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Course 2021 Part 2 New and Updated Published Materials

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Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
This thread is to give our members a quick reference to the new and updated Part 2 materials that we publish throughout the 2021 exam period. We will include the date that the materials were updated or published so you know that you are using the most up-to-date materials. To follow this thread, click on "Watch" in the upper right corner of the page.

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-2021.23610/. Thank you :)

Market Risk Measurement & Management

Reading 4 - Meissner

  • Practice question set updated 04/21/21 to v7-4 to fix typo in question 505.3 (option C) and to fix spreadsheet link.

Credit Risk Measurement & Management

Reading 10/CR-4: DeLaurentis Chapter 3 Ratings Assignment Methodologies

  • Study Notes updated 08/18/21 to v7
Reading 13/CR-9: Gregory Chapters 3, 6, 7, 11 & 17
  • Study Notes updated 01/28/21 to v13.1 (only to update chapter titles to correspond with the new edition. New content will be published soon)
  • Study Notes updated with new content 08/27/21 as v15
Reading 15/CR-15: Crouhy, Chapters 9 & 12
  • Study Notes updated 08/20/21 to v3

Operational & Integrated Risk Management

Reading 27/ORR-10: De Laurentis, Chapter 5: Validating Rating Models

  • Study Notes updated 08/20/21 to v7
Reading 28/ORR-11: Allan Malz, Financial Risk Management, Chapter 11, Section 1.1: Assessing the Quality of Risk Measures
  • Practice Question Set updated 02/03/21 to v7-4 to remove the optional appendix PQs (these PQs have been moved to the Liquidity Risk topic, Reading 45)
  • Study Notes published as v11 on 08/25/21
Reading 36/ORR-19: Mark Carey, “Capital Regulation Before the Global Financial Crisis,”
  • Study Notes updated 08/23/21 to v5
Reading 37/ORR-20: Mark Carey, “Solvency, Liquidity and Other Regulation After the Global Financial Crisis”
  • Practice Question Set updated 02/01/21 to v3-3 to add missing answers to 20.10

Liquidity & Treasury Risk

Reading 44/LTR-1: John C. Hull, Risk Management and Financial Institutions, Chapter 24. Liquidity Risk

  • Practice Question Set updated 02/04/21 to v1-4 to fix typos in questions 20.1.2 (page 4) and 20.2.2 (page 6)
Reading 53/LTR-11: Venkat, Chapter 7: Contingency Funding Planning
  • Practice Question Set updated 02/05/21 to v1-2 to fix forum link

Risk Management & Investment Management

Reading 61: Andrew Ang, Asset Management, Chapters 6, 7 & 10

  • Practice Question Set updated 04/23/21 to v7 to add new practice questions
Reading 62: Grinold, Chapter 14: Portfolio Construction
  • New Practice Question Set published 05/6/21
Reading 63: Jorion, Value-at-Risk, Chapters 7 & 17
  • Updated practice question set to v9 to add new PQs 06/04/21
Reading 64 - Litterman, Chapter 17
  • Updated practice question set to v9 to add new PQs 06/17/21
  • Study Notes published 09/30/21 to v9

Current Issues

Reading 69 Andreas Schrimpf, “Beyond LIBOR"

  • Study Notes published 09/22/21
Reading 72: Ch 5: Climate Change: Physical Risk and Equity, Global Financial Stability Report: Markets in the Time of COVID-19
  • Study Notes published 08/31/21
Reading 73: Patrick Bolton, “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change”
  • Study Notes published 08/31/21
Reading 74: Haddad, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response”
  • Study Notes published 09/02/21
Reading 75: “Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19
  • Study Notes published 09/02/21
Reading 76: Financial Crime in Times of COVID-19
  • Study Notes published 09/22/21
Reading 77: Stephen Cecchetti, Kim Schoenholtz, “Replacing LIBOR”
  • Study Notes published 09/22/21
Reading 78: “Cyber Risk and the U.S. Financial System"
  • Study Notes published 09/22/21
 
Last edited:

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Credit Risk Measurement & Management

Reading 13/CR-9: Gregory Chapters 3, 6, 7, 11 & 17
  • Study Notes updated 01/28/21 to v13.1 (only to update chapter titles to correspond with the new edition. New content will be published soon)
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Operational & Integrated Risk Management

