ARRIBA

FRM week in risk

Bionic Turtle’s Week in Risk (April 28, 2019)

Welcome to our Week in Risk blog! This week's new FRM practice questions, written by David Harper, discuss predicting sovereign default (Damodaran- Topic 4) and collateral and the margin period of risk (Gregory - Topic 6). David recorded new YouTube videos covering gross versus net realized return and bond spread. We've also included helpful discussions... Read More
Two catastrophes

Bionic Turtle’s Week in Risk (ending September 17th)

We have been very busy here at Bionic Turtle since the May exam, but we are so happy to be bringing back the Week in Risk for all of you! David has found some very interesting articles this week, so we hope that you enjoy! :) New Practice Questions P1.T3.725. Properties of stock options, including... Read More

Bionic Turtle’s Week in Risk (ending February 12th)

New practice questions P1.T2.704. Forecasting volatility with GARCH (Hull) https://www.bionicturtle.com/forum/threads/p1-t2-704-forecasting-volatility-with-garch-hull.10166/ P1.T2.705. Correlation (Hull) https://www.bionicturtle.com/forum/threads/p1-t2-705-correlation-hull.10173/ P2.T8.701. Multifactor models (Andrew Ang) https://www.bionicturtle.com/forum/threads/p2-t8-701-multifactor-models-andrew-ang.10170/ P2.T8.702. Macroeconomic risk factors including growth, inflation and volatility (Andrew Ang) https://www.bionicturtle.com/forum/threads/p2-t8-702-macroeconomic-risk-factors-including-growth-inflation-and-volatility-andrew-ang.10176/ In the forum this week (selected only) [T2 Time series] How can we interpret Diebold’s statement that "Lastly AR processes observed subject to... Read More