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FRM P2.T7.Operational & Integrated Risk

Part 2, Topic 7 is Operational and Integrated Risk Management. Exam weight = 25%. Topics include: Principles for sound operational risk management, Enterprise Risk Management (ERM), Risk appetite frameworks and IT infrastructure, Internal and external operational loss data, Modeling operational loss distributions, Model risk, Risk-adjusted return on capital (RAROC), Economic capital frameworks and capital allocation, Liquidity risk, Failure mechanics of dealer banks, Stress testing banks and Regulation and the Basel Accords.
Operational Risk Management Toolkit
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Crouhy, Risk Management Nicole Seaman
Michel Crouhy, Dan Galai and Robert Mark (2000)
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