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Course 2021 Part 1 New and Updated Published Materials

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Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Financial Markets & Products

FMP 17 - Chapter 17. Corporate Bonds

  • Study Notes Updated to v3 06/30/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Quantitative Analysis

Interactive Quiz
  • Quiz and PDF updated 07/16/21 to v5.5 to fix errors
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Foundations of Risk

Interactive Quiz

  • Quiz and PDF updated 07/16/21 to v5.3 to fix errors
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Financial Markets & Products

Interactive Quiz

  • Quiz and PDF updated 07/19/21 to v5.6 to fix errors
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Valuation and Risk Models

Interactive Quiz

  • Quiz and PDF updated 07/20/21 to v5.2 to fix errors
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Foundations of Risk Management

FRM-5: Chapter 5. Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
  • Study notes updated to v3-6 on 07/26/21 to fix error
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Foundations of Risk Management

FRM 1 - Chapter 1. The Building Blocks of Risk Management

  • Study notes updated to v5-2 on 08/02/21 (pages 7 & 8 only)
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Foundations of Risk Management

FRM-7: Chapter 7. Risk Data Aggregation and Reporting Principles

  • Study Notes updated as v5 on 08/02/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Financial Markets & Products

FMP 20 - Chapter 20. Swaps

  • Study Notes updated to v3 on 08/02/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Valuation and Risk Models

VRM-1 - Chapter 1. Measures of Financial Risk

  • Study notes updated 08/17/21 to v3.1 to fix errors on page 20
VRM-2 - Chapter 2. Calculating and Applying VaR
  • Study notes updated 08/17/21 to v5
VRM-14 - Chapter 14. Binomial Trees
  • Study Notes updated 8/17/21 to v3
VRM-15 - Chapter 15. The Black-Scholes-Merton Model
  • Study notes updated 08/17/21 to v5
VRM-16 - Chapter 16. Option Sensitivity Measures: The “Greeks”
  • Study Notes updated 8/17/21 to v3
 
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Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Financial Markets & Products

FMP-2: Chapter 2. Insurance Companies and Pension Plans

  • Study Notes updated 09/08/21 to v3-2 to fix error on page 14
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Valuation and Risk Models

VRM-4 - Chapter 4 - Credit Ratings

  • Study notes updated09/27/21 to v5 to fix errors
    • Page 14: "Unconditional PD" in the formula corrected to "Conditional PD"
    • Page 21: in the second last paragraph the word "qualitative" corrected to "quantitative"
VRM-6 - Chapter 6 - Credit Risk and Capital Modeling
  • Study notes updated 09/27/21 to v5 to fix errors
    • Page 12, expected loss formula corrected: EL = PD × LR = PD × (1 - RR)
 
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Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Valuation and Risk Models

VRM-10 - Chapter 10 - Interest Rates

  • Study notes updated 09/28/21 to v3.3 to fix formula error on page 8
 
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