finRGB

Credit Value-at-Risk (VaR)0:11:37

Credit Value-at-Risk (VaR) | FRM Part 2 | Credit Risk

Study Sequence for0:05:49

Study Sequence for FRM Part 2 (2024)

Net Stable Funding0:13:38

Net Stable Funding Ratio (NSFR) Explained | FRM Part 2 | Liquidity Risk

Index Credit Default0:16:22

Index Credit Default Swaps Explained | FRM Part 2 | Credit Risk

Basis Risk |0:01:00

Basis Risk | FRM Part 1 (Book 3, Financial Markets and Products)

Value at Risk0:23:05

Value at Risk (VaR) - Advantages & Disadvantages Explained | FRM Part 1 / FRM Part 2 | CFA Level 2

Enterprise Risk Management0:14:12

Enterprise Risk Management and Future Trends (FRM Part 1, Book 1, Foundations of Risk Management)

Volatility Smile and0:15:29

Volatility Smile and Skew | FRM Part 2 | Market Risk

Wrong Way Risk0:06:47

Wrong Way Risk - An Introduction (FRM Part 1 / FRM Part 2, Book 2, Credit Risk)

Overnight Index Swaps0:12:45

Overnight Index Swaps (OIS) Explained | Mechanics and Use (FRM Part 1)

Standard Error of0:12:12

Standard Error of VaR Estimate (FRM Part 2, Book 1, Market Risk)

Credit Exposure Metrics0:22:32

Credit Exposure Metrics EE, PFE, EPE, ENE, EEE, EEPE Explained (FRM Part 2, Book 2, Credit Risk)

Understanding the Vasicek0:01:00

Understanding the Vasicek Formula | FRM Part 1, FRM Part 2 | Valuation and Risk Models (Book 4)

Duration of Interest0:11:54

Duration of Interest Rate Swap (FRM Part 1, Book 3, Financial Markets and Products)

Standard Brownian Motion0:20:06

Standard Brownian Motion / Wiener Process: An Introduction

Credit Valuation Adjustment0:15:04

Credit Valuation Adjustment (CVA) for a European Option | FRM Part 2 (Credit Risk) | Solved Example

Binomial Option Pricing0:11:26

Binomial Option Pricing Model (Risk Neutral Valuation Approach) | FRM Part 1

Binomial Option Pricing0:05:52

Binomial Option Pricing Model (Replicating Portfolio Approach) | FRM Part 1

CVA Calculation for0:09:27

CVA Calculation for Risky Bond (Solved Example) (FRM Part 2, Book 2, Credit Risk)

Estimating Market Risk0:18:39

Estimating Market Risk Measures: A Quick Review (FRM Part 2, Book 1, Market Risk)

Durations - Effective,0:16:01

Durations - Effective, Macaulay, Modified, Dollar (FRM Part 1, Book 4, Valuation and Risk Models)

Exponential Variables are0:01:00

Exponential Variables are Memoryless | FRM Part 1 | Quantitative Analysis (Book 2)

Forward Rate Agreement0:26:09

Forward Rate Agreement (FRA) (FRM Part 1, Book 3, Financial Markets and Products)

Credit Exposure Metrics0:24:27

Credit Exposure Metrics (EFV, EE, PFE) for Interest Rate Swap | FRM Part 2