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2020 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 2020 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 regarding if and when specific materials will be published: https://www.bionicturtle.com/forum/threads/please-read-publishing-process-for-2020.22937/ . Thank you :)

Market Risk Measurement & Management

R1 - Dowd, Chapters 3, 4 & 7
  • Updated Study Notes published 02/05/20
R2 - Jorion, Chapters 6 & 11
  • Updated Study Notes published 02/05/20
R4 - Meissner, Chapters 1, 2 & 5
  • Updated Study Notes published 02/05/20
R5 - Tuckman, Chapters 6, 7, 8, 9 & 10
  • Updated Study Notes published 02/05/20
R7 - Hull RMFI, Chapter 18
  • Updated Study Notes published 02/05/20

Credit Risk Measurement & Management

R8 - Golin, Chapters 1 & 2
  • Updated Study Notes published 02/05/20
R9 - Schroeck, Chapter 5
  • Updated Study Notes published 02/05/20
R12 - Malz, Chapters 7, 8 & 9
  • Updated Study Notes published 02/05/20
R13 - Gregory, Chapters 4, 5, 6, 7, 9, 14 & 17
  • Updated Practice Question Set published 02/07/20 - PQs added (900-917)

Operational & Integrated Risk Management

R21 - Implementing Robust Risk Appetite Frameworks
  • New Study Notes published 02/06/20
R22 - Banking Conduct & Culture
  • New Study Notes published 02/13/20

Liquidity & Treasury Risk Management

R46 - Venkat, Chapter 6
  • New Study Notes published 02/06/20
R47 - Rose, Chapter 10 & 11
  • New Study Notes published 02/06/20
  • New Practice Question Set published 02/07/20
R48 - Venkat, Chapter 4
  • New Study Notes published 02/06/20
  • New Practice Question Set published 02/11/20
R49 - Castagna, Chapter 6
  • New Study Notes published 02/06/20
  • New Practice Question Set published 02/11/20
R51 - Venkat, Chapter 3
  • New Study Notes published 02/06/20
R53 - Venkat, Chapter 7
  • New Study Notes published 02/06/20
R54 - Rose, Chapter 12 & 13
  • New Study Notes published 02/06/20
R56 - Grant, Liquidity Transfer Pricing
  • New Study Notes published 02/06/20
R57 - McGuire, US Dollar Shortage in Global Banking
  • New Study Notes published 02/06/20
R58 - Borio, Covered Interest Rate Parity Lost:
  • New Study Notes published 02/06/20

Risk Management & Investment Management

Current Issues
 
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Nicole Seaman

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Updated Study Notes Published on 02/05/20

Market Risk Measurement & Management
  • R1 - Dowd, Chapters 3, 4 & 7
  • R2 - Jorion, Chapters 6 & 11
  • R4 - Meissner, Chapters 1, 2 & 5
  • R5 - Tuckman, Chapters 6, 7, 8, 9 & 10
  • R7 - Hull RMFI, Chapter 18
Credit Risk Measurement & Management
  • R8 - Golin, Chapters 1 & 2
  • R9 - Schroeck, Chapter 5
  • R12 - Malz, Chapters 7, 8 & 9
 
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Nicole Seaman

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Updated Study Notes Published on 02/06/20

Operational & Integrated Risk Management
  • R21 - Implementing Robust Risk Appetite Frameworks
Liquidity & Treasury Risk Management
  • R46 - Venkat, Chapter 6
  • R47 - Rose, Chapter 10 & 11
  • R48 - Venkat, Chapter 4
  • R49 - Castagna, Chapter 6
  • R51 - Venkat, Chapter 3
  • R53 - Venkat, Chapter 7
  • R54 - Rose, Chapter 12 & 13
  • R56 - Grant, Liquidity Transfer Pricing
  • R57 - McGuire, US Dollar Shortage in Global Banking
  • R58 - Borio, Covered Interest Rate Parity Lost
 

Nicole Seaman

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Updated and New Practice Question Sets Published on 02/07/20

Credit Risk Measurement & Management
  • R13 - Gregory, Chapters 4, 5, 6, 7, 9, 14 & 17 (Updated)
    • P2.T6.900. Counterparty risk and xVA (Chapter 4)
    • P2.T6.901. Credit exposure and valuation adjustments (Chapter 4)
    • P2.T6.902. xVA components (Chapter 4)
    • P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Chapter 5)
    • P2.T6.904. Trade compression and termination events (Chapter 5)
    • P2.T6.905. ISDA Master Agreement and credit support annex (Chapter 6)
    • P2.T6.906. Features of a collateralization agreement (Chapter 6)
    • P2.T6.907. Collateral and the margin period of risk (Chapter 6)
    • P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Chapter 7)
    • P2.T6.909. Credit exposure metrics continued (expected positive exposure and effective exposure) (Chapter 7)
    • P2.T6.910. Credit exposure profiles (Chapter 7)
    • P2.T6.911. Impact of netting on exposure (Chapter 7)
    • P2.T6.912. The impact of collateral on counterparty risk and funding (Chapter 7)
    • P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Chapter 9)
    • P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Chapter 14)
    • P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Chapter 14)
    • P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Chapter 14)
    • P2.T6.917. Wrong way risk (Chapter 17)
Liquidity & Treasury Risk Management
  • R47 - Rose, Chapter 10 & 11 (New set published)

 

Nicole Seaman

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Thread starter #5
New Practice Question Sets Published on 02/11/20

Liquidity & Treasury Risk Management
  • R48 - Venkat, Chapter 4
  • R49 - Castagna, Chapter 6
 

Nicole Seaman

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Thread starter #6
New Study Notes Published on 02/13/20

Operational & Integrated Risk Management
  • R22 - Banking Conduct & Culture
 
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