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Grinold, Active Portfolio Management, Chapter 14

  1. FRM® Part 2 Professional Series
  2. Grinold, Active Portfolio Management, Chapter 14
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Study Notes: Grinold, Chapter 14: Portfolio Construction
Practice Question Set: Grinold, Chapter 14: Portfolio Construction
Instructional Video: Grinold, Chapter 14: Portfolio Construction (New)
Instructional Video: Grinold, Chapter 14 (Archived/Optional)
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Interactive Practice Question Platform
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Direct Link – Interactive Practice Question Platform
Market Risk Measurement & Management
Dowd, Measuring Market Risk, Chapters 3, 4 & 7
Study Notes: Dowd, Chapters 3, 4 & 7
Practice Question Set: Dowd, Chapters 3, 4 & 7
Instructional Video: Dowd, Chapter 3: Estimating Market Risk Measures
Instructional Video: Dowd, Chapter 4: Non-parametric Approaches
Instructional Video: Dowd, Chapter 7: Parametric Approaches
Learning Spreadsheet: Dowd, Measuring Market Risk
Jorion, Value-at-Risk, Chapters 6 & 11
Study Notes: Jorion, Chapters 6 & 11
Practice Question Set: Jorion Chapters 6 & 11
Instructional Video: Jorion, Chapter 6: Backtesting VaR
Instructional Video: Jorion, Chapter 11: VaR Mapping
Learning Spreadsheet: Jorion, Chapters 6 & 11
David Lynch, et. al. Validation of Risk Management Models for Financial Institutions: Chapters 2 & 4
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
Meissner, Correlation Risk Modeling and Management, Chapters 1, 2 & 5
Study Notes: Meissner, Chapters 1, 2 & 5
Practice Question Set: Meissner, Chapters 1, 2 & 5
Instructional Video: Meissner, Chapter 1: Correlation Basics
Instructional Video: Meissner, Chapter 2: Empirical Properties of Correlation
Instructional Video: Meissner, Chapter 5: Financial Correlation Modeling
Learning Spreadsheet: Meissner, Chapters 1, 2 & 5
Tuckman, Fixed Income Securities, 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.)
Study Notes: Tuckman, Ch. 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.)
Practice Question Set: Tuckman, Ch. 6, 7, 8 & 9 (4th Ed.) Ch. 9 & 10 (3rd Ed.)
Instructional Video: Tuckman (4th ed.) Chapter 6: Regression Hedging and Principal Component Analysis
Instructional Video: Tuckman (4th ed.) Chapter 7: Arbitrage Pricing with Term Structure Models
Instructional Video: Tuckman (4th ed.) Chapter 8: Expectations, Risk Premium, Convexity and the Shape of the Term Structure
Instructional Video: Tuckman (3rd ed.), Chapter 9: The Art of Term Structure Models: Drift
Instructional Video: Tuckman (3rd ed.) Chapter 10: The Art of Term Structure Models: Volatility and Distribution
Instructional Video: Tuckman (4th ed.) Chapter 9. The Vasicek and Gauss+ Models (New)
Learning Spreadsheet: Tuckman, Chapter 6 (4th ed.): Regression Hedging and Principal Component Analysis
Learning Spreadsheet: Tuckman, Chapter 7 (4th ed.): Arbitrage Pricing with Term Structure Models
Learning Spreadsheet: Tuckman, Chapter 8 (4th ed.): Expectations, Risk Premium, Convexity and the Shape of the Term Structure
Learning Spreadsheet: Tuckman, Chapter 9 (3rd ed.): The Art of Term Structure Models: Drift
Learning Spreadsheet: Tuckman, Chapter 10 (3rd ed.): The Art of Term Structure Models: Volatility and Distribution
Hull, Options, Futures, and Other Derivatives, Chapter 20: Volatility Smiles
Study Notes: Hull, Chapter 20: Volatility Smiles
Practice Question Set: Hull, Chapter 20: Volatility Smiles
Instructional Video: Hull, Chapter 20: Volatility Smiles
Learning Spreadsheet: Hull, Chapter 20: Volatility Smiles
Hull, Risk Management, Chapter 18: Fundamental Review of the Trading Book
Study Notes: Hull RMFI, Chapter 18: Fundamental Review of the Trading Book
Practice Question Set: Hull RMFI, Chapter 18: Fundamental Review of the Trading Book
Instructional Video: Hull, Chapter 18: Fundamental Review of the Trading Book
