FRM Part I

Quantitative Analysis

Key point: Probability, statistics, regression, time series, and volatility models used throughout FRM Part I and Part II. This topic is on FRM Part I and is covered by 226 practice questions with detailed explanations in the frmmastery bank.

226 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