Bionic Turtle’s Week in Risk (ending September 9th)

Welcome to our first Week in Risk blog for September! We are continuing to add new FRM materials to our study planner each week for the upcoming exam in November. This also means that our forum is very busy with some great discussions on the concepts that will be tested! We’ve included some of those forum discussions here! We’ve also included our new practice questions and YouTube video, along with some interesting risk articles. Have a great week! 🙂

New Practice Questions

black scholes merton

New YouTube

In the forum

David's portfolio

unknown risks

uniform distribution

Hull's approaches

age-weighted (aka, hybrid) historical simulation

0826-heavy-tail

three-step-binomial

expected loss

  • [P2.T8] The difference between the standard deviation of alpha, σ(α), and the standard error of the regression (SER)  https://trtl.bz/2Npen1C
  • [P2.T8] Ang’s statement that “the risk implied by the value factor is that it will under-perform growth during bad times” is counter-intuitive because he is not using a CAPM model https://trtl.bz/2NssaV7
  • [P2.T8] In Ang’s Factor Theory, how is the stochastic discount factor (m) is related to the “bad times index”? https://trtl.bz/2NpqED7

10 year Anniversary of Crisis

household debt

blackrock

Debt

  • The Student Debt Problem Is Worse Than We Imagined https://trtl.bz/2wh0RmK “The new data makes clear that the federal government overlooks early warning signs by focusing solely on default rates over the first three years of repayment.

student loan debt

Risk

cryptocurrency

  • [GARP] Success with AI Will Require Radical Rethinking, World Economic Forum Says (Extensive study with Deloitte identifies emerging risks and regulatory issues in an increasingly data-dependent financial services industry) https://trtl.bz/2Mizqya Here is the report: The New Physics of Financial Services  https://trtl.bz/2wW7v2r
  • [GARP] Risk Platform Transformation for Digital Banking https://trtl.bz/2O0pkDN

finance forecasting hub

Quantitative

  • ‘What’s Going On in This Graph?’ Is Now Weekly. STEM Teachers Explain Why It’s a Powerful Activity  https://trtl.bz/2PcMWFp

STEM

math

Investing

stocks and news

Other

japan airport

meta skills

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