FRM Part 2 Professional

Dowd, Measuring Market Risk, Chapters 3, 4 & 7 6 Topics

Expand

Lesson Content

0% Complete 0/6 Steps

Study Notes: Dowd, Chapters 3, 4 & 7

Practice Question Set: Dowd, Chapters 3, 4 & 7

Instructional Video: Dowd, Chapter 3: Estimating Market Risk Measures

Instructional Video: Dowd, Chapter 4: Non-parametric Approaches

Instructional Video: Dowd, Chapter 7: Parametric Approaches

Learning Spreadsheet: Dowd, Chapter 3

Jorion, Value-at-Risk, Chapters 6 & 11 5 Topics

Expand

Lesson Content

0% Complete 0/5 Steps

Study Notes: Jorion, Chapters 6 & 11

Practice Question Set: Jorion Chapters 6 & 11

Instructional Video: Jorion, Chapter 6: Backtesting VaR

Instructional Video: Jorion, Chapter 11: VaR Mapping

Learning Spreadsheet: Jorion, Chapters 6 & 11

Messages from the Academic Literature 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Messages: Risk Measurement for the Trading Book

Practice Question Set: Messages: Risk Measurement for the Trading Book

Meissner, Correlation Risk Modeling and Management, Chapters 1, 2 & 5 6 Topics

Expand

Lesson Content

0% Complete 0/6 Steps

Study Notes: Meissner, Chapters 1, 2 & 5

Practice Question Set: Meissner, Chapters 1, 2 & 5

Instructional Video: Meissner, Chapter 1: Correlation Basics

Instructional Video: Meissner, Chapter 2: Empirical Properties of Correlation

Instructional Video: Meissner, Chapter 5: Financial Correlation Modeling

Learning Spreadsheet: Meissner, Chapters 1, 2 & 5

Tuckman, Income Securities, Chapters 6, 7, 8, 9 & 10 11 Topics

Expand

Lesson Content

0% Complete 0/11 Steps

Study Notes: Tuckman, Chapters 6, 7, 8, 9 & 10

Practice Question Set: Tuckman, Chapters 6, 7, 8, 9 & 10

Instructional Video: Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging

Instructional Video: Tuckman, Chapter 7: The Science of Term Structure Models

Instructional Video: Tuckman, Chapter 8: Evolution of Short Rates & Shape of the Term Structure

Instructional Video: Tuckman, Chapter 9: The Art of Term Structure Models: Drift

Instructional Video: Tuckman, Chapter 10: The Art of Term Structure Models: Volatility and Distribution

Learning Spreadsheet: Tuckman, Chapter 7: The Science of Term Structure Models

Learning Spreadsheet: Tuckman, Chapter 8: Evolution of Short Rates & Shape of the Term Structure

Learning Spreadsheet: Tuckman, Chapter 9: The Art of Term Structure Models: Drift

Learning Spreadsheet: Tuckman, Chapter 10: The Art of Term Structure Models: Volatility and Distribution

Hull, Options, Futures, and Other Derivatives, Chapter 20: Volatility Smiles 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Hull, Chapter 20: Volatility Smiles

Practice Question Set: Hull, Chapter 20: Volatility Smiles

Instructional Video: Hull, Chapter 20: Volatility Smiles

Hull, Risk Management, Chapter 18: Fundamental Review of the Trading Book 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Hull RMFI, Chapter 18: Fundamental Review of the Trading Book

Practice Question Set: Hull RMFI, Chapter 18: Fundamental Review of the Trading Book

Instructional Video: Hull, Chapter 18: Fundamental Review of the Trading Book

Market Risk Measurement & Management Review 6 Topics | 1 Quiz

Expand

Lesson Content

0% Complete 0/6 Steps

Market Risk Focus Review Video (1 of 2)

Market Risk Focus Review Video (2 of 2)

Market Risk Measurement & Management Global Topic Review Question Set

Learning Spreadsheets: P2.T5.b XLS Bundle

Learning Spreadsheets: P2.T5.c XLS Bundle

Learning Spreadsheets: P2.T5.d XLS Bundle

Market Risk Measurement & Management Quiz

Golin, The Bank Credit Analysis Handbook, Chapters 1 & 2 4 Topics

Expand

Lesson Content

0% Complete 0/4 Steps

Study Notes: Golin, Chapters 1 & 2

Practice Question Set: Golin, Chapters 1 & 2

Instructional Video: Golin, Chapter 1: The Credit Decision

Instructional Video: Golin, Chapter 2: The Credit Analyst

Schroeck, Chapter 5. Capital Structure in Banks 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Schroeck, Chapter 5: Capital Structure in Banks

