FRM® Part 1

All FRM® Part 1 related articles are listed here.

VaR-Based Risk-Adjusted Measure: FRM Part 1 Exam Training

VaR-Based Risk-Adjusted Measure: FRM Part 1 Exam Training

by on September 26, 2012

Risk is a major concern for every organization and in order to overcome the risks, it is necessary to undertake various risk measurement methods. Recent [more…]

Morningstar Rating System: Financial Risk Manager Training

Morningstar Rating System: Financial Risk Manager Training

by on September 26, 2012

Risk management is one of the major concern for every organization and a must study in finance. Anyone looking forward towards attaining a Financial Risk [more…]

Information Ratio and Sortino Ratio as Risk Measures: FRM Part 1 Exam Prep

Information Ratio and Sortino Ratio as Risk Measures: FRM Part 1 Exam Prep

by on September 26, 2012

Information ratio and Sortino ratio are two popular risk measures used in portfolio management. Realizing these measures is very essential in finance and therefore is [more…]

Using Jensen’s Alpha in the CAPM Model: FRM Certification Training

Using Jensen’s Alpha in the CAPM Model: FRM Certification Training

by on September 26, 2012

Portfolio managers at times try to beat the expected portfolio return. This excess return generated above the expected return is calculated using various models like [more…]

Treynor Measure vs. Sharpe Measure: FRM Part 1 Certification Training

Treynor Measure vs. Sharpe Measure: FRM Part 1 Certification Training

by on September 26, 2012

As there are pricing models that help Portfolio managers in taking investment decisions, there are various measures as well that helps in measuring the performance [more…]

APT Application in Passive Management: FRM Part 1 Exam Prep

APT Application in Passive Management: FRM Part 1 Exam Prep

by on September 26, 2012

Arbitrary Pricing Theory (APT) or Arbitrary Pricing Model is an important pricing model in finance and a must study for those preparing for the Financial [more…]

APT Application in Active Management: FRM Part 1 Exam Prep

APT Application in Active Management: FRM Part 1 Exam Prep

by on September 26, 2012

Arbitrage Pricing Model or the Arbitrage Pricing theory (APT) is a pricing model which is based on the concept of arbitrage. Arbitrage defines a situation [more…]

Arbitrage Pricing Theory: FRM Part 1 Certification Training

Arbitrage Pricing Theory: FRM Part 1 Certification Training

by on September 26, 2012

Arbitrage Pricing Model or the Arbitrage Pricing theory is a pricing model based on the concept of arbitrage. Arbitrage defines a situation where one can [more…]

Multi-Period Capital Asset Pricing Model (CAPM): FRM Part 1 Exam Prep

Multi-Period Capital Asset Pricing Model (CAPM): FRM Part 1 Exam Prep

by on September 25, 2012

The standard assumptions on Capital Asset Pricing Model is made assuming that the investors make those investment decisions at one point of time. However in [more…]

Removing standard assumptions from the CAPM Model

Removing standard assumptions from the CAPM Model

by on September 25, 2012

The Capital Asset Pricing Model - CAPM training involves various standard assumptions. These standard assumptions may not hold in practice. Let’s have a look at the [more…]