FRM Part II

Market Risk Measurement and Management

Key point: Advanced market-risk topics: non-linear risk, risk-factor mapping, and regulatory market-risk capital frameworks. This topic is on FRM Part II and is covered by 231 practice questions with detailed explanations in the frmmastery bank.

231 approved practice questions in bank

What you will practice

• Map positions to risk factors for VaR aggregation
• Manage non-linear and option-heavy portfolios
• Connect market-risk measures to trading-book capital