FRM Course Coaching in Chennai

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    FRM Course Coaching in Chennai

    Program Highlights

    180 Hours of Intensive Training

    Live Classroom Learning

    100% Placement Assistance

    Practical Learning

    Case Studies

    Recorded Classes

    10+

    Other Features

    FRM Course Overview

    Best Financial Modeling and Valuation Program

    FRM® course is a globally recognized professional certification for banking and finance professionals administered by Global Association of Risk Professionals® (GARP®, USA).The Wall Street School’ FRM® course training enables candidates to build a strong conceptual clarity that helps them excel in the area of and Risk Management, Portfolio Management and Finance

    Financial Risk Managers hold the expertise and are committed to better risk management practices, thus standing apart in their respective organizations. GARP® provides the FRM® course in 195 countries and territories and has over 279,000 Members. GARP® offers Continuing Professional Development (CPD) program for risk professionals to access the latest updates in risk education

    Essential Features

    Exhaustive Prep Material

    No other extra preparation is required apart from the Material referred to in our course.

    Core Practical Approach

    We follow core practical approach while explaining each and every concept of examination.

    Official Prep Provider

    We’re an official Exam Prep Provider (EPP) of GARP institute for both online and offline training.

    Training by Risk Experts

    Our trainers are FRM charter holder with years of experience in Risk modeling with top Banks.

    Online Self Study

    Study at your own pace and time and comfort. You work on models simultaneoulsy watching videos. Stop, start, pause at your convenience.

    Placement Assistance

    The WallStreet School provides 100% placement assistance to the delegates who have successfully completed one of our Investment Banking training programmes.

    Experiential learning

    Our trainers are Ex-consultants and Ex-investment bankers of reputed companies sucha as Mckinsey and Goldman Sachs. They bring real business problems to the classroom.

    Transparent Placements

    We are the only one in the industry to give you the contact details of our previously placed candidates.

    Best in Class Trainers

    Our trainers are Ex-consultants from Global Conglomerates such as McKinsey and Goldman Sachs, who bring their life business scenarios to the classroom.

    Industry Ready

    Our Courses & Certifications are becoming the go-to for practical financial skills. They blend academic theory with real-world know-how, preparing you for what the industry needs.

    FRM Course Eligibility

    There is no basic criteria to undertake the FRM Examinations. A student in first year of Graduation is also eligible to appear for the FRM Part 1 exam. However, there are certain criteria to be fulfilled in order to obtain the FRM Certificate.

    There is no basic criteria to undertake the FRM Examinations. A student in first year of Graduation is also eligible to appear for the FRM Part 1 exam. However, there are certain criteria to be fulfilled in order to obtain the FRM Certificate.

    Watch Financial Modeling and Valuations Course Related videos on our Youtube Channel

    Curriculum

    Part 1 Curriculum

    • Understanding of Descriptive and Inferential Statistics.
    • A flavor of probability, distribution like Normal distribution, lognormal distribution, Chi-square distribution etc. for statistical testing and application.
    • Understanding of how to apply regression and time series analysis in risk management and forecasting ex-ante risk..
    • Weightage of this section is 20%
    • Portfolio construction : Here, we’ll learn to construct an efficient portfolio. We’ll discuss the concept like Harry Markowitz’s efficient frontier and Capital asset pricing model. This subsection gives a glimpse of risk – return trade off with different financial ratios like Sharpe Ratio, Treynor ratio and others.
    • GARP code of conduct (Ethics) : Ethics is a very important ingredient of financial risk manager. GARP code of conduct helps candidates to understand the do’s and don’ts in the financial world.
    • Financial disasters and case study : This subsection highlights some past mishappening in the financial world, helps students to understand each case to save the financial world from future financial disasters like ENRON and LTCM. Understanding of the Ponzi scheme and incorrect approach in financial risk management is also covered.
    • Arbitrage pricing theory : It is an important concept to price any financial instrument on the planet. Once understood properly this will be leveraged in pricing of derivative and bonds in other sections of FRM level 1.
    • s one of the most complex and voluminous sections. It stands at a whooping weight of 30%. As the name suggests, this section helps to understand the basics of Financial market instruments like future, forward, equity options, swaps and fixed Income.
    • This section does not talk much about equity but delves in the discussion of the derivative products on equity and other instruments.
    • Candidates need to understand the pricing, payoffs and features of the financial instruments properly to score well in this section.

    What you learn:

    • This section is all about Value at risk and extreme measure of risk like Expected shortfall and unexpected loss. Candidates will develop a good understanding of stress testing, scenario analysis, which is one of the key features in calibrating regulatory risk and Enterprise level risk.
    • This section is also embedded with the concept of bond and option valuation. The weightage to this section is 30%.
    • This section can further be segregated into the following –
      • Valuation : Discuss some of the most interesting valuation concept of options like binomial model, BSM model etc. This section gives you a glimpse of Greeks in option and bond valuation.
      • Risk management: Make you familiar with the concept like VAR, Estimated Shortfall and Stress testing. This subsection is discussed in FRM level 2 in a very exhaustive manner.

