Currently listening to GARPs webcast 2015 FRM Program: A First - TopicsExpress



          

Currently listening to GARPs webcast 2015 FRM Program: A First Look. Here are the new areas of focus: 1. Enterprise Risk Management (ERM) - a holistic and integrated framework; 2. Lessons learned– as a result of the credit crisis 3. Correlation and correlation risk 4. Time series analysis – coverage of MA, AR, and standard ARMA models 5. Current issues – Cyber risk, high frequency trading, innovations in derivative valuation
Posted on: Thu, 13 Nov 2014 16:41:47 +0000

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