Operational Risk and Resiliency是FRM二级考试的主要内容,在备考中考生需要对相关内容有所了解。下文是对它主要包含内容的介绍,一起了解一下!
Operational Risk and Resiliency | 20%
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This area addresses a candidate’s knowledge of two areas of increasing importance for many firms — operational risk management and operational resilience in the face of changing market conditions. This includes:
• Principles for sound operational risk management
• Risk appetite frameworks and enterprise risk management
• Risk culture and conduct
• Analyzing and reporting operational loss data
• Model risk and model validation
• Risk-adjusted return on capital (RAROC)
• Economic capital frameworks and capital planning
• Stress testing banks
• Third-party outsourcing risk
• Risks related to money laundering and financing of terrorism
• Regulation and the Basel Accords
• Cyber risk and cyber resilience
• Operational resilience
这一领域涉及候选人对许多公司日益重要的两个领域的知识——面对不断变化的市场条件,操作风险管理和操作弹性。这包括:
•健全运营风险管理的原则
•风险偏好框架和企业风险管理
•风险文化和行为
•分析和报告运营损失数据
•模型风险和模型验证
•风险调整资本回报率(RAROC)
•经济资本框架和资本规划
•压力测试银行
•第三方外包风险
•与洗钱和资助恐怖主义有关的风险
•监管和巴塞尔协议
•网络风险和网络弹性
•运营弹性
FRM考试的知识点内容就分享这么多,学员如果还有更多的内容想要学习,可以在线咨询老师或者添加老师微信(rongyuejiaoyu)。