Expert GARP certification prep, VaR mastery, quantitative analysis strategies, derivatives pricing, and proven risk management frameworks to help you pass the Financial Risk Manager Part I exam and excel in risk management careers.
The ultimate roadmap to GARP FRM Part I certification success. Master all exam books including Foundations of Risk Management, Quantitative Analysis, Financial Markets and Products, and Valuation and Risk Models. Includes 12-week study plan, practice exam strategies, formula sheets, and insider tips from certified Financial Risk Managers.
Master all VaR calculation methods tested on the FRM Part I exam. Learn parametric VaR with variance-covariance approach, historical simulation techniques, Monte Carlo simulation implementation, Expected Shortfall (ES/CVaR), and backtesting methodologies. Includes step-by-step calculations, Excel templates, and practice problems with solutions.
Conquer Book 2 with comprehensive coverage of probability distributions, hypothesis testing, linear regression, time series analysis, and volatility modeling. Learn GARCH models, correlation estimation, simulation methods, and how to apply quantitative techniques to real-world risk scenarios. Critical formulas and calculation shortcuts included.
Master derivative instruments for FRM Part I success. Learn Black-Scholes-Merton model, binomial option pricing, Greeks (Delta, Gamma, Vega, Theta, Rho), futures pricing and basis risk, interest rate swaps valuation, and hedging strategies. Includes real-world applications and exam-style practice questions with detailed solutions.
Understand enterprise risk management (ERM) frameworks, risk appetite setting, three lines of defense model, board oversight responsibilities, and regulatory compliance. Learn how risk management failures led to financial crises, COSO framework implementation, and how top institutions structure their risk functions. Essential for Book 1.
Master bond mathematics for FRM Part I. Learn yield curve construction, spot and forward rates, duration and convexity calculations, DV01 and key rate duration, term structure models (Vasicek, CIR, Ho-Lee), and interest rate risk management. Includes bond pricing formulas, immunization strategies, and practice calculations.
Comprehensive guide to credit risk fundamentals for FRM. Learn probability of default (PD) estimation, loss given default (LGD), exposure at default (EAD), expected and unexpected loss calculations, credit scoring models, Merton model for default, and credit portfolio risk measurement. Real-world case studies included.
Proven strategies to maximize your FRM Part I exam score. Learn optimal time allocation for 100 questions in 4 hours, Texas Instruments BA II Plus calculator shortcuts, common exam traps to avoid, question interpretation techniques, and stress management tips. Includes insights from successful candidates and score improvement tactics.
Test your knowledge with 1800+ FRM Part I practice questions and mock exams covering all 4 GARP exam books