FRM® Exam Prep

The pass rate for the FRM® Exam has averaged 44% for the past four years*

Studying for the Level 1 Exam?
Our Study Solutions include a Level 1 Study Outline to ensure you're focused on the topics necessary to successfully prepare for exam day.

Last Chance to Pass the Full Exam!
November 2009 is the final opportunity to take the FRM Exam in its current Full format. It is a challenging exam, and successful preparation requires commitment and a complete study plan. That's why we provide a variety of innovative and flexible study materials for FRM Exam Review that fit your learning style.

We want you to pass. The First Time!

2009 Exam Prep Study Solutions PremiumPlus
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* Four year (2005–2008) average taken from www.garp.com
** Currency conversions are approximate
Internet connection required.

Demo and Schedule
Kaplan Schweser FRM Weekly Online Program Product Image

Weekly Online Program:
Wednesdays
Sep. 2 - Nov. 4, 2009*
6:30 pm - 9:30 pm ET

Instructor-led Office Hours:
Thursdays
Sep. 3 - Nov. 5, 2009*
9:30 pm - 10:30 pm ET

Designed to help you learn critical concepts quickly and completely, this real-time, interactive webcast brings structure and focus to your FRM® study plan. Gain knowledge from an industry expert, increase your learning potential, and stay actively engaged in the FRM curriculum with:

  • 30 hours of intensive FRM instruction
  • Unlimited on-demand review of every 3-hour session
  • Ability to review instructor's slides prior to or after each session
  • Instant feedback from the instructor during lecture and Q&A sessions
  • Quizzes, problem solving and sample exam questions to reinforce key concepts
  • Flexible instruction delivered directly to your home or office
  • Level 1 topics covered in weeks 1-5
* Dates, times, instructors, and schedules are all tentative and subject to change.
 
Demo and Schedule
Kaplan Schweser FRM Weekly Online Program Product Image

Final Review Workshop:
Wednesday
Nov. 11, 2009*
6:30 pm - 9:30 pm ET

Keep critical concepts of the FRM® curriculum fresh in your mind just days prior to the exam with this interactive online review. Specifically created for late-season preparation, this real-time webcast provides:

  • Three hours of curriculum review with instant feedback during Q&A sessions
  • The opportunity to develop an overall exam strategy
  • Coverage of key concepts and strategies
* Dates, times, instructors, and schedules are all tentative and subject to change.
 

Weekly Online Program and Final Review Workshop Instructor

Dr. Greg Filbeck, CFA, FRM, CAIA

Greg joined the faculty of Penn State Erie as professor of finance in 2006 and holds the Black Family Endowed Professorship of Insurance and Risk Management. He has published over 55 articles in refereed journals and authored two books. His research studies are focused within the investments, portfolio management, and behavioral finance areas. In addition to ten years’ experience in academia (Miami University and the University of Toledo), he has seven years of experience as senior vice-president of Schweser, a division of Kaplan, Inc., where he headed the content and curriculum areas and started and led the marketing and sales areas. Greg has trained candidates for the Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), and Chartered Alternative Investment Analyst (CAIA) designations on a worldwide basis

For Online Access click the login button to the right.
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**Currency conversions are approximate. Your credit card will be charged in USD.

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GARP® does not endorse, promote, review, or warrant the accuracy of the products or services offered by Kaplan Schweser of FRM® related information, nor does it endorse any pass rates claimed by the provider. Further, GARP® is not responsible for any fees or costs paid by the user to Kaplan Schweser, nor is GARP® responsible for any fees or costs of any person or entity providing any services to Kaplan Schweser. FRM®, GARP®, and Global Association of Risk Professionals™ are trademarks owned by the Global Association of Risk Professionals, Inc.

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