Learning Spreadsheet: Hull, Chapter 18: Fundamental Review of the Trading Book
Market Risk Measurement & Management Review
Market Risk Focus Review Video (1 of 2)
Market Risk Focus Review Video (2 of 2)
Learning Spreadsheets: P2.T5.b XLS Bundle
Learning Spreadsheets: P2.T5.c XLS Bundle
Learning Spreadsheets: P2.T5.d XLS Bundle
Credit Risk Measurement & Management
Bouteille et. al, Handbook of Credit Risk Management, Chapters 1 & 2
Study Notes: Bouteille et. al, Chapters 1 & 2
Practice Questions: Bouteille et. al, Chapters 1 & 2
Instructional Video: Bouteille et. al, Chapter 1: Fundamentals of Credit Risk
Instructional Video: Bouteille et. al, Chapter 2: Governance
Learning Spreadsheet: Bouteille et. al, Chapters 1 & 2
van Greuning et. al, Analyzing Banking Risk, Chapter 7
Study Notes: van Greuning et. al, Chapter 7
Practice Questions: van Greuning et. al, Chapter 7
Instructional Video: van Greuning et. al, Chapter 7, Credit Risk Management
Learning Spreadsheet: van Greuning et. al, Chapter 7
Schroeck, Chapter 5. Capital Structure in Banks
Study Notes: Schroeck, Chapter 5: Capital Structure in Banks
Practice Question Set: Schroeck, Chapter 5: Capital Structure in Banks
Instructional Video: Schroeck, Chapter 5: Capital Structure in Banks
Learning Spreadsheet: Schroeck, Chapter 5: Capital Structure in Banks
Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2
Study Notes: Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2
Practice Question Set: Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2
Instructional Video: Doumpos et al., Chapter 1: Intro to Credit Risk Modeling & Assessment
Instructional Video: Doumpos et al., Chapter 2: Credit Scoring and Rating
Learning Spreadsheet: Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2
Crouhy, Essentials of Risk Management, Chapter 9
Study Notes: Crouhy, Chapter 9
Practice Question Set: Crouhy, Chapter 9
Instructional Video: Crouhy, Chapter 9: Credit Scoring and Retail Credit Risk Management
Damodaran, Country Risk: Determinants, Measures, and Implications
Study Notes: Damodaran, Country Risk: Determinants, Measures, and Implications
Practice Questions: Damodaran, Country Risk: Determinants, Measures, and Implications
Instructional Video: Damodaran, Country Risk: Determinants, Measures, and Implications
Learning Spreadsheet: Damodaran, Country Risk: Determinants, Measures, and Implications
Hull, Risk Management and Financial Institutions, Chapters 17 & 19
Study Notes: Hull, Risk Management and Financial Institutions, Chapters 17 & 19
Practice Questions: Hull, Risk Management and Financial Institutions, Chapters 17 & 19
Instructional Video: Hull, Chapter 17. Estimating Default Probabilities
Instructional Video: Hull, Chapter 19. Credit Value at Risk
Malz, Financial Risk Management, Chapters 8 & 9
Study Notes: Malz, Chapters 8 & 9
Practice Question Set: Malz, Chapters 8 & 9
Instructional Video: Malz, Chapter 8: Portfolio Credit Risk
Instructional Video: Malz, Chapter 9: Structured Credit Risk
ARCHIVED: Instructional Video: Malz, Chapter 8: Portfolio Credit Risk
Learning Spreadsheet: Malz, Chapters 8 & 9
Hull, Options, Futures, and Other Derivatives, Chapters 24 & 25
Study Notes: Hull, Options, Futures, and Other Derivatives, Chapters 24 & 25
Practice Questions: Hull, Options, Futures, and Other Derivatives, Chapters 24 & 25
Instructional Video: Hull, Options, Futures, and Other Derivatives, Chapter 24
Instructional Video: Hull, Options, Futures, and Other Derivatives, Chapter 25
Gregory, The xVA Challenge, Chapters 2, 3, 6, 7, 8, 11 & 17
Study Notes: Gregory, Chapters Chapters 2, 3, 6, 7, 8, 11 & 17
Practice Question Set: Gregory, Chapters Chapters 2, 3, 6, 7, 8, 11 & 17
Instructional Video: Gregory, Chapter 2. Derivatives
Instructional Video: Gregory, Chapter 3. Counterparty Risk and Beyond
Instructional Video: Gregory, Chapter 6: Netting, Close-out and Related Aspects
Instructional Video: Gregory, Chapter 7. Margin (Collateral) and Settlement
Instructional Video: Gregory, Chapter 8: Central Clearing (New)
