Bionic Turtle’s Week in Risk (ending March 4th)

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

Value at risk (VaR) estimation approaches

In the forum this week (selected only)

GARCH Models

one versus two-tailed hypothesis tests

calculate convexity error

Model 1 Simulation

Political and regulatory risk, including Systemic Risk (including BIS)

Natural Science, including Climate and Energy

Technology, including FinTech and Cybersecurity

Personal finance

Goldman sachs

Financial reporting, including Accounting and Audit

APM region

 

Financial Markets and Products, including Interest Rates, Commodity Risk, and Foreign Exchange (FX)(FRM P1.T3)

  • Lessons From 15 Years Of Short Selling: 12 Reasons Not To Short, by Whitney Tilson  https://seekingalpha.com/article/4152732-lessons-15-years-short-selling-12-reasons-short “Shorting is brutally difficult, especially during a long, complacent bull market like this one, which is why I advise most investors to learn about short selling – there are many important skills and lessons from which all investors can benefit – but not actually do it.
  • An Abridged, illustrated history of volatility (ft.com) http://trtl.bz/2FqcCgu (pdf is here   http://trtl.bz/2CT3JqA)
  • Spotify Kicks Off Its Unusual IPO https://www.wsj.com/articles/spotify-kicks-off-its-unusual-ipo-1519847272
  • Should we worry about inflation http://theweek.com/articles/758439/should-worry-about-inflation and: Why an Unpleasant Inflation Surprise Could be Coming (wsj) http://trtl.bz/2Fj1m5R “On top of these short-term factors [low unemployment, big tax cut, federal spending], several structural forces are at work. One is protectionism. Global trade rose faster than global output from the early 1980s until the global financial crisis. Trade held down prices and wages by exposing American workers and firms to intense foreign competition. Globalization has since gone into reverse, and protectionist pressures are mounting … [and] productivity growth, the usual antidote to rising costs, is tepid and could stay that way.
  • Dollar-Rate Breakdown Exposes Foreign-Exchange Mystery (The U.S. currency was expected to strengthen amid rising interest rates. Instead, it’s down 11% since late 2016) http://trtl.bz/2CnfedY

dollar value

Valuation and Risk Models, including Country risk (FRM P1.T4)

Investment risk, including Pensions (FRM P1.T8)

Harvard

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