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FRM Part II Program-
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Henry Liang, CQF, FRM
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2-202
Topic Weightings in FRM Part
Session NO. Content %
Session 1 Market Risk Measurement and Management 20
Session 2 Credit Risk Measurement and Management 20
Session 3 Operational Risk and Resiliency 20
Liquidity and Treasury Risk Measurement and
Session 4 15
Management
Session 5 Risk Management and Investment Management 15
Session 6 Current Issues in Financial Market 10
3-202
Modeling Dependence: Correlations And
Copulas
Framework • Some Correlation Basics
Market Risk Measurement • Empirical Properties of Correlation
• Financial Correlation Modeling
and Management Empirical Approaches to Risk Metrics and
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