top of page

MIDHAFIN FRM Part 1 Course Structure & Study Plan

MF_1.png

  • QTA 1 - Fundamentals of Probability

  • QTA 2 - Random Variables

  • QTA 3 - Common Univariate Random Variables

  • QTA 4 - Multivariate Random Variables

  • QTA 5 - Sample Moments

  • QTA 6 - Hypothesis Testing

  • QTA 7 - Linear Regression

  • QTA 8 - Regression with Multiple Explanatory Variables

  • QTA 9 - Regression Diagnostics

  • FRM 5  - Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)

  • FRM 6 - The Arbitrage Pricing Theory and Multi-factor Models of Risk and Return

  • QTA 14 - Machine Learning Methods

  • QTA 15 - Machine Learning and Prediction

Block Test - 1
MF_2.png

  • QTA 10 - Stationary Time Series

  • QTA 11 - Non-stationary Time Series

  • FMP 2 - Insurance Companies and Pension Plans

  • 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

  • FMP 8 - Using Futures for Hedging

  • FMP 10 - Pricing Financial Forwards and Futures

  • FMP 11 - Commodity Forwards and Futures

  • FMP 9 - Foreign Exchange Markets

  • 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
MF_3.png

  • 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

  • FMP 12 - Options Market

  • FMP 13 - Properties of Options

  • FMP 14 - Trading Strategies

  • FMP 15 - Exotic Options

  • FMP 1 - Banks

  • VRM 14 - Binomial Trees

  • VRM 15 - The Black-Scholes-Merton Models

  • VRM 16 - Option Sensitivity Measures "The Greeks"

  • QTA 13 - Simulation and Bootstrapping

  • 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
MF_4.png

  • VRM 4 - External and Internal Credit Rating

  • VRM 5 - Country Risk: Determinants, Measures and implications

  • VRM 7 - Operational risk

  • VRM 8 - Stress Testing

  • FMP 19 - Interest Rate Futures

  • FMP 20 - Swaps

  • FRM 4 - Credit Risk Transfer Mechanisms

  • VRM 6 - Measuring Credit Risk

  • 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

  • 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
bottom of page