GARP 2016-FRR 試験概要:
| 認定ベンダー: | GARP |
| 試験名: | Financial Risk and Regulation(FRR)シリーズ |
| 試験番号: | 2016-FRR |
| 対応言語: | 英語 |
| 関連資格: | Financial Risk Manager(FRM) Financial Riskの基礎(FFR) |
| 試験形式: | Computer-Based Testing, 多肢選択式 |
| 試験時間: | 240 分 |
| サンプル問題: | GARP 2016-FRR サンプル問題 |
| 受験方法: | 認定試験センターを通じて実施されるコンピュータベースの試験を伴う独学型の認定プログラムです。 |
| 前提条件: | 前提となる資格は必要ありません。FRRプログラムは、金融リスクと規制に関する高度な知識を求めるリスク専門家を対象としています。 |
| 公式シラバスのURL: | https://www.garp.org/certifications-programs/frr |
GARP 2016-FRR 認定試験の出題範囲:
| トピック | 出題範囲 |
|---|
| トピック 1 | - Credit Risk Management: This section of the exam measures skills of a Credit Risk Analyst and covers the assessment of credit risk, credit products risks, portfolio credit risk management, and the regulatory view of credit risk. It explains expected and unexpected losses, credit models, Basel Accords, credit default swaps, credit scoring, and stress testing credit exposures.
|
| トピック 2 | - Operational Risk Management: This section of the exam measures skills of an Operational Risk Manager and covers the principles of operational risk management. It discusses operational risk identification, measurement, mitigation, monitoring, reporting, and the importance of governance frameworks such as the three lines of defense, along with loss data collection and scenario analysis.
|
| トピック 3 | - Market Risk Management: This section of the exam measures skills of a Market Risk Analyst and covers the fundamentals of market risks across foreign exchange, interest rates, equities, and commodities. It explains market risk measurement tools like VaR and expected shortfall, examines trading strategies, market risk reporting, and the impact of Basel III on market risk.
|
| トピック 4 | - Asset and Liability Management: This section of the exam measures skills of a Treasury and ALM Specialist and covers asset and liability management frameworks, interest rate risk in the banking book, liquidity risk management, capital management, and non-trading market risks. It explains the roles of ALCO, treasury operations, Basel III liquidity measures, and management of funding risks.
|
参照:https://www.garp.org/courses/financial-risk-and-regulation