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2019: Part 2 New and Updated Published Materials

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Nicole Seaman

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This thread is to give our members a quick reference to the new and updated Part 2 materials that we publish throughout the 2019 exam period. We include the date that the materials were updated or published so you know that you are using the most up-to-date materials.

Please make sure to read our publishing process thread here before asking questions about if and when specific materials will be published: https://www.bionicturtle.com/forum/threads/important-please-read-publishing-process-for-2019.22026/. Thank you :)

Credit Risk Measurement & Management
  • Reading 44, Malz: Study Notes Updated 03/22/19 to v9
    • Chapter 7 Addition to LO: Calculate the unconditional default probability and the conditional default probability given the hazard rate.
    • Chapter 8 LO Added: Define and calculate Credit VaR.
    • Chapter 8 LO Added: Assess the effect of granularity on Credit VaR.
    • Chapter 8 Addition to LO: Define and calculate default correlation for credit portfolios.
Operational & Integrated Risk Management
  • Reading 59, Range of Practices: Study Notes Updated 03/12/19 to v7
    • Addition to LO: Defining and calculating risk measures
    • Addition to LO: Describe the BIS recommendations that supervisors should consider to make effective use of internal risk measures, such as economic capital, not designed for regulatory purposes.
    • New LO: Explain benefits and impacts of using an economic capital framework within the following areas
    • New LO: Describe best practices and assess key concerns for the governance of an economic capital framework.
  • Reading 68, “High-level summary of Basel III reforms”
    • New study notes published 03/15/19
  • Reading 69, "Basel III: Finalising post-crisis reforms”
    • New study notes published 03/21/19

Current Issues
  • Reading 78, Kopp
    • New PQ set published 01/10/19
    • New Study Notes published 03/13/19
  • Reading 79, Varian
    • Updated current PQ set with new PQs 01/16/19
  • Reading 80, van Liebergen
    • Updated current PQ set with new PQs 02/07/19
  • Reading 81, Artificial Intelligence and Machine Learning
    • New PQ set published 02/07/19
    • New Study Notes published 03/13/19
  • Reading 82, Gomber,Fintech
    • New PQ set published 02/22/19
    • New Study Notes published 03/13/19
  • Reading 84, What is SOFR
    • New PQ set published 02/27/19
    • New Study notes published 03/13/19
 
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Nicole Seaman

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Study Notes PDF Updated 03/12/19

Operational & Integrated Risk Management

Reading 59, Range of Practices: Study Notes Updated to v7: https://www.bionicturtle.com/topic/...es-and-issues-in-economic-capital-frameworks/
  • Addition to LO: Defining and calculating risk measures
  • Addition to LO: Describe the BIS recommendations that supervisors should consider to make effective use of internal risk measures, such as economic capital, not designed for regulatory purposes.
  • New LO: Explain benefits and impacts of using an economic capital framework within the following areas
  • New LO: Describe best practices and assess key concerns for the governance of an economic capital framework.
 

Nicole Seaman

Chief Admin Officer
Staff member
Subscriber
Thread starter #11
Study Notes PDF Updated 03/22/19

Credit Risk Measurement & Management
  • Reading 44, Malz: Study Notes Updated 03/22/19 to v9: https://www.bionicturtle.com/topic/study-notes-malz-chapters-6-7-8-9/
    • Chapter 7 Addition to LO: Calculate the unconditional default probability and the conditional default probability given the hazard rate.
    • Chapter 8 LO Added: Define and calculate Credit VaR.
    • Chapter 8 LO Added: Assess the effect of granularity on Credit VaR.
    • Chapter 8 Addition to LO: Define and calculate default correlation for credit portfolios.
 
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