Bionic Turtle

  1. The Office (Official Admin)

    1. Announcements

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      Latest: May FRM study Group level 1 (Financial District NYC) nilz, Mar 6, 2014 at 11:43 PM
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    2. Today's Daily Questions

      David writes totally fresh, totally original practice (quiz) question pretty much every workday. A few hungry customers like to follow along, so we post them here.

      Paid members please note: you do not need to collect practice questions one at a time! After a chapter (or section of related chapters) is finished, Suzanne collects them into a single PDF file and uploads to the Study Planner. Most paid members will want to go straight to the study planner (unless you want to discuss/etc in the forum). Thank you!
      Discussions:
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      807
      Latest: P2.T5.413. Exotic options: barrier, binary, and lookback Nicole Manley, Mar 6, 2014 at 8:04 AM
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    3. Today's YouTube

      Free videos posted to YouTube
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      15
      Latest: Youtube Video Question kevinbacon, Feb 3, 2014
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    4. David's Notebook

      These are my random notes, stuff I think might be useful based on member/visitor interactions
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      Latest: Coskew and Cokurtosis in Miller Chapter 3 (P1 FRM) monteeman, Jan 1, 2014
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    5. FAQ's

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      Latest: Posting on Forum - " You have insufficient privileges to reply here" David Harper CFA FRM CIPM, Mar 6, 2014 at 11:27 AM
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    6. FRM and Risk Related Career Opportunities

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      Latest: Designation value: FRM or CRM? BlackSwan, Feb 25, 2014
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  2. Financial Risk Manager (FRM)

    As of 2012, we are updating the syntax to P1/P2 vs. the previous years L1/L2 to reflect the FRM Exam being renamed into Parts vs. Levels.

    1. About FRM

      About the FRM or bionicturtle.com FRM prep service
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      Latest: Progress Check (FRM Part 1, May 2014) BlackSwan, Mar 5, 2014 at 4:22 PM
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    2. P1.T1. Foundations of Risk (20%)

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      Latest: Foundations - Delineating efficient portfolios mb6, Feb 17, 2014
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    3. P1.T2. Quantitative Methods (20%)

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      Latest: P1.T2 Miller, Chapter 4, Practice question 4 MissJaguar, Mar 5, 2014 at 5:27 PM
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    4. P1.T3. Financial Markets & Products (30%)

      Discussions:
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      Latest: Hull Problem 4.23 Adelaide, Mar 2, 2014 at 7:46 AM
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    5. P1.T4. Valuation & Risk Models (30%)

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      Latest: Dynamical Portfolio Insurance jwaltl, Feb 25, 2014
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    6. Fixed Income (P1.T4 or P2.T5)

      Tuckman L1 (Chapters 1,2,3 & 5) and L2 (Chapter 6, 7, 9, 21). Fabozzi's Handbook of MBS Chapters 1 & 31.
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      Latest: Securtization k.simpson, Nov 7, 2013
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    7. P2.T5. Market Risk (25%)

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      Latest: P2.T5.412. Exotic options: forward start, compound and chooser Nicole Manley, Mar 4, 2014 at 12:24 PM
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    8. P2.T6. Credit Risk (25%)

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      Latest: Credit VaR Success2014, Mar 6, 2014 at 8:45 PM
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    9. P2.T7. Operational Risk & ERM (25%)

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      Latest: maturity adjustment -IRB credit risk weight function David Harper CFA FRM CIPM, Feb 25, 2014
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    10. P2.T7. Basel II & Regulatory

      Classified under Operational Risk & Integrated Risk but a big topic
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      Latest: Basel Readings - How to cope with them? WiseSnail, Jan 29, 2014
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    11. P2.T8. Investment Management (15%)

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      Latest: CAPM for investment decision surekinkinwin, Feb 5, 2014
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    12. P2.T9. Current Issues (10%)

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      Latest: Current Issues Readings - How to cope with them? EK, Mar 4, 2014 at 12:58 AM
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  3. Financial Risk Manager (FRM) Practice Questions

    Practice Questions and Answers (for Paid Customers Only) As of 2012, we are updating the syntax to P1/P2 vs. the previous years L1/L2 to reflect the FRM Exam being renamed into Parts vs. Levels.