Practice Question Set: Schroeck, Chapter 5: Capital Structure in Banks

De Laurentis, Chapter 3: Ratings Assignment Methodologies 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: De Laurentis, Chapter 3: Ratings Assignment Methodologies

Practice Question Set: De Laurentis, Chapter 3: Ratings Assignment Methodologies

Stulz, Chapter 18: Credit Risks and Credit Derivatives 4 Topics

Expand

Lesson Content

0% Complete 0/4 Steps

Study Notes: Stulz, Chapter 18: Credit Risks and Credit Derivatives

Practice Question Set: Stulz, Chapter 18: Credit Risks and Credit Derivatives

Instructional Video: Stulz, Chapter 18: Credit Risks and Credit Derivatives

Learning Spreadsheet: Stulz, Chapter 18: Credit Risks and Credit Derivatives

Malz, Financial Risk Management, Chapters 7, 8 & 9 6 Topics

Expand

Lesson Content

0% Complete 0/6 Steps

Study Notes: Malz, Chapters 7, 8 & 9

Practice Question Set: Malz, Chapters 7, 8 & 9

Instructional Video: Malz, Chapter 7: Spread Risk and Default Intensity Models

Instructional Video: Malz, Chapter 8: Portfolio Credit Risk

Instructional Video: Malz, Chapter 9: Structured Credit Risk

Learning Spreadsheet: Malz, Chapters 7, 8 & 9

Gregory, The xVA Challenge, Chapters 3, 6, 7, 11 & 17 10 Topics

Expand

Lesson Content

0% Complete 0/10 Steps

Study Notes: Gregory, Chapters Chapters 3, 6, 7, 11 & 17

Practice Question Set: Gregory, Chapters Chapters 3, 6, 7, 11 & 17

Instructional Video: Gregory, Chapter 3. Counterparty Risk and Beyond

Instructional Video: Gregory, Chapter 6: Netting, Close-out and Related Aspects

Instructional Video: Gregory, Chapter 7. Margin (Collateral) and Settlement

Instructional Video: Gregory, Chapter 11. Future Value and Exposure

Instructional Video 1: Gregory, Chapter 17. Credit Value Adjustment (CVA)

Instructional Video 2: Gregory, Chapter 17. Credit Value Adjustment (CVA)

Learning Spreadsheet: Gregory, Chapter 3. Counterparty Risk and Beyond

Learning Spreadsheet: Gregory, Chapters 11 & 17

Siddique & Hasan, Stress Testing, Chapter 4 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

Practice Question Set: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

Crouhy, Essentials of Risk Management, Chapters 9 & 12 4 Topics

Expand

Lesson Content

0% Complete 0/4 Steps

Study Notes: Crouhy, Chapters 9 & 12

Practice Question Set: Crouhy, Chapters 9 & 12

Instructional Video: Crouhy, Chapter 9: Credit Scoring and Retail Credit Risk Management

Instructional Video: Crouhy, Chapter 12: The Credit Transfer Markets—and Their Implications

Choudhry, Structured Credit Products, Chapter 12 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Choudhry, Chapter 12: An Introduction to Securitisation

Practice Question Set: Choudhry, Chapter 12: An Introduction to Securitisation

Instructional Video: Choudhry, Chapter 12: An Introduction to Securitisation

Ashcraft, Understanding Securitization of Subprime Mortgage Credit 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Ashcraft, Securitization of Subprime Mortgage Credit

Practice Question Set: Ashcraft, Securitization of Subprime Mortgage Credit

Instructional Video: Ashcraft, Securitization of Subprime Mortgage Credit

Credit Risk Measurement & Management Review 7 Topics | 1 Quiz

Expand

Lesson Content

0% Complete 0/7 Steps

Credit Risk Measurement & Management Global Topic Review Question Set

Credit Risk Focus Review Video (1 of 2)

Credit Risk Focus Review Video (2 of 2)

Learning Spreadsheets: P2.T6.a XLS Bundle

Learning Spreadsheets: P2.T6.b XLS Bundle

Learning Spreadsheets: P2.T6.c XLS Bundle

Learning Spreadsheets: P2.T6.d XLS Bundle

Credit Risk Measurement & Management Quiz

Principles for the Sound Management of Operational Risk 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Principles for Sound Management of Operational Risk

Practice Question Set: Principles for Sound Management of Operational Risk

Nocco, Enterprise Risk Management: Theory and Practice 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Nocco, Enterprise Risk Management

Instructional Video: Nocco, Enterprise Risk Management

James Lam, Enterprise Risk Management: Chapter 4, What is ERM? 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Chapter 4: What is ERM

Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Implementing Robust Risk Appetite Frameworks

Practice Question Set: Implementing Robust Risk Appetite Frameworks

Banking Conduct and Culture: A Call for Sustained and Comprehensive Reform 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Banking Conduct and Culture

Practice Question Set: Banking Conduct and Culture

Carretta, Risk Culture in Banking, Chapter 2 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Carretta, Chapter 2: Risk Culture

Practice Question Set: Carretta, Chapter 2: Risk Culture

Cruz, Fundamental Aspects of Operational Risk, Chapter 2 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Cruz, Chapter 2: OpRisk Data and Governance

Practice Question Set: Cruz, Chapter 2: OpRisk Data and Governance

Supervisory Guidance on Model Risk Management 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Supervisory Guidance on Model Risk Management

Practice Question Set: Supervisory Guidance on Model Risk Management

Tarantino, Risk Management in Finance, Chapter 3 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Tarantino, Chapter 3: Information Risk and Data Quality Management

Practice Question Set: Tarantino, Chapter 3: Information Risk and Data Quality Management

De Laurentis, Chapter 3: Ratings Assignment Methodologies 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: De Laurentis, Chapter 5: Validating Rating Models

Practice Question Set: De Laurentis, Chapter 5: Validating Rating Models

Malz, Financial Risk Management: Models, History, and Institutions, Chapter 11 4 Topics

Expand

Lesson Content

0% Complete 0/4 Steps

Study Notes: Malz, Chapter 11: Assessing the Quality of Risk Measures

Practice Question Set: Malz, Chapter 11: Assessing the Quality of Risk Measures

Instructional Video: Malz, Chapter 11: Assessing the Quality of Risk Measures

Learning Spreadsheet: Malz, Chapter 11: Assessing the Quality of Risk Measures

Crouhy, Essentials of Risk Management, Chapter 17 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Practice Question Set: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Instructional Video: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Range of Practices and Issues in Economic Capital Frameworks 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Range of Practices

Practice Question Set: Range of Practices

Instructional Video: Range of Practices and Issues

Capital Planning at Large Bank Holding Companies 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Capital Planning at Large Bank Holding Companies

Practice Question Set: Capital Planning at Large Bank Holding Companies

Schuermann, Stress Testing Banks 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Schuermann, Stress Testing Banks

Practice Question Set: Schuermann, Stress Testing Banks

Guidance on Managing Outsourcing Risk 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Guidance on Managing Outsourcing Risk

Practice Question Set: Guidance on Managing Outsourcing Risk

Carey, Management of Risks Associated with Money Laundering and Financing of Terrorism 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Carey, Money Laundering and Financing of Terrorism

Practice Question Set: Carey, Money Laundering and Financing of Terrorism

Hull, Risk Management and Financial Institutions, Chapter 17 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Hull RMFI, Chapter 17: Regulation of the OTC Derivatives Market

Practice Question Set: Hull RMFI, Chapter 17: Regulation of the OTC Derivatives Market

Carey, Capital Regulation Before the Global Financial Crisis 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Carey, Capital Regulation Before the Global Financial Crisis

Practice Question Set: Carey, Capital Regulation Before the Global Financial Crisis

Instructional Video: Hull, Chapter 15 (Previous author/same content)

Carey, Solvency, Liquidity and Other Regulation After the Global Financial Crisis 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Carey, Solvency, Liquidity and Other Regulation

Practice Question Set: Carey, Solvency, Liquidity and Other Regulation

Instructional Video: Hull, Chapter 16 (Previous author/same content)

High-level summary of Basel III reforms 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: High-level summary of Basel III reforms

Practice Question Set: High-level summary of Basel III reforms

Basel III: Finalising post-crisis reforms 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Basel III: Finalising post-crisis reforms

Practice Question Set: Basel III: Finalising post-crisis reforms

Coburn, Solving Cyber Risk: Protecting Your Company and Society, Chapter 8 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Coburn, Chapter 8: The Cyber-Resilient Organization

Cyber-resilience: Range of practices 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Cyber-resilience: Range of practices

Building the UK Financial Sector’s Operational Resilience 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Building the UK Financial Sector’s Operational Resilience

Wyman, Striving for Operational Resilience 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Wyman, Striving for Operational Resilience

Basel II: International Convergence (Optional Regulatory Reading) 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Basel II: International Convergence

Practice Question Set: Basel II: international Convergence

Instructional Video: Basel II: International Convergence

Basel III: A Global Regulatory Framework (Optional Regulatory Reading) 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Basel III: A Global Regulatory Framework

