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Free Download FRM Part 1 Nano 6 Valuation and Risk Modelsl in English
Published 9/2025
MP4 | Video: h264, 1920x1080 | Audio: AAC, 44.1 KHz, 2 Ch
Language: English | Duration: 45m | Size: 407 MB
CourseLearn Value-at-Risk, Expected Shortfall, and Stress Testing in English for FRM Part I Exam Success subtitle
What you'll learn
Explain and compare Value-at-Risk (VaR) methodologies in English, including historical simulation, variance-covariance, and Monte Carlo approaches.
Calculate and interpret tail risk measures in English, such as VaR and Expected Shortfall, while understanding their strengths and limitations.
Apply stress testing techniques in English (historical, hypothetical, and reverse stress testing) to assess portfolio resilience under extreme conditions.
Evaluate and backtest risk models in English using the Kupiec test, Christoffersen test, and other exam-relevant approaches.
Integrate VaR with stress testing in English to form a comprehensive risk management toolkit aligned with regulatory expectations.
Requirements
Basic knowledge of finance and risk management terminology in English will be helpful but is not mandatory.
Familiarity with simple statistics (mean, variance, correlation) is recommended, though all key formulas are explained step by step.
Ability to follow lectures in English, as the entire course (slides, explanations, and practice questions) is delivered in English.
No special software required - only a calculator or spreadsheet for practice exercises.
No prior FRM experience needed; this course is beginner-friendly and designed to guide you from the ground up.
Description
This course uses AI-generated voice in English for narration, ensuring clear, consistent delivery for all learners. It has been designed with global accessibility in mind so both native and non-native English speakers can confidently follow along.FRM Nano 6: Valuation & Risk Models in English - VaR, Stress Testing & Exam Strategies provides a focused deep dive into one of the most heavily tested sections of the FRM Part I curriculum. You will learn how valuation and risk models are applied by financial institutions to measure, monitor, and manage risk.We begin with the fundamental building blocks of risk models: volatility, correlation, and distributional assumptions. Next, we break down Value-at-Risk (VaR) into its three main approaches: historical simulation, variance-covariance, and Monte Carlo. Each method is explained step by step, with examples that highlight their strengths and limitations. From there, we move into Expected Shortfall and other measures of tail risk.The course then emphasizes stress testing and scenario analysis, including historical versus hypothetical designs, regulatory expectations, and reverse stress testing. You will also review real-world case studies of market crashes, providing context for how models behave under extreme conditions.To make sure you are ready for the exam, the course includes practice FRM-style questions with full solutions, key formulas, and proven exam strategies.By the end of this course, you will be able to confidently:Explain and apply VaR and Expected Shortfall in EnglishEvaluate stress testing methods and their applicationsPerform backtesting of risk models with accuracyApproach FRM Part I exam questions on risk models effectivelyThis course is ideal for FRM candidates, finance students, and professionals who want clear, practical instruction in English to strengthen their understanding of valuation and risk models.
Who this course is for
FRM Part I candidates who want clear, exam-focused explanations of valuation and risk models in English.
Finance students and graduates seeking to strengthen their understanding of Value-at-Risk, stress testing, and model validation in English.
Risk management and banking professionals looking to refresh or sharpen their knowledge of VaR, Expected Shortfall, and regulatory stress testing practices.
Beginners to financial risk management who want a step-by-step introduction without heavy prerequisites, explained in simple English.
Non-native English speakers preparing for the FRM exam who prefer courses delivered entirely in English for clarity and practice.
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