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

Happy Monday! We hope that you enjoy our newest blog featuring some really great financial risk articles and links! 🙂

New Practice Questions

  • P1.T3.731. Lookback and Asian (exotic) options (Hull Chapter 26 cont.)
  • P1.T3.732. Exchange option, volatility swap, and static option replication (Hull Ch. 26 continued)
  • P2.T8.711. Time- versus dollar-weighted returns, M-squared measure, and performance attribution

Time- versus dollar-weighted returns

In the forum this week (selected only)

Stress testing the credit value adjustment (CVA)708.3

Bank and banking

How UBS Became Home to Half the World’s Billionaires

Technology, including FinTech and Cybersecurity

Data science (primarily R), including Alternative Data

machine learning

Personal finance

mortgage interest rates

Case Studies and Companies, including Strategic or Reputation risk

Equifax breach

yahoo data breach

Risk Foundations, including Case Studies (FRM P1.T1)


Quantitative Analysis (FRM P1.T2)

Stock Market Volatility

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

long term inflation

Credit risk (FRM P1.T6)

Operational risk, including Legal risk (FRM P1.T7)

Investment risk, including Pensions (FRM P1.T8)

Market capitalization

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Your email address will not be published.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

A common question asked by FRM candidates (and people who are considering whether to sit for the FRM exam) is, where can I find an...

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