Part 1 of the investment risk (the 5th Module in the FRM Study Guide). This includes portfolio VaR concepts and VaR in investment management (Jorion's Chapters 7 & 17), Markowitz MPT and capital structure (Stulz), and multifactor models. This is a review of learning outcomes 9.1 - 9.11, 17.1 - 17.13 and 39.1 thru 41.15.

(1 hr 30 min.)

Latest Chalk Talk More

Learn key concepts, functions and analyses: topical, timely and testable

• About the 2007 FRM Study Package
• FRM 2007: Frequently Asked Questions (FAQ)
• Metallgesellschaft case – 6 min briefcast
• Surplus at risk – spreadsheet
• Surplus at risk (SaR) – 5 min briefcast

Latest Tools More

Movie tutorials, dashboards and spreadsheets tools. Learn by watching!

• 2008 Episode 14 (Investment B), sample
• 2008 Episode 13 (Investment A), sample
• 2008 Episode 12 (OpRisk C) - sample
• 2008 Episode 11 (OpRisk B), sample
• 2008 Episode 10 (OpRisk A), Part 1 (sample)

Latest ExamsMore

Information and discussion on certification exams

• Comparison of CFA and CFP
• About the CIPM
• About the CFP
• About the CFA
• About the PRM