Bionic Turtle’s Week in Risk (ending July 8th)

Happy Wednesday! Who is gearing up for the November FRM exam? We’ve included new practice questions and new YouTube videos in this week’s blog! Our forum also has some very good discussions for you to review and ask questions about any content that is in the FRM study guide.

New Practice Questions

New YouTube videos

In the forum

two variance formulas

Coherent risk measures

Banks and regulations

Global systemically important banks


  • Welcome to the highly probable world of improbability “In the real world, probabilities tend to be Bayesian rather than frequentist — which is to say, their improbability is not something that can be measured empirically, but is rather a function of the available evidence and the direction that evidence points.
  • The new Fama puzzle “Uncovered interest parity (UIP) – the proposition that anticipated exchange rate changes should offset interest rate differentials – is one of the most central concepts in international finance, defining whether financial capital is freely mobile and substitutable across borders

Fama puzzle


macro update

Case Study



  • Red-hot planet: All-time heat records have been set all over the world during the past week

Tech & Cyber


Investing (and Finance)

Idiosyncratic Volatility and the Beta Anomaly


An Abundance of Technology


Fiscal Sustainability A Primer


Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Recent Posts

Introduction to the Quantitative Foundation of Risk – Present Value

[caption id="attachment_454805" align="alignright" width="247"]  [/caption] A common question asked by FRM candidates (and people who are considering whether to sit for the FRM exam) is,...

Read More

Week in Financial Education (June 28, 2021)

Welcome to the latest WIFE. For Part 1, we wrote a new set of insurance company practice questions (PQs). I was recently asked how much...

Read More

A Note about Delta-Gamma Value at Risk (VaR) as Taylor Series

Alberto asked a good question here about using the delta-gamma formula to estimate the VaR of an option position. Lu Shu (lushukai) gave an excellent reply...

Read More