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Master market risk measurement and management concepts through this comprehensive video series covering FRM Part 2 Book 1 material over 5 hours and 33 minutes of instruction. Dive deep into estimating market risk measures, exploring both non-parametric and parametric approaches including extreme value methods. Learn correlation fundamentals, definitions, applications, and terminology while examining empirical properties of correlation behavior in real-world scenarios. Explore financial correlation modeling using bottom-up approaches and understand the science behind term structure models. Study the art of term structure models focusing on drift, volatility, and distribution characteristics. Analyze volatility smiles and their implications for options pricing. Each chapter includes detailed explanations of complex concepts such as VaR mapping, term structure modeling techniques, and volatility analysis, reinforced with relevant question examples to strengthen understanding and prepare for the FRM Part 2 examination.