Instructional Video: Gregory, Chapter 11. Future Value and Exposure
Instructional Video 1: Gregory, Chapter 17. Credit Value Adjustment (CVA)
Instructional Video 2: Gregory, Chapter 17. Credit Value Adjustment (CVA)
Learning Spreadsheet: Gregory, Chapters 2, 3, 6, 7, 8, 11 & 17
Siddique & Hasan, Stress Testing, Chapter 4
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
Instructional Video: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures
Choudhry, Structured Credit Products, Chapter 12
Study Notes: Choudhry, Chapter 12: An Introduction to Securitisation
Practice Question Set: Choudhry, Chapter 12: An Introduction to Securitisation
Instructional Video: Choudhry, Chapter 12: An Introduction to Securitisation
Credit Risk Measurement & Management Review
Credit Risk Focus Review Video (1 of 2)
Credit Risk Focus Review Video (2 of 2)
Learning Spreadsheets: P2.T6.a XLS Bundle
Learning Spreadsheets: P2.T6.b XLS Bundle
Learning Spreadsheets: P2.T6.c XLS Bundle
Learning Spreadsheets: P2.T6.d XLS Bundle
Operational Risk and Resilience
Chapter 1. Introduction to Operational Risk and Resilience
Study Notes: Chapter 1. Introduction to Operational Risk and Resilience
Practice Question Set: Chapter 1. Introduction to Operational Risk and Resilience
Instructional Video: Chapters 1, 2 & 3
Chapter 2. Risk Governance
Study Notes: Chapter 2. Risk Governance
Practice Question Set: Chapter 2. Risk Governance
Chapter 3. Risk Identification
Study Notes: Chapter 3. Risk Identification
Chapter 4. Risk Measurement and Assessment
Study Notes: Chapter 4. Risk Measurement and Assessment
Practice Question Set: Chapter 4. Risk Measurement and Assessment
Instructional Video: Chapters 4 & 6 Risk Measurement & Risk Reporting
Learning Spreadsheet: Chapter 4. Risk Measurement and Assessment
Chapter 5. Risk Mitigation
Study Notes: Chapter 5. Risk Mitigation
Instructional Video: Chapter 5 & Chapter 7
Chapter 6. Risk Reporting
Study Notes: Chapter 6. Risk Reporting
Chapter 7. Integrated Risk Management
Study Notes: Chapter 7: Integrated Risk Management
Learning Spreadsheet: Chapter 7. Integrated Risk Management
Cyber-resilience: Range of practices
Study Notes: Cyber-resilience: Range of practices
Practice Question Set: Cyber-resilience: Range of practices
Instructional Video: Cyber-resilience: Range of practices & Chapter 9: Cyberthreats and Information Security Risks
Chapter 9. Case Study: Cyberthreats and Information Security Risks
Study Notes: Chapter 9. Case Study: Cyberthreats and Information Security Risks
Sound Management of Risks: Money Laundering and Financing of Terrorism
Study Notes: Sound Management of Risks: Money Laundering and Financing of Terrorism
Practice Question Set: Sound Management of Risks: Money Laundering and Financing of Terrorism
Instructional Video: Sound Management of Risks (ORR-10) and Case Study: Financial Crime & Fraud (ORR-11)
Chapter 11. Case Study: Financial Crime and Fraud
Study Notes: Chapter 11. Case Study: Financial Crime and Fraud
Guidance on Managing Outsourcing Risk
Study Notes: Guidance on Managing Outsourcing Risk
Practice Question Set: Guidance on Managing Outsourcing Risk
Instructional Video: Guidance on Managing Outsourcing Risk & Chapter 13 Case Study: Third-party Risk Management
Chapter 13. Case Study: Third-party Risk Management
Study Notes: Chapter 13. Case Study: Third-party Risk Management
Chapter 14. Case Study: Investor Protection and Compliance Risks in Investment Activities
Study Notes: Chapter 14. Case Study: Investor Protection and Compliance Risks in Investment Activities
Instructional Video: Chapter 14. Case Study: Investor Protection and Compliance Risks in Investment Activities
Supervisory Guidance on Model Risk Management
Study Notes: Supervisory Guidance on Model Risk Management
Practice Question Set: Supervisory Guidance on Model Risk Management
Instructional Video: Supervisory Guidance on Model Risk Management and Chapter 16. Case Study: Model Risk and Model Validation
Chapter 16. Case Study: Model Risk and Model Validation
