دانلود کتاب مبانی مدیریت ریسک (FRM)

I want to thank you on behalf of GARP’s Board of Trustees and our professional certification program staff for your support of the Financial Risk Manager (FRM®) program. It’s gratifying to see that in the 26 years since the first FRM examination, the FRM program has become the global standard for educating and credentialing financial risk management professionals. Its worldwide effects in furthering the understanding and acceptance of financial risk management have been highly positive and, in many ways, transformative. COVID is thankfully in the rearview mirror. We now can be much more flexible in expanding-and in certain instances re-focusing and updating-the FRM program to address the many new challenges encountered by financial institutions globally. Our FRM program advisory committee, consisting of senior risk professionals from around the world, that meets regularly to debate and settle the FRM program’s subject coverage, has found no shortage of subjects for inclusion in the FRM curriculum. One of the advisory committee’s more-material challenges is to understand and assess where the global financial services industry is headed, and then identify issues and subjects most important for risk management professionals. The FRM advisory committee also recommends how the FRM program covers subject matter. Its objective is to ensure that candidates who complete the FRM program successfully can be confident that their skills have been assessed objectively, and that they possess the requisite knowledge to succeed as a risk management professional anywhere in the world. The FRM program’s coverage is dynamic. The advisory committee reacts to and tries to anticipate market changes, global economic trends, technological advances, and regulatory adjustments; and assesses how these will affect the necessary knowledge and skill sets of a risk management professional. The biggest change to the program’s coverage for 2024 revolves around credit risk measurement and management. About two-thirds of the subject readings in Credit Risk Measurement and Management were updated for 2024. Notably in 2023, GARP expanded the FRM program’s coverage of operational resilience, an issue of rapidly growing importance around the world. Materials deal with structural vulnerabilities and areas of the financial system that may be under stress. The transmission of shocks to the financial system, and the assessment, modeling, and measurement of potential points of failure are other important covered concepts. Also notable in 2023, GARP added two chapters on machine learning (ML) in the FRM Part I Quantitative Analysis book. These chapters not only introduce the ML methods risk managers need to understand, but also address key issues associated with artificial intelligence (Al) and ML, including transparency, interpretability, and explainability; data considerations; and risks that arise from the use of Al/ML, including the potential for bias, discrimination, and unethical behavior. Throughout the FRM curriculum, GARP aims, wherever possible, to present lessons learned from noteworthy current events to contextualize program content and give FRM candidates critical insight.