    Part 2 Curriculum

    Market Risk is the most dynamic and interesting section of the entire FRM part II curriculum. Candidate must understand the VAR and ES calculation from Parametric and Non Parametric approach. Back-testing of these approaches are thoroughly discussed. As a risk manger one should understand the impact of correlation, properties and behavior of correlation in different market scenario. The four chapters discussed in this section on interest rate modeling will put you at par with industry veterans. FRTB, newly added capital requirement framework has been well explained in this section.

    The key points covered in Market Risk and Management are:

    • VaR and other risk measures (parametric and non-parametric methods of estimation, VaR mapping, Backtesting VaR, ES and other coherent risk measures, Extreme Value Theory (EVT))
    • Modeling dependence: correlations and copulas.
    • Term structure models of interest rates.
    • Volatility: smiles and term structures.
    • Fundamental Review of the Trading Book (FRTB).

    The most relevant discussion from the job perspective is credit risk. This section has highlighted all the possible modeling of Probability of Default (structural, reduced, factor model or credit scoring model). Counterparty risk which is the most prevalent job in the risk domain has thoroughly been discussed. Securitization and securitized product has also been discussed from the credit risk perspective.

    The key points covered in readings related to Credit Risk Measurement and Management includes the following:

    • Credit analysis
    • Default risk: quantitative methodologies
    • Expected and unexpected loss
    • Credit VaR
    • Counterparty risk
    • Credit derivatives
    • Structured finance and securitization

    Where firms undermine the importance of operation risk, FRM curriculum explains how to set proper risk culture and conduct in the firm. This section also discusses the implementation of ERM program, and principles for risk appetite frameworks. Candidate should also understand analytical discussion of operational risk measurement and reporting operational losses. Capital planning and recommended practices for stress testing are well explained in the latter half of the section.

    The key points covered in Operational Risk and Resiliency includes the following:

    • Principles for sound operational risk management.
    • Risk appetite frameworks and enterprise risk management (ERM)
    • Risk culture and conduct
    • Analyzing and reporting operational loss data
    • Model risk and model validation
    • Risk-adjusted return on capital (RAROC)
    • Economic capital frameworks and capital planning
    • Stress testing banks
    • Third-party outsourcing risk
    • Risks related to money laundering and financing of terrorism
    • Regulation and the Basel Accords
    • Cyber risk and cyber resilience
    • Operational resilience

    This section is a new entry in the curriculum after understanding the importance of liquidity. A lesson well learnt form 2007-08 financial crisis and recessionary period. Discussion is primarily on the transaction liquidity risk, funding liquidity risk, liquidity stress testing, reporting, deposits, repos and ALM.

    The key highlight of Liquidity Risk and Treasury Risk includes the following:

    What you learn:

    • Liquidity risk principles and metrics
    • Liquidity portfolio management
    • Cash-flow modeling, liquidity stress testing, and reporting
    • Contingency funding plan
    • Funding models
    • Funds transfer pricing
    • Cross-currency funding
    • Balance sheet management
    • Asset liquidity

    Now a day where factor investing is the norms across the Investment domain, a risk manger should understand the factors as the drivers of risk. This section make you well versed with single factor and multifactor model used to determine risk premium and alpha, and how one can construct optimum portfolio with different investment constraints and compare it against the benchmark.

    The key points covered in Risk Management and Investment Management includes the following:

    What you learn:

    • Factor theory
    • Portfolio construction
    • Portfolio risk measures
    • Risk budgeting
    • Risk monitoring and performance measurement
    • Portfolio-based performance analysis
    • Hedge funds

    Discuss the most pressing and relevant issues in the Risk domain. Include readings and research paper of practitioner and scholars. Highlight the challenges faced by Financial institution due transition of LIBOR and climate risk. Explains the importance of Machine learning and Big data for Risk Mangers. The sections also contain the most discussed issues of Covid19 from the perspective of financial risk management.

    The key highlight of Current Issues in Financial Markets includes the following:

    What you learn:

    • Reference rates
    • Artificial intelligence (AI)
    • Machine learning, and “big data”
    • Risk management implications of COVID-19 Phasing out of LIBOR
    • Climate risk
    • Cyber resiliency in the wider financial system

    Financial Modeling and Valuations Certification

    Once candidates are through with the FMVA Training, Candidates get certificate from The Wall Street School in Financial Modeling and Valuations. Certification from The Wall Street School is a revered Certificate in the Finance Industry recognized by Many Corporate and Financial Institutions. Sample Certificate is attached for reference

    The Wallstreet School's

    Placement Assistance Services

    The Wall Street School provides placement assistance to all its candidates. The candidates, once they complete the assessments are added in the placement pool of TWSS candidates seeking placements.