Practice Question Set: Basel III: A Global Regulatory Framework

Instructional Video: Basel III: A Global Regulatory Framework

Basel III: The Liquidity Coverage Ratio (Optional Regulatory Reading) 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Basel III: Liquidity Coverage Ratio

Practice Question Set: Basel III: Liquidity Coverage Ratio

Revisions to the Basel II Market Risk Framework (Optional Regulatory Reading) 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Revisions to the Basel II Market Risk Framework

Practice Question Set: Revisions to the Basel II Market Risk Framework

Instructional Video: Revisions to the Basel II Market Risk Framework

Basel III: The Net Stable Funding Ratio (Optional Regulatory Reading) 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Basel III: The Net Stable Funding Ratio

Minimum Capital Requirements for Market Risk (Optional Regulatory Reading) 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Minimum Capital Requirements for Market Risk

Basel III: Finalising Post-Crisis Reforms (Optional Regulatory Reading) 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Source Reading: Basel III: Finalising Post-Crisis Reforms

Operational & Integrated Risk Management Review 6 Topics | 1 Quiz

Expand

Lesson Content

0% Complete 0/6 Steps

Operational & Integrated Risk Management Global Topic Review Question Set

Operational and Integrated Risk Management Focus Review (1 of 2)

Operational and Integrated Risk Management Focus Review (2 of 2)

Learning Spreadsheets: P2.T7.a XLS Bundle

Learning Spreadsheets: P2.T7.b XLS Bundle

Learning Spreadsheets: P2.T7.c XLS Bundle

Operational & Integrated Risk Management Quiz

Hull, Risk Management and Financial Institutions, Chapter 24 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Hull, RMFI, Chapter 24: Liquidity Risk

Practice Question Set: Hull, RMFI, Chapter 24: Liquidity Risk

Malz, Financial Risk Management: Models, History, and Institutions, Chapter 12 5 Topics

Expand

Lesson Content

0% Complete 0/5 Steps

Practice Question Set: Malz, Chapter 12: Liquidity and Leverage

Instructional Video 1 of 3: Malz, Chapter 12: Liquidity and Leverage

Instructional Video 2 of 3: Malz, Chapter 12: Liquidity and Leverage

Instructional Video 3 of 3: Malz, Chapter 12: Liquidity and Leverage

Learning Spreadsheet: Malz, Chapter 12: Liquidity and Leverage

Venkat, Liquidity Risk Management, Chapter 6 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Venkat, Chapter 6: Early Warning Indicators

Practice Question Set: Venkat, Chapter 6: Early Warning Indicators

Rose, Bank Management & Financial Services, Chapters 10 & 11 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Rose, Bank Management & Financial Services, Chapter 10 & 11

Practice Question Set: Rose, Bank Management & Financial Services, Chapters 10 & 11

Venkat, Liquidity Risk Management, Chapter 4 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Venkat, Chapter 4: Intraday Liquidity Risk Management

Practice Question Set: Venkat, Chapter 4: Intraday Liquidity Risk Management

Castagna, Measuring and Managing Liquidity Risk, Chapter 6 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Castagna, Chapter 6: Monitoring Liquidity

Practice Question Set: Castagna, Chapter 6: Monitoring Liquidity

Duffie, Failure Mechanics of Dealer Banks 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Duffie, Failure Mechanics of Dealer Banks

Practice Question Set: Duffie, Failure Mechanics of Dealer Banks

Instructional Video: Duffie, Failure Mechanics of Dealer Banks

Venkat, Liquidity Risk Management, Chapter 3 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Venkat, Chapter 3: Liquidity Stress Testing

Practice Question Set: Venkat, Chapter 3: Liquidity Stress Testing

Choudhry, The Principles of Banking Institutions, Chapter 14 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Practice Question Set: Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing

Venkat, Liquidity Risk Management, Chapter 7 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Venkat, Chapter 7: Contingency Funding Planning

Practice Question Set: Venkat, Chapter 7: Contingency Funding Planning

Rose, Bank Management & Financial Services, Chapters 12 & 13 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Rose, Bank Management & Financial Services, Chapters 12 & 13

Practice Question Set: Rose, Bank Management & Financial Services, Chapters 12 & 13

Tuckman, Fixed Income Securities, Chapter 12 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Tuckman, Chapter 12: Repurchase Agreements and Financing

Practice Question Set: Tuckman, Chapter 12: Repurchase Agreements and Financing

Grant, Liquidity Transfer Pricing: A Guide to Better Practice 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Grant, Liquidity Transfer Pricing: A Guide to Better Practice

Practice Question Set: Grant, Liquidity Transfer Pricing: A Guide to Better Practice

McGuire, The US Dollar Shortage in Global Banking and the International Policy Response 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: McGuire, US Dollar Shortage in Global Banking