Study Notes: Chapter 16. Case Study: Model Risk and Model Validation
Schuermann, Stress Testing Banks
Study Notes: Schuermann, Stress Testing Banks
Practice Question Set: Schuermann, Stress Testing Banks
Instructional Video: Schuermann, Stress Testing Banks
Crouhy, Essentials of Risk Management, Chapter 17
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
Instructional Video: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement
Learning Spreadsheet: Crouhy, Chapter 17: Risk Capital Attribution and Risk-Adjusted Performance Measurement
Range of Practices and Issues in Economic Capital Frameworks
Study Notes: Range of Practices
Practice Question Set: Range of Practices
Instructional Video: Range of Practices and Issues
Capital Planning at Large Bank Holding Companies
Study Notes: Capital Planning at Large Bank Holding Companies
Practice Question Set: Capital Planning at Large Bank Holding Companies
Instructional Video: Capital Planning at Large Bank Holding Companies
Carey, Capital Regulation Before the Global Financial Crisis
Study Notes: Carey, Capital Regulation Before the Global Financial Crisis
Practice Question Set: Carey, Capital Regulation Before the Global Financial Crisis
Instructional Video: Hull, Chapter 15 (Previous author/same content)
Learning Spreadsheet: Carey, Capital Regulation Before the Global Financial Crisis
Carey, Solvency, Liquidity and Other Regulation After the Global Financial Crisis
Study Notes: Carey, Solvency, Liquidity and Other Regulation
Practice Question Set: Carey, Solvency, Liquidity and Other Regulation
Instructional Video: Hull, Chapter 16 (Previous author/same content)
High-level summary of Basel III reforms
Study Notes: High-level summary of Basel III reforms
Practice Question Set: High-level summary of Basel III reforms
Instructional Video: High-level summary of Basel III reforms
Basel III: Finalising post-crisis reforms
Study Notes: Basel III: Finalising post-crisis reforms
Practice Question Set: Basel III: Finalising post-crisis reforms
Instructional Video: Basel III: Finalising post-crisis reforms
Operational & Integrated Risk Management Review
Operational and Integrated Risk Management Focus Review (1 of 2)
Operational and Integrated Risk Management Focus Review (2 of 2)
Learning Spreadsheets: P2.T7.a XLS Bundle
Learning Spreadsheets: P2.T7.b XLS Bundle
Learning Spreadsheets: P2.T7.c XLS Bundle
Liquidity and Treasury Risk Measurement and Management
Hull, Risk Management and Financial Institutions, Chapter 24
Study Notes: Hull, RMFI, Chapter 24: Liquidity Risk
Practice Question Set: Hull, RMFI, Chapter 24: Liquidity Risk
Instructional Video: Hull, RMFI, Chapter 24: Liquidity Risk
Learning Spreadsheet: Hull, RMFI, Chapter 24: Liquidity Risk
Malz, Financial Risk Management: Models, History, and Institutions, Chapter 12
Study Notes: Malz, Chapter 12: Liquidity and Leverage
Practice Question Set: Malz, Chapter 12: Liquidity and Leverage
Instructional Video: Malz, Chapter 12: Liquidity and Leverage
Learning Spreadsheet: Malz, Chapter 12: Liquidity and Leverage
Venkat, Liquidity Risk Management, Chapter 6: Early Warning Indicators
Study Notes: Venkat, Chapter 6: Early Warning Indicators
Practice Question Set: Venkat, Chapter 6: Early Warning Indicators
Instructional Video: Venkat, Chapter 6: Early Warning Indicators
Rose, Bank Management & Financial Services, Chapters 10 & 11
Study Notes: Rose, Bank Management & Financial Services, Chapter 10 & 11
Practice Question Set: Rose, Bank Management & Financial Services, Chapters 10 & 11
Instructional Video: Rose, Chapter 10: The Investment Function in Financial Services Management
Instructional Video: Rose, Chapter 11: Liquidity and Reserves Management: Strategies and Policies
Learning Spreadsheet: Rose, Chapter 11: Liquidity and Reserves Management: Strategies and Policies
Venkat, Liquidity Risk Management, Chapter 4
Study Notes: Venkat, Chapter 4: Intraday Liquidity Risk Management
Practice Question Set: Venkat, Chapter 4: Intraday Liquidity Risk Management
