲，他在大学商业课程教学方面拥有超过25年的丰富经验。课程深入探讨了风险管理的复杂世界，提供了对《风险管理基础》一书各章节的独特洞察，这对准备FRM Part 1考试的学员来说是一个宝贵的资源。课程设计详尽，涵盖了风险管理的所有关键方面，确保学员对该主题的全面理解。 课程内容包括广泛的主题，首先介绍风险管理的基本构建模块，为理解复杂的风险管理概念奠定坚实基础。随后，探讨企业如何处理金融风险及指导这些过程的治理结构。分析信用风险转移机制，以理解其在风险管理中的作用。 课程特别关注现代投资组合理论（MPT）和资本资产定价模型（CAPM），这对于理解市场行为和投资策略至关重要。还深入讲解了套利定价理论和多因素风险与回报模型，提供了风险与回报的细致视角。此外，课程还涵盖了风险数据聚合和报告原则，这是有效风险管理的重要组成部分。 企业风险管理及未来风险管理发展的趋势也在课程中得到探讨，提供了对该领域演变的深刻见解。课程还包括对金融灾难的批判性分析，总结了从过去错误中吸取的教训，并以2007-2009年全球金融危机的深度剖析结束，分析其原因及影响。 此外，课程融入了GARP职业道德规范，确保学生不仅学习到风险管理的技术方面，同时了解该领域所需的伦理考虑和专业标准。这一内容强调了课程不仅在教育学生掌握风险管理概念方面的承诺，还在于培养强烈的职业道德感和责任感。 本课程包含以下章节： 1. 风险管理的构建模块 2. 企业如何管理金融风险？ 3. 风险管理的治理框架 4. 信用风险转移机制 5. 现代投资组合理论（MPT）和资本资产定价模型（CAPM） 6. 套利定价理论与多因素风险与回报模型 7. 风险数据聚合与报告原则 8. 企业风险管理与未来趋势 9. 从金融灾难中学习 10. 2007-2009年全球金融危机的剖析 11. GARP职业道德规范
In this comprehensive course, Prof. James Forjan, PhD, with his extensive experience of over 25 years in teaching college-level business classes, delves into the intricate world of risk management. His expertise brings a unique and insightful perspective to each chapter of the "Foundations of Risk Management" book, making it an invaluable resource for those preparing for the FRM Part 1 exam. The course is meticulously designed to cover all critical aspects of risk management, ensuring a thorough understanding of the subject.The chapters in this course encompass a wide range of topics. Starting with the basic building blocks of risk management, it lays a solid foundation for understanding complex risk management concepts. It then progresses to explore how firms handle financial risks and the governance structures that guide these processes. Credit risk transfer mechanisms are dissected to understand their role in risk management.A significant focus is on Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM), which are pivotal in understanding market behaviors and investment strategies. The course also delves into the Arbitrage Pricing Theory and Multifactor Models, providing a nuanced view of risk and return. Additionally, it covers the vital aspects of risk data aggregation and reporting principles, which are crucial for effective risk management in organizations.Enterprise Risk Management and future trends in risk management are explored, offering insights into the evolving nature of the field. The course also includes a critical analysis of financial disasters, providing lessons that can be learned from past mistakes. It concludes with an in-depth look at the Great Financial Crisis of 2007-2009, offering a detailed examination of its causes and effects.Moreover, the course incorporates the GARP Code of Conduct, ensuring that students not only learn the technical aspects of risk management but also understand the ethical considerations and professional standards required in the field. This inclusion underscores the course's commitment to not only educating students in risk management concepts but also inculcating a strong sense of professional ethics and responsibility.This course includes the following chapters:1. The Building Blocks of Risk Management2. How Do Firms Manage Financial Risk?3. The Governance of Risk Management4. Credit Risk Transfer Mechanisms5. Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)6. The Arbitrage Pricing Theory and Multifactor Models of Risk and Return7. Risk Data Aggregation and Reporting Principles8. Enterprise Risk Management and Future Trends9. Learning From Financial Disasters10. Anatomy of the Great Financial Crisis of 2007-200911. GARP Code of Conduct
