David Lynch, et. al. Validation of Risk Management Models for Financial Institutions: Chapters 2 & 4 FRM® Part 2 Professional Series David Lynch, et. al. Validation of Risk Management Models for Financial Institutions: Chapters 2 & 4 Lesson Content 0% Complete 0/5 Steps Study Notes: Lynch, et. al. Chapters 2 & 4 Practice Question Set: Lynch, et. al. Chapters 2 & 4 Instructional Video: Lynch, Chapter 2: Validating Bank Holding Companies’ VaR Models for Market Risk Instructional Video: Lynch, Chapter 4. Beyond Exceedance-Based Backtesting of Value-at-Risk Models Learning Spreadsheet: Lynch, et. al. Chapters 2 & 4 Previous Topic Back to Course Next Topic