FRM® Part 2 Basic

Dowd, Measuring Market Risk, Chapters 3, 4 & 7 2 Topics

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Practice Question Set: Dowd, Chapters 3, 4 & 7

Jorion, Value-at-Risk, Chapters 6 & 11 2 Topics

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Practice Question Set: Jorion Chapters 6 & 11

Messages from the Academic Literature 2 Topics

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Study Notes: Messages: Risk Measurement for the Trading Book

Practice Question Set: Messages: Risk Measurement for the Trading Book

Meissner, Correlation Risk Modeling and Management, Chapters 1, 2 & 5 2 Topics

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Tuckman, Income Securities, Chapters 6, 7, 8, 9 & 10 2 Topics

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Study Notes: Tuckman, Chapters 6, 7, 8, 9 & 10

Practice Question Set: Tuckman, Chapters 6, 7, 8, 9 & 10

Hull, Options, Futures, and Other Derivatives, Chapter 20: Volatility Smiles 2 Topics

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Practice Question Set: Hull, Chapter 20: Volatility Smiles

Hull, Risk Management, Chapter 18: Fundamental Review of the Trading Book 2 Topics

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Practice Question Set: Hull RMFI, Chapter 18: Fundamental Review of the Trading Book

Market Risk Measurement & Management Review 3 Topics

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Learning Spreadsheets: P2.T5.b XLS Bundle

Learning Spreadsheets: P2.T5.c XLS Bundle

Learning Spreadsheets: P2.T5.d XLS Bundle

Golin, The Bank Credit Analysis Handbook, Chapters 1 & 2 2 Topics

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Practice Question Set: Golin, Chapters 1 & 2

Schroeck, Chapter 5. Capital Structure in Banks 2 Topics

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Practice Question Set: Schroeck, Chapter 5: Capital Structure in Banks

De Laurentis, Chapter 3: Ratings Assignment Methodologies 2 Topics

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Stulz, Chapter 18: Credit Risks and Credit Derivatives 2 Topics

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Malz, Financial Risk Management, Chapters 7, 8 & 9 2 Topics

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Practice Question Set: Malz, Chapters 7, 8 & 9

Gregory, The xVA Challenge, Chapters 3, 6, 7, 11 & 17 2 Topics

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Study Notes: Gregory, Chapters Chapters 3, 6, 7, 11 & 17

Practice Question Set: Gregory, Chapters Chapters 3, 6, 7, 11 & 17

Siddique & Hasan, Stress Testing, Chapter 4 2 Topics

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Study Notes: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

Practice Question Set: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

Crouhy, Essentials of Risk Management, Chapters 9 & 12 2 Topics

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Study Notes: Crouhy, Chapters 9 & 12

Practice Question Set: Crouhy, Chapters 9 & 12

Choudhry, Structured Credit Products, Chapter 12 2 Topics

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Study Notes: Choudhry, Chapter 12: An Introduction to Securitisation

Practice Question Set: Choudhry, Chapter 12: An Introduction to Securitisation

Ashcraft, Understanding Securitization of Subprime Mortgage Credit 2 Topics

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Practice Question Set: Ashcraft, Securitization of Subprime Mortgage Credit

Credit Risk Measurement & Management Review 4 Topics

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Learning Spreadsheets: P2.T6.a XLS Bundle

Learning Spreadsheets: P2.T6.b XLS Bundle

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Learning Spreadsheets: P2.T6.d XLS Bundle

Chapter 1. Introduction to Operational Risk and Resilience 2 Topics

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Practice Question Set: Chapter 1. Introduction to Operational Risk and Resilience

Chapter 2. Risk Governance 2 Topics

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Practice Question Set: Chapter 2. Risk Governance

Chapter 3. Risk Identification 1 Topic

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Chapter 4. Risk Measurement and Assessment 2 Topics

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Study Notes: Chapter 4. Risk Measurement and Assessment

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Chapter 5. Risk Mitigation 1 Topic

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Chapter 6. Risk Reporting 1 Topic

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Study Notes: Chapter 6. Risk Reporting

Chapter 7. Integrated Risk Management 1 Topic

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Study Notes: Chapter 7: Integrated Risk Management

Cyber-resilience: Range of practices 2 Topics

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Chapter 9. Case Study: Cyberthreats and Information Security Risks 1 Topic

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Sound Management of Risks: Money Laundering and Financing of Terrorism 2 Topics

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Chapter 11. Case Study: Financial Crime and Fraud 1 Topic

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Guidance on Managing Outsourcing Risk 2 Topics

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Practice Question Set: Guidance on Managing Outsourcing Risk

Chapter 13. Case Study: Third-party Risk Management 1 Topic

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Chapter 14. Case Study: Investor Protection and Compliance Risks in Investment Activities 1 Topic

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Supervisory Guidance on Model Risk Management 2 Topics

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Practice Question Set: Supervisory Guidance on Model Risk Management

Chapter 16. Case Study: Model Risk and Model Validation 1 Topic

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Schuermann, Stress Testing Banks 2 Topics

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Practice Question Set: Schuermann, Stress Testing Banks

Crouhy, Essentials of Risk Management, Chapter 17 2 Topics

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Study Notes: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Practice Question Set: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement

Range of Practices and Issues in Economic Capital Frameworks 2 Topics

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Capital Planning at Large Bank Holding Companies 2 Topics

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Carey, Capital Regulation Before the Global Financial Crisis 2 Topics

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Carey, Solvency, Liquidity and Other Regulation After the Global Financial Crisis 2 Topics

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High-level summary of Basel III reforms 2 Topics