Reading 37/ORR-20: Mark Carey, “Solvency, Liquidity and Other Regulation After the Global Financial Crisis”

  • Practice Question Set updated 02/01/21 to v3-3 to add missing answers to 20.10
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Operational & Integrated Risk Management

Reading 28/ORR-11: Allan Malz, Financial Risk Management, Chapter 11, Section 1.1: Assessing the Quality of Risk Measures
  • Practice Question Set updated 02/03/21 to v7-4 to remove the optional appendix PQs (these PQs have been moved to the Liquidity Risk topic, Reading 45) See forum discussion HERE.
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Liquidity & Treasury Risk

Reading 44/LTR-1: John C. Hull, Risk Management and Financial Institutions, Chapter 24. Liquidity Risk
  • Practice Question Set updated 02/04/21 to v1-4 to fix typos in questions 20.1.2 (page 4) and 20.2.2 (page 6)
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Liquidity & Treasury Risk

Reading 53/LTR-11: Venkat, Chapter 7: Contingency Funding Planning
  • Practice Question Set updated 02/05/21 to v1-2 to fix forum link
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Market Risk Measurement & Management

Reading 4 - Meissner

  • Practice question set updated 04/21/21 to v7-4 to fix typo in question 505.3 (option C) and to fix spreadsheet link.
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Risk Management & Investment Management

Reading 61: Andrew Ang, Asset Management, Chapters 6, 7 & 10
  • Practice Question Set updated 04/23/21 to v7 to add new practice questions
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Risk Management & Investment Management

Reading 62: Grinold, Chapter 14: Portfolio Construction
  • New Practice Question Set published 05/6/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Risk Management & Investment Management

Reading 63: Jorion, Value-at-Risk, Chapters 7 & 17
  • Updated practice question set to v9 to add new PQs 06/04/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Risk Management & Investment Management

Reading 64 - Litterman, Chapter 17

  • Updated practice question set to v9 to add new PQs 06/17/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Credit Risk Measurement & Management

Reading 10/CR-4: DeLaurentis Chapter 3 Ratings Assignment Methodologies
  • Study Notes updated 08/18/21 to v7
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Operational & Integrated Risk Management

Reading 27/ORR-10: De Laurentis, Chapter 5: Validating Rating Models

  • Study Notes updated 08/20/21 to v7
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Credit Risk Measurement & Management

Reading 15/CR-15: Crouhy, Chapters 9 & 12
  • Study Notes updated 08/20/21 to v3
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Operational & Integrated Risk Management

Reading 36/ORR-19: Mark Carey, “Capital Regulation Before the Global Financial Crisis,”

  • Study Notes updated 08/23/21 to v5
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Operational & Integrated Risk Management

Reading 28/ORR-11: Allan Malz, Financial Risk Management, Chapter 11, Section 1.1: Assessing the Quality of Risk Measures

  • Study Notes published as v11 on 08/25/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Credit Risk Measurement & Management

Reading 13/CR-9: Gregory Chapters 3, 6, 7, 11 & 17
  • Study Notes updated with new content 08/27/21 as v15
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Credit Risk Measurement & Management

Reading 10/CR-4: DeLaurentis Chapter 3 Ratings Assignment Methodologies

  • Study Notes updated 08/30/21 to v7.2 to correct errors
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Current Issues

Reading 72: Ch 5: Climate Change: Physical Risk and Equity, Global Financial Stability Report: Markets in the Time of COVID-19

  • Study Notes published 08/31/21
Reading 73: Patrick Bolton, “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change”
  • Study Notes published 08/31/21
Reading 74: Haddad, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response”
  • Study Notes published 09/02/21
Reading 75- “Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19
  • Study Notes published 09/02/21
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Current Issues

Reading 69 Andreas Schrimpf, “Beyond LIBOR"

  • Study Notes published 09/22/21
Reading 76: Financial Crime in Times of COVID-19
  • Study Notes published 09/22/21
Reading 77: Stephen Cecchetti, Kim Schoenholtz, “Replacing LIBOR”
  • Study Notes published 09/22/21
Reading 78: “Cyber Risk and the U.S. Financial System"
  • Study Notes published 09/22/21
 
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