2024年FRM考试考纲正式公布！一起来看看有什么不同！
报考资讯 | 2024-07-23
GARP协会公布了2024年FRM考试新考纲，金程教育FRM研发组第一时间仔细对比了GARP协会2024和2023年老考纲，发现整体考纲变化不大。2024年的一级和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二级的信用和热点；其余科目基本保持不变。
以下是FRM考试内容变化：
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.
金融市场与产品
Chapter 12, Options Markets:
删减Explain the specification of exchange-traded stock option contracts, including that of nonstandard products.
Chapter 20, Swaps:
删减Explain the mechanics of a currency swap and compute its cash flows.
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.
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.
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