FRM Part 2 Training Program 2026
Apply the risk toolkit to how institutions actually manage market, credit, and operational risk — with expert-led instruction and real exam simulations.
Apply the risk toolkit to how institutions actually manage market, credit, and operational risk — with expert-led instruction and real exam simulations.
EduEdge Pro’s FRM Part 2 Program blends expert-led training with structured self-paced learning aligned to the GARP 2026 curriculum. Whether you prefer structured classroom sessions or flexible online learning, there's a plan for you.
45+ Hours of Live Classroom or Online Training
130+ Hours of Self-Paced Learning Material
GARP-Aligned Study Guide Coverage (2026 curriculum)
700+ Practice Questions & 4 Full-Length Mock Exams
Doubt-Solving & Revision Support by FRM Charterholders
Applied Case Studies in Market, Credit & Operational Risk
Hundreds of students have already walked the FRM path with us, and succeeded.
We introduce our FRM Part 2 Training Program, designed to take the foundational tools from Part 1 and apply them to how institutions actually measure and manage market, credit, operational, and liquidity risk — the applied, practitioner-level knowledge that defines a working risk professional.
Founder & CEO | EduEdge Pro
Stanford University Alumnus |
CFA, FRM, CAIA, PRM, CMT |
Visiting Faculty - IIM
Full access to the self-paced FRM Part 2 learning app.
Structured plans mapped to GARP's six topic areas.
Question banks that adjust to your weak areas.
Bite-sized lessons plus 700+ exam-style MCQs.
Expert-led discussion of applied risk concepts tested in FRM Part 2, delivered by FRM Charterholders.
Hands-on credit, market, and liquidity risk models.
Timed 80-MCQ assessments with detailed review.
Dedicated Q&A on Basel III, model validation, and current issues.
Goldman Sachs
J.P. Morgan
Morgan Stanley
Barclays
RBI
SEBI
MSCI
Moody's Analytics
Deloitte
PwC
EY
KPMG
BlackRock
Invesco
T. Rowe Price
Citibank
Standard Chartered
ICICI Bank
Bloomberg
Refinitiv
Northern Trust
State Street
INR35,000 + GST
INR65,000 + GST
INR145,000 + GST
Sarthak
I signed up for Part I after failing to get through the quantitative analysis readings on my own for two straight attempts. What worked here was that every measure — VaR, expected shortfall, copulas — was built in a spreadsheet before it was ever discussed as a formula, so I stopped memorising and started understanding. I cleared Part I in the first quartile of all four sections.
Yash
Coming from a software background I had the Python but none of the finance, and I was worried the sessions would assume years of market exposure. They didn't: the products were explained from cash flows upward before any modelling started, and my coding turned into an advantage rather than an irrelevance by the time we reached credit portfolio simulation. Six months after Part II I moved into a model validation role.
Ishita
Part II is where most people underestimate the operational and integrated risk sections, and that is exactly where the classes spent the most time. The trainer's own experience showed whenever a question went beyond the curriculum, particularly on how these frameworks survive contact with an actual risk committee. I studied around a demanding job and still finished the syllabus with three weeks to spare for revision.
FRM Part 2 is the second of two exams from GARP required to earn the Financial Risk Manager (FRM) designation. It builds on Part 1's foundations and focuses on applied, institution-level risk management.
You must have passed FRM Part 1 to sit for Part 2. There's no separate education prerequisite, though GARP requires 2 years of relevant work experience for the full designation.
A computer-based exam of 80 multiple-choice questions, focused on practical application rather than foundational recall.
Six topic areas:
Three windows a year — May, August, and November — same schedule as Part 1.
Updated Operational Risk and Resilience content with more cyber and third-party risk emphasis, continued integration of finalized Basel III rules into Credit and Market Risk, a refreshed Current Issues reading list (AI/ML model risk, climate stress testing, digital assets), and updated liquidity material reflecting post-2023 banking stress events.
Passing both parts is required, plus GARP's work-experience requirement (2 years of relevant professional experience), before the full FRM designation is awarded.