    We have a success based model. We charge a ‘Placement Success Fees’ of Rs. 75,000 once the candidate gets Placed through the affards of the The Wall Street School and Accepts the offer.

    Course Fees and Admissions

    The program is meant for all candidates seeking to appear for FRM Part 1 or Part 2 exams conducted by GARP in the current or next year.
     

    Course Fees and Admissions

    The program is meant for all candidates seeking to appear for FRM Part 1 or Part 2 exams conducted by GARP in the current or next year.
    Duration & Fees for Classroom/Live Batches

    Part I Program

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    Duration & Fees for Self-Paced Course

    Part I Program

    Fees - ₹27,000 Onwards

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    Part II Program

    Fees - ₹28,000 Onwards

    Book your seat

    Who can take up this course?

    Learn from Experienced Finance Professionals

    Financial Modeling and Valuations Certification training is conducted by Full Time industry experts who have themselves worked in major Investment Banks, consulting private equity and equity research firms.

    Hear from our students

    Explore firsthand accounts of student experiences. Hear their stories, triumphs, and insights that make our community exceptional. Real voices, real impact.

    As a CA dropout who had interest in finance & want to pursue a career in it but didn’t know where to start with, The Wall street school’s Investment banking program : Financial modeling & Valuation Course was the best choice I made, All the faculties are really professional & the case studies , financial models, valuations we did were as per industry standards, This Course has marked a new beginning to my career as it’s placement helped me get the job role I desired.

    Soumya Jaiswal Placement: USP House - Investment Banking analyst

    I had an exceptional experience at TWSS during my FMV courses. The faculty’s expertise and teaching methods were top-notch, providing a comprehensive understanding of complex financial concepts. One of the highlights was the workshop on valuation techniques, which not only provided valuable insights but also served as a stepping stone for those interested in pursuing a career in Investment Banking. TWSS’s placement cell was instrumental in securing placements for many candidates, and their support extended beyond initial placement, which is truly commendable. I am grateful to TWSS for helping me kickstart my career in Investment Banking.

    CA Himanshu Hemant Placement: IAPL-KW Capital Advisors LLP

    TWSS helped me finding the way in the world of finance in which I am having keen interest in learning and exploring the way how things work. It was a great learning experience for me. Every teacher here is experienced and expert in imparting the knowledge to the students, Manoj sir and Himanshu sir were of great help during the course and placement. I am grateful for their support and mentorship.

    Jaspreet Kaur Placement: Infra Advisors, Assistant Manager

    This course was instrumental in securing my placement. It provided a comprehensive understanding of key concepts, practical applications, and industry insights. The hands-on projects enhanced my skills, making me well-prepared for the competitive corporate world. Thank you so much to the team for guidance throughout in navigating the placement process. The team’s insights and support have been invaluable, and I truly appreciate the time and expertise. Grateful for your assistance in shaping my career path. Overall, a highly recommended investment in both knowledge and career advancement.

    Pashmeen Kaur Placement : IDFC First Bank-Credit Analys

    Throughout my journey with TWSS, I have been continuously impressed by the depth and breadth of the curriculum, as well as the dedication and expertise of the instructors. The hands-on approach to learning, combined with real-world case studies and practical exercises, has allowed me to develop a strong foundation in financial modeling and valuation.Moreover, the supportive and collaborative learning environment at TWSS has fostered personal and professional growth, enabling me to challenge myself, expand my horizons, and push the boundaries of my capabilities

    Prajwal R Bharadwaj Placement: Adrasti - Investment Analyst

    My journey with The Wall Street School has been a transformative experience. Through their comprehensive financial modeling and valuation classes, I gained invaluable skills and knowledge that prepared me for the finance industry. Also the placement process is very smooth and transparent. I’m incredibly grateful for the opportunities and support provided by The Wall Street School.

    Sagar Rana Placement: FAB Analytics - Financial Analyst

    FAQ's

    FRM is a globally recognized risk management certification by GARP, boosting career opportunities in finance. It can open doors to various career opportunities in risk management, including roles in banking, asset management, hedge funds, consulting, and regulatory organizations.
    For Part I of the FRM exam, there are no prerequisites, and anyone can register for the exam. For Part II of the FRM exam, you must have successfully passed Part I.
    FRM exam is challenging, pass rate typically around 40-50%, but with proper preparation, including a thorough study plan, practice exams, and dedicated effort, candidates can increase their chances of success.

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