Welcome to our Week in Risk blog! Our new FRM practice questions, written by CEO, David Harper, discuss country risk measures from Topic 4 of the FRM syllabus and collateralization agreements from Topic 6. David also recorded new YouTube videos covering different aspects of fixed income. We’ve also included helpful discussions from our FRM forum.
This Week in Risk highlights our four most recent YouTube videos, and includes an abundance of FRM discussions from our forum! David has also found some interesting risk articles to share with you! New YouTube Linear regression: OLS coefficients minimize the SSR (FRM T2-15) https://trtl.bz/2GLlM4O Regression: standard error of regression (SER, FRM T2-16) https://trtl.bz/2ICXNoQ Interest rates: compound
Test your knowledge with our newest practice questions, and read through some helpful FRM discussions in our forum! David has also provided links to some informative risk articles, including natural science, cryptocurrency, and financial reporting! New Practice Questions P1.T4.804. Value at risk (VaR) estimation approaches (Allen) https://www.bionicturtle.com/forum/threads/p1-t4-804-value-at-risk-var-estimation-approaches-allen.13701/ P2.T9.805. The bank/capital markets nexus goes global (Song
Check out our newest practice questions, and read through some helpful and informative FRM discussions in our forum! This week, David has also provided links to some great articles around the web discussing banking, technology, cybersecurity and much more! New Practice Questions P1.T4.803. Quantifying volatility in value at risk (VaR) models (Allen) http://trtl.bz/2sStms1 P2.T9.804. Central clearing
New Practice Questions P1.T2.706. Bivariate normal distribution (Hull) https://www.bionicturtle.com/forum/threads/p1-t2-706-bivariate-normal-distribution-hull.10190/ P1.T2.707. Gaussian Copula (Hull) https://www.bionicturtle.com/forum/threads/p1-t2-707-gaussian-copula-hull.10199/ P2.T8.703. Value, size and momentum investing (Andrew Ang) https://www.bionicturtle.com/forum/threads/p2-t8-703-value-size-and-momentum-investing-andrew-ang.10195/ P2.T8.704. Alpha and effective benchmarks (Andrew Ang) https://www.bionicturtle.com/forum/threads/p2-t8-704-alpha-and-effective-benchmarks-andrew-ang.10205/ In the forum this week (selected only) or Major News Forum member, emilioalzamora1, with a really informative post on the information ratio (I’m still reading