This episode reviews the Traditional Investment Risk readings: Amenc on capital asset pricing model (CAPM), Grinold on performance analysis and attribution, Jorion on Portfolio Risk (including marginal VaR, component VaR, and incremental VaR) and Jorion on Risk Budgeting.

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