Bionic Turtle’s Week in Risk (ending December 2nd)

Welcome to our Week in Risk! GARP has released the 2019 FRM curriculum so we are busy preparing for the upcoming year! Make sure to visit our forum, where you can get updates of new materials that are published, along with helpful support in your FRM studies! Our newest YouTube videos this week cover Delta-normal value at risk and Exotic options: chooser option. Make sure to subscribe to our YouTube channel so you don’t miss out on any of our new videos that are posted weekly! We hope you have a great week!

YouTube

In the Forum

P2 FRM feedback

Memorizing the difference between a Type and Type II error

  • [P2.T5] How can we understand Tuckman’s Chapter 6 case study in which a trader executes a spread trade by selling a US Treasury bond and buying a TIPS (Treasury inflation protected security)?  https://trtl.bz/2FWr1md

Banking and lending

  • 5 Things You Should Know About LIBOR, ARRC, and SOFR (NY Fed) https://trtl.bz/2FNq6Vb “This pending deadline [i.e., banks haven’t agreed to provide LIBOR submissions after 2021, and the FCA has said they won’t attempt to compel submissions after that] is highly concerning. After all, as of 2016, gross exposure to USD LIBOR was close to $200 trillion, roughly equivalent to 10 times the U.S. Gross Domestic Product.

LIBOR, ARRC, and SOFR

Bloomberg's series on the cash-advanced industry 

Quantitative

Math in Data Science

Climate

Why climate change is the biggest global health threat of the century

  • How a Volatile Climate Shapes the Way People Think https://trtl.bz/2r8a9yI “New research finds that people living in climatically turbulent regions tend to make riskier decisions than those in relatively more stable environments.

Insurance

Investing

  • U.S. Pension Funds Turn to Riskier Real-Estate Bets (WSJ) https://trtl.bz/2FDFZ0e “American public plans with more than 20,000 members had an average 7% of their assets in real-estate investments at the end of 2017 [up from 4% in 2006].

U.S. Pension Funds Turn to Riskier Real-Estate Bets

Case Studies

How More Americans Are Getting a Perfect Credit Score

Models

Model selection 101, using R

Technology

  • OK, Computer: How Much Is My House Worth? (Proposed regulations would allow the majority of homes to be bought and sold without being appraised by a human) https://trtl.bz/2FQessy

OK, Computer: How Much Is My House Worth?

Longevity

US Life Expectancy Falls Further

Governance

2018 Year-End Issues for Audit Committees

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