Week in risk (ending May 15th)

David Harper CFA FRM

David Harper CFA FRM
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FRM Exam (week ending 5/15)

General
T2. Quantitative
T3. Products
T4. Valuation
T5. Market risk
T6. Credit risk
T7. Operational risk
T8. Investment
Sample practice questions

Risk (general risk-related news that I find relevant, or just interesting ... )

Risk
  • This article is all about value at risk (VaR): JPMorgan Trading Risk Rose, Rivals Hit Brakes With Markets Amok http://www.bloomberg.com/news/artic...risk-rose-rivals-hit-brakes-with-markets-amok “VaR isn’t without detractors. One complaint is that it assumes outcomes will tend to remain within historic norms, looking at past patterns and failing to anticipate the impact of potential disasters. So while managers, regulators and analysts use it as a tool for gauging risk-taking, regulators focused on systemic stability have increasingly relied on stress-testing in recent years to gauge how well firms are positioned for worst-case scenarios.”
  • The Very Long Bet: 100-Year Bonds That Pay Peanuts http://www.wsj.com/articles/long-da...stors-try-to-dodge-negative-yields-1462978982
  • Getting a handle on product liability http://www.polecat.com/blog/product-liability “Product liability poses manifold risks to companies in terms of lost revenue and reputation damage. These vulnerabilities have significantly increased in recent years largely due to stricter product safety laws, the growing popularity of social media, and the increasing complexity of global supply chains.”
  • Simple Stuff: What is risk? http://alephblog.com/2016/05/15/simple-stuff-what-is-risk/ “Here is my simple definition of risk: Risk is the probability that an entity will not meet its goals, and the degree of pain it will go through depending on how much it missed the goals.”
Data and analytics
Regulation and corruption
U.S. Treasury
FinTech
Banking
Hedge funds
CFA Institute
Reports
Books
School
 
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