2023年12月1日GARP协会公布了2024年FRM最新考纲,2024年的FRM一级和FRM二级考纲中所有科目的权重均没有发生变化,变化的科目主要是在FRM二级的信用和热点;其余科目基本保持不变。2024年整体考期设置较2023年不变,8月FRM考期由原先的1天修改为2天。
以下是FRM考试内容变化:
FRM一级:
定量分析:
Chapter 14,Machine Learning Methods:
新增Compare and apply the two methods utilized for rescaling variables in data preparation.
Chapter 15,Machine Learning and Prediction:
将原先Evaluate the predictive performance of logistic regression models and neural network models using a confusion matrix拆成两部分,分别为Evaluate the predictive performance of logistic regression models和Compare the logistic regression and neural network classification approaches using a confusion matrix.
估值与风险建模:
Chapter 10,Interest Rates:
删减Describe overnight indexed swaps(OIS)and distinguish OIS rates from LIBOR swap rates.
FRM二级:
市场风险管理与测量:
Chapter 7,Correlation Basics:
Definitions,Applications,and Terminology:新增Describe how correlation impacts the price of quanto options as well as other multi-asset exotic options.
信用风险管理与测量:
投资风险管理:
Chapter 9,Hedge Funds:
删减Describe the characteristics of hedge funds and the hedge fund industry and compare hedge funds with mutual funds.
上述只是24年FRM考纲部分变动内容,如果需要完整版的可领取24年FRM考纲变动内容详细版