Case Study: Model Risk and Model Validation (FRM Part 2 2023 – Operational Risk – Ch 16) Published 2023-04-14 Download video MP4 360p Recommendations 52:45 The Building Blocks of Risk Management (FRM Part 1 2023 – Book 1 – Chapter 1) 48:31 Measuring Credit Risk (FRM Part 1 2023 – Book 4 – Chapter 6) 1:02:37 Model Risk Management 061021 31:27 Case Study: Financial Crime and Fraud (FRM Part 2 2023 – Operational Risk – Ch 11) 39:18 Fundamentals of Credit Risk (FRM Part 2 – Book 2 – Credit Risk Measurement and Management – Ch 1) 37:09 Volatility Smiles (FRM Part 2 2023 – Book 1 – Chapter 15) 51:57 Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM) (FRM P1 2021 – B1 – Ch5) 1:19:09 Introduction to Credit Risk Modeling and Assessment (FRM Part 2 – Credit Risk Measurement – Ch 5) 25:34 Stress Testing Banks (FRM Part 2 2023 – Book 3 – Chapter 15) 51:12 Daily Life as a Model Validator in Banking 30:12 Model Validation: Detailed Process 29:06 Governance (FRM Part 2 – Book 2 – Credit Risk Measurement and Management – Ch 2) 53:11 Credit Risk Management (FRM Part 2 – Book 2 – Credit Risk Measurement and Management – Ch 3) 29:05 Regression Diagnostics (FRM Part 1 2023 – Book 2 – Chapter 9) 1:12:49 Derivatives (FRM Part 2 – Book 2 – Credit Risk Measurement and Management – Ch 14) 1:21:18 Operational Risk 51:29 Credit Risk Modeling (For more information, see www.bluecourses.com ) 47:00 Credit Risk Analytics Interview Q&A - Part-1 Similar videos 20:48 Case Study: Investor Protection and Compliance Risks (FRM Part 2 2023 – Operational Risk – Ch 14) 43:03 Integrated Risk Management (FRM Part 2 2023 – Book 3 – Operational Risk and Resilience – Chapter 7) 54:46 Risk Measurement and Assessment (FRM Part 2 2023 – Book 3 – Operational Risk and Resilience – Ch 4) 17:48 Principles for Operational Resilience (FRM Part 2 2023 – Book 3 – Chapter 26) 21:37 Governance and Stress Testing (FRM Part 1 2023 – Book 4 – Chapter 16) 43:29 Machine Learning and Prediction – Part B (FRM Part 1 2023 – Book 2 – Chapter 15) 42:11 Credit Scoring and Retail Credit Risk Management (FRM Part 2 2023 – Book 2 – Chapter 15) 11:21 CECL Model Validation 46:02 Model Risk Management: The Shocking Truth 49:03 Machine-learning Methods – Part B (FRM Part 1 2023 – Book 2 – Quantitative Analysis – Chapter 14) 15:27 FRM Part II Update and Your Strategy 2022 00:16 DOCTOR vs. NURSE: $ OVER 5 YEARS #shorts 1:21:15 7. Value At Risk (VAR) Models 38:07 The Arbitrage Pricing Theory and Multifactor Models of Risk and Return (FRM P1 – Book 1 – Chapter 6) 1:05:26 Mastering Operational Risk - Theory and Practice in a Single Package More results