    1. 2013 Errata

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      13
      Latest: Netting factor, Gregory 4.11 should be EPE(netting)/EPE (no netting) Steve Jobs, Nov 8, 2013
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    2. P1. 2013 Practice Exam

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      Latest: 2013 garp exam 1 q9: remembering f-statistics? ShaktiRathore, Nov 22, 2013
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    3. P2. 2013 Practice Exam

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      Latest: 2013 Part 2 Sample exam Q 8 delta123, Nov 13, 2013
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    4. FRM Handbook

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      Latest: EXAMPLE 13.4: FRM EXAM 2001—QUESTION 79 sho, Nov 11, 2012
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    5. P1.T1. Foundations of Risk

      Practice questions for Foundations: Intro, CAPM, APT, Stulz, and Case Studies
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      288
      Latest: L1.T1.27 Correlation impact David Harper CFA FRM CIPM, Mar 2, 2014 at 6:01 PM
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    6. P1.T2. Quantitative Analysis

      Practice questions for Quantitative Analysis: Econometrics, MCS, Volatility, Probability Distributions and VaR (Intro)
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      Latest: P1.T2.202. Variance of sum of random variables Brian_no9, Mar 4, 2014 at 8:47 AM
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    7. P1.T3. Financial Market & Products

      Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds
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      104
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      723
      Latest: L1.T3.135. Over-the-counter (OTC) versus exchange-traded markets Ryan S, Mar 6, 2014 at 1:15 PM
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    8. P1.T4. Valuation & Risk Models

      Practice questions for valuation and risk models: value at risk (VaR), binomial, BSM, Greeks, Tuckman's bonds, bond sensitivities, stress testing, credit ratings, expected/unexpected loss, OpRisk intro
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      578
      Latest: P1.T4.310. U.S. Treasury STRIPS Atin, Mar 4, 2014 at 5:46 PM
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    9. P2.T5. Market Risk

      Practice questions for Market Risk Measurement & Management
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      Messages:
      862
      Latest: P2.T5.402. Hull's model building and BRW approaches to value at risk (VaR) David Harper CFA FRM CIPM, Mar 6, 2014 at 1:41 PM
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    10. P2.T6. Credit Risk

      Practice questions for credit risk
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      242
      Messages:
      473
      Latest: L2.T6.141. Merton model valuation David Harper CFA FRM CIPM, Feb 28, 2014
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    11. P2.T7. Operational Risk

      Practice questions for operational risk and Basel II (Basel III)
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      316
      Latest: L2.T7.B17. Basel's revisions to market risk framework michael4129, Nov 12, 2013
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    12. P2.T8. Investment Management

      Practice questions for investment management and risk management
      Discussions:
      145
      Messages:
      278
      Latest: P2.T8.12. Surplus at Risk (SaR) David Harper CFA FRM CIPM, Feb 18, 2014
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    13. P2.T9. Current Issues

      Practice questions for current issues
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      Latest: Doubts- FRM P2 djh2121, Nov 13, 2013
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    14. Miscellaneous Practice Questions

      Prior Exam or Not Classified
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      Latest: Stulz’ debt overhang? EK, May 5, 2013
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    15. [P1.T2.] Textbook: Essentials of Econometrics

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      Latest: Gujarati.07.15 & 07.16 David Harper CFA FRM CIPM, Nov 16, 2011
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    16. [P1 & P2] Jorion, Value at Risk (VaR) 3rd Ed

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      Latest: Question7 CharlyZzz, Jun 4, 2012
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    17. [P1 & P2]Text: Options, Futures & Derivatives, 8th

