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FRM Part I

Quantitative Analysis

Probability, statistics, regression, time series, and volatility models used throughout FRM Part I and Part II.

10 approved practice questions in bank

What you will practice

  • Work with distributions, hypothesis tests, and Bayesian updating
  • Diagnose OLS issues such as heteroskedasticity
  • Apply EWMA and GARCH volatility models
  • Use copulas and understand bias–variance tradeoffs in models
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