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主页/高端财经/【04】FRM/二级资料/4.2021FRM二级(GD)/2021FRM二级(GD)★★★/02-知识精讲/05-估值风险管理与测量/

01-Introduction of Credit Risk Measurement and Management【微信公众号：】.mp4
02-Session 0前情提要【微信公众号：】.mp4
03-componens of credit risk【微信公众号：】.mp4
04-credit analysis【微信公众号：】.mp4
05-The Credit Analyst【微信公众号：】.mp4
06-Defineltion Related to PD【微信公众号：】.mp4
07-Credit Ratings【微信公众号：】.mp4
08-Merton Model(1)【微信公众号：】.mp4
09-Merton Model(2)【微信公众号：】.mp4
10-KMV Model【微信公众号：】.mp4
11-Default Inyensity Models【微信公众号：】.mp4
12-Spread and Hazard Rate(1)【微信公众号：】.mp4
13-Spread and Hazard Rate(2)【微信公众号：】.mp4
14-Retail Credit Risk【微信公众号：】.mp4
15-Credit Scoring【微信公众号：】.mp4
16-Statistical-based Models(1)【微信公众号：】.mp4
17-16-Statistical-based Models(2)【微信公众号：】.mp4
18-Heuristic and Numercal Approaches【微信公众号：】.mp4
19-Metrics for Credit Exposure【微信公众号：】.mp4
20-Exposure profile of various securitise【微信公众号：】.mp4
21-unexpected loss【微信公众号：】.mp4
22-credit var default correlation【微信公众号：】.mp4
23-credit risk portfolio models【微信公众号：】.mp4
24-single factor model【微信公众号：】.mp4
25-Basics of Counterparty Risk【微信公众号：】.mp4
26-Wrong-way Risk and Right-way Risk【微信公众号：】.mp4
27-Netting,close-out(1)【微信公众号：】.mp4
28-Netting,close-out(2)【微信公众号：】.mp4
29-Margin(collateral)(1)【微信公众号：】.mp4
30-Margin(collateral)(2)【微信公众号：】.mp4
31-Credit Valuation Adjustment and xVA【微信公众号：】.mp4
32-CVA pricing and allocation（1)【微信公众号：】.mp4
33-CVA pricing and allocation（2）【微信公众号：】.mp4
34-Stress Test for Counterparty Exposures【微信公众号：】.mp4
35-Credit Default Swap【微信公众号：】.mp4
36-Other Credit Derivatives【微信公众号：】.mp4
37-The process of Securitization【微信公众号：】.mp4
38-Asset pools【微信公众号：】.mp4
39-Strutured products(1)【微信公众号：】.mp4
40-Strutured products(2)【微信公众号：】.mp4
41-Cash flows in Securitization Structure【微信公众号：】.mp4
42-Seven Fritions of Securitization Process【微信公众号：】.mp4
43-课程总结【微信公众号：】.mp4

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