金融市場(chǎng)與產(chǎn)品是FRM一級(jí)考試科目,占比30%,因此,是考生備考中的重中之重,一定要認(rèn)真對(duì)待。那么,金融市場(chǎng)與產(chǎn)品在2022年FRM考試中有何變化?

FRM一級(jí)金融市場(chǎng)產(chǎn)品科目2022年考綱相對(duì)于2021年考綱總體變動(dòng)不大,略有修改。其中總共有4處刪除,2處新增??季V修改內(nèi)容較多,共達(dá)9處,但也無實(shí)質(zhì)性內(nèi)容變化。》》》2022年新版FRM一二級(jí)內(nèi)部資料免·費(fèi)領(lǐng)取!【精華版】

1、Chapter 3. Fund Management

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c. Explain the concept of net asset value (NAV) of an open-end mutual fund and how it relates to share price.

2、Chapter 4. Introduction to Derivatives

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c. Calculate and compare the payoffs from speculative strategies involving.

3、Chapter 5. Exchanges and OTC Markets

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f. Identify the classes of derivative securities and explain the risk associated with them.

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e. Describe process of buying stock on margin without using CCP and calculate margin requirements.

4、Chapter 6. Central Clearing

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f. Compare netting in bilateral markets vs centrally cleared.

5、Futures Markets

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f. Describe and compare different trading order types.

6、Chapter 8. Using Futures for Hedging

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c. Define and calculate the basis, discuss various sources of basis risk, and explain how basis risks arise when hedging with futures.

7、Chapter 5. Exchanges and OTC Markets掃碼咨詢

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a. Differentiate between investmentand consumption assets.

h. Calculate a forward foreign exchange rate using the interest rate parity relationship.

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a. Define and describe financial assets.

8、Chapter 11. Commodity Forwards and Futures

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i. Compare the lease rate with the convenience yield.

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j. Explain the impact of systematic and nonsystematic risk on current futures prices and expected future spot prices.

9、Chapter 12. Options Markets

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a. Describe the various types and uses of options, define moneyness.

10、Chapter 17. Corporate Bonds

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a. Describe different characteristics of bonds such as issuer, maturity, interest rate, and collateral.

11、Chapter 18. Mortgages and Mortgage-Backed Securities

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h. Describe the mortgage prepayment option and factors that affect it,

12、Chapter 19. Interest Rate Futures

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j. Explain how Eurodollar futures can be used to extend the LIBOR zero curve.

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