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MIDHAFIN FRM Part 1
Course Structure & Study Plan

QTA 1 - Fundamentals of Probability
QTA 2 - Random Variables
QTA 3 - Common Univariate Random Variables

BLOCK-1

Block Test-1

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Week 1

QTA 1 - Fundamentals of Probability
QTA 2 - Random Variables
QTA 3 - Common Univariate Random Variables

Week 2

QTA 4 - Multivariate Random Variables
QTA 5 - Sample Moments
QTA 6 - Hypothesis Testing

Week 3

QTA 7 - Linear Regression
QTA 8 - Regression with Multiple Explanatory Variables
QTA 9 - Regression Diagnostics

Week 4

FRM 5 - Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
FRM 6 - The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
QTA 14 - Machine Learning Methods
QTA15 - Machine Learning and Prediction

Block Test 1

Week 5

QTA 10 - Stationary Time Series
QTA 11 - Non-stationary Time Series
FMP 2 - Insurance Companies and Pension Plans

Week 6

FMP 4 - Introduction to Derivatives
FMP 5 - Exchange and OTC Markets
FMP 6 - Central Clearing
FMP 16 (1) - Properties of Interest Rates Part 1
FMP 7 - Futures Markets

Week 7

FMP 8 - Using Futures for Hedging
FMP 10 - Pricing Financial Forwards and Futures
FMP 11 - Commodity Forwards and Futures
FMP 9 - Foreign Exchange Markets

Week 8

FMP 16 (2) - Properties of Interest Rates Part 2
VRM 9 - Pricing Conventions, Discounting and Arbitrage
VRM 10 - Interest Rates
VRM 11 - Bond Yields and Return Calculations
FMP 17 - Corporate bonds

Block Test 2

Week 9

VRM 12- Applying Duration, Convexity and DV 01

VRM 13 - Modelling Non-Parallel Term Structure Shifts and Hedging

FMP 18 - Mortgages and Mortgage Securities

FRM 10 - Anatomy of Great Financial Crisis

Week 10

FMP 12 - Options Market
FMP 13 - Properties of Options
FMP 14 - Trading Strategies
FMP 15 - Exotic Options
FMP 1 - Banks

Week 11

VRM 14 - Binomial Trees
VRM 15 - The Black-Scholes-Merton Models
VRM 16 - Option Sensitivity Measures "The Greeks"
QTA 13 - Simulation and Bootstrapping

Week 12

QTA 12 - Measuring Returns, Volatility and Correlation
VRM 1 - Measures of Financial Risk
VRM 2 - Calculating and Applying VaR
VRM 3 - Measuring and Monitoring Volatility

Block Test 3

Week 13

VRM 4 - External and Internal Credit Rating
VRM 5 - Country Risk: Determinants, Measures and implications
VRM 7 - Operational risk
VRM 8 - Stress Testing

Week 14

FRM 19 - Interest Rate Futures
FRM 20 - Swaps
FRM 4 - Credit Risk Transfer Mechanisms
VRM 6 - Measuring Credit Risk

Week 15

FRM 1 - The Building Block of Risk Management
FRM 2 - How do Firms Manage Financial Risk
FRM 3 - The Governance of Risk Management
FRM 7 - Risk Data Aggregation and Reporting Principles

Week 16

FRM 9 - Learning from Financial Disasters
FRM 11 - GARP Code of Conduct
FRM 8 - Enterprise Risk Management and Future Trends
FMP 3 - Fund Management

Block Test 4

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