Instructional Video: Venkat, Chapter 4, Intraday Liquidity Risk Management
Castagna, Measuring and Managing Liquidity Risk, Chapter 6
Study Notes: Castagna, Chapter 6: Monitoring Liquidity
Practice Question Set: Castagna, Chapter 6: Monitoring Liquidity
Instructional Video: Castagna, Chapter 6: Monitoring Liquidity
Learning Spreadsheet: Castagna, Chapter 6: Monitoring Liquidity
Duffie, Failure Mechanics of Dealer Banks
Study Notes: Duffie, Failure Mechanics of Dealer Banks
Practice Question Set: Duffie, Failure Mechanics of Dealer Banks
Instructional Video: Duffie, Failure Mechanics of Dealer Banks
Venkat, Liquidity Risk Management, Chapter 3
Study Notes: Venkat, Chapter 3: Liquidity Stress Testing
Practice Question Set: Venkat, Chapter 3: Liquidity Stress Testing
Instructional Video: Venkat, Chapter 3: Liquidity Stress Testing
Learning Spreadsheet: Venkat, Liquidity Risk Management, Chapter 3
Choudhry, The Principles of Banking Institutions, Chapter 14
Study Notes: Choudhry, The Principles of Banking Institutions, Chapter 14 – Coming Soon
Practice Question Set: Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing
Instructional Video: Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing
Venkat, Liquidity Risk Management, Chapter 7
Study Notes: Venkat, Chapter 7: Contingency Funding Planning
Practice Question Set: Venkat, Chapter 7: Contingency Funding Planning
Instructional Video: Venkat, Liquidity Risk Management, Chapter 7
Rose, Bank Management & Financial Services, Chapter 13
Study Notes: Rose, Bank Management & Financial Services, Chapter 13
Practice Question Set: Rose, Bank Management & Financial Services, Chapter 13
Instructional Video: Rose, Bank Management & Financial Services, Chapter 13
Learning Spreadsheet: Rose, Bank Management & Financial Services, Chapter 13
Tuckman, Fixed Income Securities, Chapter 12
Study Notes: Tuckman, Chapter 12: Repurchase Agreements and Financing
Practice Question Set: Tuckman, Chapter 12: Repurchase Agreements and Financing
Instructional Video: Tuckman, Chapter 12: Repurchase Agreements and Financing
Learning Spreadsheets: Tuckman, Chapter 12: Repurchase Agreements and Financing
Grant, Liquidity Transfer Pricing: A Guide to Better Practice
Study Notes: Grant, Liquidity Transfer Pricing: A Guide to Better Practice
Practice Question Set: Grant, Liquidity Transfer Pricing: A Guide to Better Practice
Instructional Video: Grant, Liquidity Transfer Pricing: A Guide to Better Practice
Learning Spreadsheet: Grant, Liquidity Transfer Pricing: A Guide to Better Practice
McGuire, The US Dollar Shortage in Global Banking and the International Policy Response
Study Notes: McGuire, US Dollar Shortage in Global Banking
Practice Question Set: McGuire, US Dollar Shortage in Global Banking
Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis
Study Notes: Borio, Covered Interest Rate Parity Lost
Practice Question Set: Borio, Covered Interest Rate Parity Lost
Instructional Video: Borio, Covered Interest Rate Parity Lost (New)
Rose, Bank Management & Financial Services, Chapter 7
Study Notes: Rose, Chapter 7: Risk management for Changing Interest Rates
Practice Question Set: Rose, Chapter 7: Risk management for Changing Interest Rates
Learning Spreadsheet: Rose, Chapter 7: Risk management for Changing Interest Rates
Risk Management & Investment Management
Ang, Asset Management, Chapter 6, 7 & 10
Study Notes: Ang, Chapters 6, 7 & 10
Practice Question Set: Ang, Chapters 6, 7 & 10
Instructional Video: Ang, Chapter 6: Factor Theory
Instructional Video: Ang, Chapter 7: Factors
Instructional Video: Ang, Chapter 10: Alpha (and the Low-Risk Anomaly)
Grinold, Active Portfolio Management, Chapter 14
Study Notes: Grinold, Chapter 14: Portfolio Construction
Practice Question Set: Grinold, Chapter 14: Portfolio Construction
Instructional Video: Grinold, Chapter 14: Portfolio Construction (New)
Instructional Video: Grinold, Chapter 14 (Archived/Optional)
Jorion, Value-at-Risk, Chapters 7 & 17
