finRGB

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

Structural Vs Reduced Form Models of Credit Risk (CFA Level 2, FRM Part 2, Book 2, Credit Risk)

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

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

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

xVA: An Introduction (FRM Part 2, Book 2, Credit Risk)

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

Non-Deliverable Forwards (NDFs) Explained | CFA Level 3

FRM Part 2 | 8 Quick Tips for Tackling the Operational Risk Book (Book 3)

Equity Swaps Explained: Mechanics and Variations | FRM Part 1 | CFA Level 2

10 Tips to Pass FRM Part 2 Exam

Futures Markets Order Types (FRM Part 1, Book 3, Financial Markets and Products)

(FRM Part 1) Study Sequence for Nov 2022

Delta vs Time to Expiry (FRM Part 1, Book 4, Valuation and Risk Models, The Greek Letters)

Formula Review for Book 1 (FRM-Part-1, Book 1, Foundations of Risk Management)

Delta of ATM Option (FRM Part 1, Book 4, Valuation and Risk Models, Greeks)

FRM Part 1 Formulas: The best way to deal with them.

Real World Vs Risk Neutral Default Probabilities (FRM Part 2, Book 2, Credit Risk)

Replication Approach vs Bootstrapping Approach (FRM Part 1, Book 4, Valuation & Risk Models)

Understanding N(z) Vs N-Inverse(p) Vs N'(z) in Normal Distribution | FRM Part 1

Mathematics for Finance: Summations and Products

Do I need to be strong at Math to ace the FRM exam? (FRM Part 1, FRM Part 2)

Key Rate Durations (FRM Part 1, Book 4, Valuation and Risk Models, Multi-Factor Risk Metrics)

Convexity Adjustment (Eurodollar Futures) (FRM Part 1, Book 3, Financial Markets and Products)