ARRIBA

Bionic Turtle’s Week in Risk (ending Jan 29th)

New Practice Questions P1.T2.700. Seasonality in time series analysis (Diebold) https://www.bionicturtle.com/forum/threads/p1-t2-700-seasonality-in-time-series-analysis-diebold.10122/ P1.T2.701. Regression analysis to model seasonality (Diebold) https://www.bionicturtle.com/forum/threads/p1-t2-701-regression-analysis-to-model-seasonality-diebold.10132/ P2.T6.706. Heuristic approach versus neural networks (De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-706-heuristic-approach-versus-neural-networks-de-laurentis.10126/ P2.T6.707. Stress testing counterparty exposures https://www.bionicturtle.com/forum/threads/p2-t6-707-stress-testing-counterparty-exposures.10134/ In the forum this week (selected only) or Major News Nicole confirms that all [FRM exam] procters and announcements are done... Read More

Bionic Turtle’s Week in Risk (ending Jan 22nd)

New practice questions P1.T1.704. Bodie's multifactor models https://www.bionicturtle.com/forum/threads/p1-t1-704-bodies-multifactor-models.10109/ P1.T1.705. Fama-French three factor model (Bodie's multifactor models continued) https://www.bionicturtle.com/forum/threads/p1-t1-705-fama-french-three-factor-model-bodies-multifactor-models-continued.10116/ P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-704-linear-discriminant-analysis-lda-according-to-de-laurentis.10113/ P2.T6.705. Logistic regression and principal component analysis (PCA, De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-705-logistic-regression-and-principal-component-analysis-pca-de-laurentis.10118/ In the forum this week (selected only) Nicole attended GARP’s 2017 FRM information session and posted... Read More

Bionic Turtle’s Week in Risk — Ending January 15th

New FRM Practice Questions: P1.T1.702. Getting up to Speed on the Financial Crisis (Gorton) https://www.bionicturtle.com/forum/threads/p1-t1-702-getting-up-to-speed-on-the-financial-crisis-gorton.10092/ P1.T1.703. Policy responses and real effects of global financial crisis (Gorton) https://www.bionicturtle.com/forum/threads/p1-t1-703-policy-responses-and-real-effects-of-global-financial-crisis-gorton.10099/ P2.T6.702. Credit rating assignment methodologies (De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-702-credit-rating-assignment-methodologies-de-laurentis.10097/ P2.T6.703 Structural versus Reduced-form credit risk approaches (DeLaurentis) https://www.bionicturtle.com/forum/threads/p2-t6-703-structural-versus-reduced-form-credit-risk-approaches-delaurentis.10102/ In the forum this week Forum member, berrymucho, expertly answers the question,... Read More

Bionic Turtle’s Week in Risk — Ending January 8th

New Practice Question Sets P1.T1.700. Key factors that led to the housing bubble (Brunnermeier) https://www.bionicturtle.com/forum/threads/p1-t1-700-key-factors-that-led-to-the-housing-bubble-brunnermeier.10067/ P2.T6.700. Credit risk classifications (De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-700-credit-risk-classifications-de-laurentis.10069/ P1.T1.701. Amplifying mechanism and recurring themes in the global financial crisis (Brunnermeier) https://www.bionicturtle.com/forum/threads/p1-t1-701-amplifying-mechanism-and-recurring-themes-in-the-global-financial-crisis-brunnermeier.10077/ P2.T6.701. Unexpected loss and return on risk-adjusted capital (RARORAC) (De Laurentis) https://www.bionicturtle.com/forum/threads/p2-t6-701-unexpected-loss-and-return-on-risk-adjusted-capital-rarorac-de-laurentis.10079/ In the forum this week (selected only) Added to... Read More

Bionic Turtle’s Week in Risk — Ending January 1st

In the forum (recent, selected only) Important question: Is the FRM worth it for people in investment management with no intention of moving into a risk function? Emilio STEPS UP with an answer https://www.bionicturtle.com/forum/threads/frm-worth-it-for-investment-analysts-managers-not-in-risk-functions.10056/#post-47018 The simplest proof of PCP I've seen, offers Brian (and I agree, nice! Never seen this before and it’s been right... Read More