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      Latest: Hull.19.05 Success2014, Feb 10, 2014
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  4. FRM Archive

    Archive of practice queries and errata specific to previous years exams

    1. 2012 Errata and GARP 2013 FRM Recommendations

      This forum is to (i) identify errors (e.g., in the Practice Exams) and also (ii) to collect and prioritize the suggestions and recommendations we will make to GARP with respect to the 2013 FRM
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    2. P1. 2012 Practice Exam Part 1

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    3. P2. 2012 Practice Exam Part 2

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    4. 2011 Errata

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    5. L1. 2011 SAMPLE EXAM Level 1

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    6. L2. 2011 SAMPLE EXAM Level 2

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    7. 2010 Errata

      Errors in 2010 screencasts, notes or quizzes.
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    8. L1. 2010 SAMPLE EXAM Level 1

      Super-annotated exam-level practice questions for Level 1 (aka, Part 1)
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    9. L2. 2010 SAMPLE EXAM Level 2

      Super-annotated exam-level practice questions for Level 2 (aka, Part 2)
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    10. 2009 Errata & Exam-specific Clarifications

      Errors in 2009 screencasts, notes or quizzes.
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    11. 2009 Sample Exam L1

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    12. 2009 Full Exam I

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    13. 2009 Full Exam II

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    14. 2008 FRM Errata

      Updates to correct errors in the 2008 FRM Screencast Episode Series
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    15. 2008 FRM Screencast Tutorial Q&A

      Answers to the "thought-provoking" questions associated with screencasts. Please don't peek until you try!
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    16. [P1 & P2]Text: Options, Futures & Derivatives, 7th

      Assigned in 2010: Estimating volatility & correlation (Ch 21); Chapters 1 - 7, 9 and 10; Binomial (Ch 11), BSM (Ch 13), Greeks (Ch 17), Credit risk (Ch 22), Credit derivatives (Ch 23), Volatility smile (Ch 18), and Exotic options (Ch 24)
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  5. Chartered Financial Analyst (CFA)

    1. About CFA

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      124
      Latest: CFA annual PD criteria? (as in Harper's description) David Harper CFA FRM CIPM, Dec 27, 2013
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  6. Cert. Financial Planner (CFP) Practice Questions

    1. About CFP

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    2. General Principles of Financial Planning

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      Latest: 1.6. Demand curves Suzanne Evans, Feb 14, 2012
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    3. Insurance Planning

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    4. Investment Planning

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    5. Income Tax Planning

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    6. Retirement Planning

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    7. Estate Planning

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    8. Interpersonal Communication

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    9. Professional Conduct and Fiduciary Responsibility

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  7. Energy Risk Professional (ERP) Practice Questions

    1. About ERP

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      Latest: Can't access the ERP threads Honey45, Sep 10, 2013
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    2. 2012 ERP Practice Exam 1

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      60
      Latest: Q.60 [hydrocarbon] Fran, Dec 22, 2011
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    3. 2012 ERP Practice Exam 2

      Discussions:
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      60
      Latest: Q.6O Fundamentals of Trading Energy Futures & Options, 2nd Edition [products] Fran, Dec 26, 2011
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    4. Hydrocarbon Resources

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      Latest: 1.7. Oil and gas leases Suzanne Evans, Feb 15, 2012
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    5. Electricity Production & Distribution

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      Latest: Answer and follow up question: Electric grid and asset backed securities - commonalities Aleksander Hansen, Nov 14, 2012
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    6. Renewable Energy Sources & Carbon Emissions

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    7. Financial Products & Valuation

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    8. Modeling Energy Price Behavior

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    9. Risk Evaluation & Management

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    10. 2011 Sample Questions

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      Latest: 2.29 "Implied" Volatility livevol.seo@gmail.com, Jul 22, 2011
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    11. 2010 Sample Questions

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      31
      Latest: Question 17: Alternative energy projects annabride28@gmail.com, Nov 5, 2010
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