Practice Question Set: McGuire, US Dollar Shortage in Global Banking

Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Borio, Covered Interest Rate Parity Lost

Practice Question Set: Borio, Covered Interest Rate Parity Lost

Rose, Bank Management & Financial Services, Chapter 7 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Rose, Chapter 7: Risk management for Changing Interest Rates

Practice Question Set: Rose, Chapter 7: Risk management for Changing Interest Rates

Ang, Asset Management, Chapter 13 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Ang, Chapter 13: Illiquid Assets

Practice Question Set: Ang, Chapter 13: Illiquid Assets

Instructional Video: Ang, Chapter 13: Illiquid Assets

Ang, Asset Management, Chapter 6, 7 & 10 5 Topics

Expand

Lesson Content

0% Complete 0/5 Steps

Study Notes: Ang, Chapters 6, 7 & 10

Practice Question Set: Ang, Chapters 6, 7 & 10

Instructional Video: Ang, Chapter 6: Factor Theory

Instructional Video: Ang, Chapter 7: Factors

Instructional Video: Ang, Chapter 10: Alpha (and the Low-Risk Anomaly)

Grinold, Active Portfolio Management, Chapter 14 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Grinold, Chapter 14: Portfolio Construction

Practice Question Set: Grinold, Chapter 14: Portfolio Construction

Instructional Video: Grinold, Chapter 14

Jorion, Value-at-Risk, Chapters 7 & 17 5 Topics

Expand

Lesson Content

0% Complete 0/5 Steps

Study Notes: Jorion, Chapters 7 & 17

Practice Question Set: Jorion, Chapters 7 & 17

Instructional Video: Jorion, Chapter 7

Instructional Video: Jorion, Chapter 17

Learning Spreadsheet: Jorion, Chapters 7 & 17

Litterman, Modern Investment Management, Chapter 17 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Practice Question Set: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Instructional Video: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Bodie, Investments, Chapter 24 3 Topics

Expand

Lesson Content

0% Complete 0/3 Steps

Study Notes: Bodie, Chapter 24: Portfolio Performance Evaluation

Practice Question Set: Bodie, Chapter 24: Portfolio Performance Evaluation

Instructional Video: Bodie, Chapter 24

Constantinides, Handbook of the Economics of Finance, Chapter 17 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Constantinides, Chapter 17: Hedge Funds

Practice Question Set: Constantinides, Chapter 17: Hedge Funds

Mirabile, Hedge Fund Investing, Chapter 12 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds

Practice Question Set: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds

Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers

Practice Question Set: Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers

Risk Management & Investment Management Review 2 Topics | 1 Quiz

Expand

Lesson Content

0% Complete 0/2 Steps

Risk Management & Investment Management Global Topic Review Question Set

Risk Management and Investment Management Focus Review

Risk Management & Investment Management Quiz

Andreas Schrimpf, Beyond LIBOR: a Primer on the New Benchmark Rates 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Beyond LIBOR: A Primer on the New Benchmark Rates

Practice Question Set: Beyond LIBOR: A Primer on the New Benchmark Rates

Bart van Liebergen, Machine Learning: A Revolution in Risk Management and Compliance? 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Machine Learning: A Revolution in Risk Management and Compliance?

Practice Question Set: Machine Learning: A Revolution in Risk Management and Compliance?

Artificial intelligence and machine learning in financial services 2 Topics

Expand

Lesson Content

0% Complete 0/2 Steps

Study Notes: Artificial intelligence and machine learning in financial services

Practice Question Set: Artificial intelligence and machine learning in financial services

Markets in the Time of COVID-19, Chapter 5: Climate Change: Physical Risk and Equity 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Markets in the Time of COVID-19, Chapter 5 Climate Change: Physical Risk and Equity

Patrick Bolton, et al., “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change” 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Bolton, et al., “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change”

Valentin Haddad, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response” 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Haddad, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response”

Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19

Financial Crime in Times of COVID-19 – AML and Cyber Resilience Measures 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Financial Crime in Times of COVID-19 – AML and Cyber Resilience Measures

Stephen Cecchetti, “Replacing LIBOR” 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Stephen Cecchetti, “Replacing LIBOR”

Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Study Notes: Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis

Mock Exams 1 Topic | 1 Quiz

Expand

Lesson Content

0% Complete 0/1 Steps

Part 2 Full Length Mock Exam 2

Part 2 Full Length Interactive Mock Exam 1

Formula Sheets 1 Topic

Expand

Lesson Content

0% Complete 0/1 Steps

Part 2 Formula Sheet

Course Content

Stay connected