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Basel III: Finalising post-crisis reforms 2 Topics

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Operational & Integrated Risk Management Review 3 Topics

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Learning Spreadsheets: P2.T7.a XLS Bundle

Learning Spreadsheets: P2.T7.b XLS Bundle

Learning Spreadsheets: P2.T7.c XLS Bundle

Hull, Risk Management and Financial Institutions, Chapter 24 2 Topics

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Study Notes: Hull, RMFI, Chapter 24: Liquidity Risk

Practice Question Set: Hull, RMFI, Chapter 24: Liquidity Risk

Malz, Financial Risk Management: Models, History, and Institutions, Chapter 12 2 Topics

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Study Notes: Malz, Chapter 12: Liquidity and Leverage

Practice Question Set: Malz, Chapter 12: Liquidity and Leverage

Venkat, Liquidity Risk Management, Chapter 6 2 Topics

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Study Notes: Venkat, Chapter 6: Early Warning Indicators

Practice Question Set: Venkat, Chapter 6: Early Warning Indicators

Rose, Bank Management & Financial Services, Chapters 10 & 11 2 Topics

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Practice Question Set: Rose, Bank Management & Financial Services, Chapters 10 & 11

Venkat, Liquidity Risk Management, Chapter 4 2 Topics

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Study Notes: Venkat, Chapter 4: Intraday Liquidity Risk Management

Practice Question Set: Venkat, Chapter 4: Intraday Liquidity Risk Management

Castagna, Measuring and Managing Liquidity Risk, Chapter 6 2 Topics

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Duffie, Failure Mechanics of Dealer Banks 2 Topics

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Venkat, Liquidity Risk Management, Chapter 3 2 Topics

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Study Notes: Venkat, Chapter 3: Liquidity Stress Testing

Practice Question Set: Venkat, Chapter 3: Liquidity Stress Testing

Choudhry, The Principles of Banking Institutions, Chapter 14 2 Topics

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Study Notes: Choudhry, The Principles of Banking Institutions, Chapter 14 – Coming Soon

Practice Question Set: Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing

Venkat, Liquidity Risk Management, Chapter 7 2 Topics

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Study Notes: Venkat, Chapter 7: Contingency Funding Planning

Practice Question Set: Venkat, Chapter 7: Contingency Funding Planning

Rose, Bank Management & Financial Services, Chapters 12 & 13 2 Topics

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Practice Question Set: Rose, Bank Management & Financial Services, Chapters 12 & 13

Tuckman, Fixed Income Securities, Chapter 12 2 Topics

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Study Notes: Tuckman, Chapter 12: Repurchase Agreements and Financing

Practice Question Set: Tuckman, Chapter 12: Repurchase Agreements and Financing

Grant, Liquidity Transfer Pricing: A Guide to Better Practice 2 Topics

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McGuire, The US Dollar Shortage in Global Banking and the International Policy Response 2 Topics

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Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis 2 Topics

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Rose, Bank Management & Financial Services, Chapter 7 2 Topics

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Study Notes: Rose, Chapter 7: Risk management for Changing Interest Rates

Practice Question Set: Rose, Chapter 7: Risk management for Changing Interest Rates

Ang, Asset Management, Chapter 13 2 Topics

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Study Notes: Ang, Chapter 13: Illiquid Assets

Practice Question Set: Ang, Chapter 13: Illiquid Assets

Ang, Asset Management, Chapter 6, 7 & 10 2 Topics

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Practice Question Set: Ang, Chapters 6, 7 & 10

Grinold, Active Portfolio Management, Chapter 14 2 Topics

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Study Notes: Grinold, Chapter 14: Portfolio Construction

Practice Question Set: Grinold, Chapter 14: Portfolio Construction

Jorion, Value-at-Risk, Chapters 7 & 17 2 Topics

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Practice Question Set: Jorion, Chapters 7 & 17

Litterman, Modern Investment Management, Chapter 17 2 Topics

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Study Notes: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Practice Question Set: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Bodie, Investments, Chapter 24 2 Topics

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Study Notes: Bodie, Chapter 24: Portfolio Performance Evaluation

Practice Question Set: Bodie, Chapter 24: Portfolio Performance Evaluation

Constantinides, Handbook of the Economics of Finance, Chapter 17 2 Topics

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Study Notes: Constantinides, Chapter 17: Hedge Funds

Practice Question Set: Constantinides, Chapter 17: Hedge Funds

Mirabile, Hedge Fund Investing, Chapter 12 2 Topics

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Study Notes: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds

Practice Question Set: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds

Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers 2 Topics

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Aziz, S. and M. Dowling “Machine Learning and AI for Risk Management” 2 Topics

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“Artificial Intelligence Risk & Governance,” (AIRS) 2 Topics

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Study Notes: “Climate-related risk drivers and their transmission channels”, BIS

Practice Question Set: “Climate-related risk drivers and their transmission channels”, BIS

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Study Notes: Climate- related financial risks – measurement methodologies

Principles for the effective management and supervision of climate-related financial risks 1 Topic

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Study Notes: Principles for the effective management and supervision of climate-related financial risks

Annual Economic Report, June 2022 1 Topic

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The Blockchain Revolution: Decoding Digital Currencies 1 Topic

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The future monetary system, Annual Economic Report 1 Topic

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Part 2 Practice Question Review

Mock Exams 2 Quizzes

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Part 2 Full Length Interactive Mock Exam 1

Part 2 Full Length Interactive Mock Exam 2

Formula Sheets 1 Topic

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Part 2 Formula Sheet

FRM® Part 2 Basic

Course Content

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