FRM Part I - Study Schedule - Offline Class TỐI T4 & CHIỀU THỨ 7

Materials Chapter # Content Session Date Time In charge

From: 23/6/2019 To: 2/11/2019

1 Probabilities
Buổi 1 Sunday, June 23, 2019 14h:00 - 17h:30 Ngoc
2 Basic Statistics
3 Distributions
Buổi 2 Wednesday, June 26, 2019 19h:10 - 21h:40 Ngoc
4 Bayesian Analysis
Hypothesis Testing & Confidence
5
Intervals
Buổi 3 Saturday, June 29, 2019 14h:00 - 17h:30 Ngoc
6 Linear Regression with One Regressor

Regression with a Single Regressor:

7
Hypothesis Tests & Confidence Intervals
Quantitative
Analysis - GARP Linear Regression with Multiple Buổi 4 Wednesday, July 3, 2019 19h:10 - 21h:40 Ngoc
8
2019 - Book 2 - Regressors
7 buổi Hypothesis Tests & Confidence Intervals
9
in Multiple Regression
10 Volatility
11 Correlations & Copulas Buổi 5 Saturday, July 6, 2019 14h:00 - 17h:30 Ngoc
12 Simulation Methods
13 Modelling & Forecasting Trend
Buổi 6 Wednesday, July 10, 2019 19h:10 - 21h:40 Ngoc
14 Modelling & Forecasting Seasonality
15 Characterizing Cycles
Modelling Cycles: MA, AR, & ARMA Buổi 7 Saturday, July 13, 2019 14h:00 - 17h:30 Ngoc
16
Models

1 Banks
2 Insurance Companies and Pension Plans Buổi 8 Saturday, July 20, 2019 14h:00 - 17h:30 Hue

3 Mutual Funds and Hedge Funds

1
 Introductions (Options, Futures, and
4
Other Derivatives)
Futures Markets and Central
5 Buổi 9 Wednesday, July 24, 2019 19h:10 - 21h:40 Hue
Counterparties
6 Hedging Strategies Using Futures
7 Interest Rates
Determination of Forward and Future Buổi 10 Saturday, July 27, 2019 14h:00 - 17h:30 Hue
8
Prices
9 Interest Rate Futures
Financial
10 Swaps Buổi 11 Wednesday, July 31, 2019 19h:10 - 21h:40 Hue
Market and
11 Mechanics of Options Markets
Products - GARP
2019 - Book 3 - 15 Commodity Forwards and Futures
Buổi 12 Saturday, August 3, 2019 14h:00 - 17h:30 Hue
9 buổi
19 Foreign Exchange Risk
12 Properties of Stock Options
Buổi 13 Wednesday, August 7, 2019 19h:10 - 21h:40 Hue
13 Trading Strategies Involving Options
14 Exotic Options
Exchanges, OTC Derivatives, DPCS and Buổi 14 Saturday, August 10, 2019 14h:00 - 17h:30 Hue
16
SPVS
17 Basic Principles of Central Clearing
Buổi 15 Wednesday, August 14, 2019 19h:10 - 21h:40 Hue
Risks Caused By CCPs: Risks faced by
18
CCPs
20 Corporate Bonds
Mortgage and Mortgage-Backed Buổi 16 Saturday, August 17, 2019 14h:00 - 17h:30 Hue
21
Securities

1 Quantifying Volatility in VaR Models

Buổi 17 Wednesday, August 21, 2019 19h:10 - 21h:40 HA
2 Putting VaR to Work
3 Measures of Financial Risk
Buổi 18 Saturday, August 24, 2019 14h:00 - 17h:30 HA
4 Binomial Trees

2
 5 The Black-Scholes-Merton Model Buổi 19 Wednesday, August 28, 2019 19h:10 - 21h:40 HA
6 The Greek Letters
Buổi 20 Wednesday, September 4, 2019 19h:10 - 21h:40 HA
7 Prices, Discount Factors, and Arbitrage
8 Spot, Forward, and Par Rates
Buổi 21 Saturday, September 7, 2019 14h:00 - 17h:30 HA
Valuation and 9 Returns, Spreads, and Yields
Risk Models -
10 One-Factor Risk Metrics and Hedges
GARP 2019 -
Buổi 22 Wednesday, September 11, 2019 19h:10 - 21h:40 HA
Book 4 - 10 buổi
11 Multi-Factor Risk Metrics and Hedges
Country Risk: Determinants, Measures
12
and Implications Buổi 23 Saturday, September 14, 2019 14h:00 - 17h:30 HA
13 External and Internal Ratings
14 Capital Structure in Banks
Buổi 24 Wednesday, September 18, 2019 19h:10 - 21h:40 HA
15 Operational Risk
16 Governance Over Stress Testing
Stress Testing and Other Risk- Buổi 25 Saturday, September 21, 2019 14h:00 - 17h:30 HA
17
Management Tools
Principles for Sound Stress Testing
18 Buổi 26 Wednesday, September 25, 2019 19h:10 - 21h:40 HA
Practices & Supervision

1 Risk Management: A Helicopter View

Buổi 27 Wednesday, October 2, 2019 19h:10 - 21h:40 Tiep
2 Corporate Risk Management: A Primer
Corporate Governance & Risk
3
Management Buổi 28 Saturday, October 5, 2019 14h:00 - 17h:30 Tiep
4 What is ERM?
Risk Management, Governance, Culture,
5
and Risk Taking in Banks Buổi 29 Wednesday, October 9, 2019 19h:10 - 21h:40 Tiep

6 Financial Disasters

Foundation of
Risk 3
Management -
 Deciphering the Liquidity and Credit
7
Crunch 2007 - 2008
Foundation of
Getting Up to Speed on the Financial
Risk 8
Crisis: A One-Weekend-Reader's Guide Buổi 30 Saturday, October 12, 2019 14h:00 - 17h:30 Tiep
Management -
GARP 2019 -
Risk Management Failures: What Are
Book 1 - 6 buổi 9
They & When Do They Happen?
The Standard Capital Asset Pricing
10
Model
Applying the CAPM to Performance Buổi 31 Wednesday, October 16, 2019 19h:10 - 21h:40 Tiep
11 Measurement: Single-Index
Performance Measurement

Arbitrage Pricing Theory & Multifactor

12
Models of Risk & Return
Buổi 32 Saturday, October 19, 2019 14h:00 - 17h:30 Tiep
Principles for Effective Risk Data
13
Aggregation & Risk Reporting
14 GARP Code of Conduct

1 Review and Mock Exam 01 Buổi 33 Wednesday, October 23, 2019 14h:00 - 17h:30 Tiep + Ngoc
Review and 2 Review and Mock Exam 02 Buổi 34 Saturday, October 26, 2019 19h:10 - 21h:40 Hue + HA
Mock Exams 3 Review and Mock Exam 03 Buổi 35 Wednesday, October 30, 2019 14h:00 - 17h:30 Tiep + Ngoc
4 Review and Mock Exam 04 Buổi 36 Saturday, November 2, 2019 19h:10 - 21h:40 Hue + HA