Study Notes: Jorion, Chapters 7 & 17
Practice Question Set: Jorion, Chapters 7 & 17
Instructional Video: Jorion, Chapter 7
Instructional Video: Jorion, Chapter 17
Learning Spreadsheet: Jorion, Chapters 7 & 17
Bodie, Investments, Chapter 24
Study Notes: Bodie, Chapter 24: Portfolio Performance Evaluation
Practice Question Set: Bodie, Chapter 24: Portfolio Performance Evaluation
Instructional Video: Bodie, Chapter 24 (New)
Instructional Video: Bodie, Chapter 24 (Archived Video/Optional)
Learning Spreadsheet: Bodie, Chapter 24
Stowell, Investment Banks, Hedge Funds, and Private Equity, Chapters 12 & 14
Study Notes: Stowell, Chapters 12 & 14
Practice Questions: Stowell, Chapters 12 & 14
Instructional Video: Stowell, Chapters 12 & 14 (coming soon)
”The Last Mile: Financial Vulnerabilities and Risks, Chapter 2: The Rise and Risks of Private Credit”
Study Notes: The Last Mile: Financial Vulnerabilities and Risks, Chapter 2: The Rise and Risks of Private Credit
Practice Questions: The Last Mile: Financial Vulnerabilities and Risks, Chapter 2: The Rise and Risks of Private Credit
Cyril Demaria, et. al., Asset Allocation and Private Markets, Chapter 3: Private Markets Investing
Study Notes: Demaria, Chapter 3: Private Markets Investing
Practice Questions: Demaria, Chapter 3: Private Markets Investing
Instructional Video: Demaria, Chapter 3: Private Markets Investing (coming soon)
Mirabile, Hedge Fund Investing, Chapter 12
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
Instructional Video: Mirabile, Chapter 12: Performing Due Diligence on Specific Managers and Funds (New)
Ippolito, Private Capital Investing, Chapter 20: Distress Symptoms and Remedies
Study Notes: Ippolito, Chapter 20: Distress Symptoms and Remedies (published)
Practice Questions: Ippolito, Chapter 20: Distress Symptoms and Remedies (published)
Instructional Video: Ippolito, Chapter 20: Distress Symptoms and Remedies (coming soon)
Gregoriou and Lhabitant, Madoff: A Riot of Red Flags
Study Notes: Madoff: A Riot of Red Flags
Practice Questions: Madoff: A Riot of Red Flags
Instructional Video: Madoff: A Riot of Red Flags (coming soon)
Golub, BlackRock’s Guide to Fixed-Income Risk Management, Chapters 5 & 7
Study Notes: Golub, Chapters 5 & 7
Practice Questions: Golub, Chapters 5 & 7
Instructional Video: Golub, Chapter 5 (coming soon)
Instructional Video: Golub, Chapter 7 (coming soon)
Ang, Asset Management, Chapter 13
Study Notes: Ang, Chapter 13: Illiquid Assets
Practice Question Set: Ang, Chapter 13: Illiquid Assets
Instructional Video: Ang, Chapter 13: Illiquid Assets
Current Issues In Financial Markets
“Advances in Artificial Intelligence: Implications for Capital Markets Activities”, IMF (October 2024)
Study Notes: Advances in Artificial Intelligence: Implications for Capital Markets Activities (coming soon)
Practice Questions: Advances in Artificial Intelligence: Implications for Capital Markets Activities (coming soon)
“The Financial Stability Implications of Artificial Intelligence”, FSB (November 2024)
Study Notes: The Financial Stability Implications of Artificial Intelligence (coming soon)
Practice Questions: The Financial Stability Implications of Artificial Intelligence (coming soon)
“The Global Drivers of Private Credit”, BIS (February 2025)
Study Notes: The Global Drivers of Private Credit (coming soon)
Practice Questions: The Global Drivers of Private Credit (coming soon)
Global Financial Stability Report, Chapter 2, IMF (April 2025)
Study Notes: Global Financial Stability Report, Chapter 2, IMF (coming soon)
Practice Questions: Global Financial Stability Report, Chapter 2, IMF (coming soon)
BIS Annual Economic Report, Section 2: Monetary and fiscal policy: safeguarding stability and trust, June 2023
Study Notes: Monetary and fiscal policy: safeguarding stability and trust
Practice Questions: Monetary and fiscal policy: safeguarding stability and trust (coming soon)
”Regulating the Crypto Ecosystem: The Case of Unbacked Crypto Assets”, IMF Fintech Notes, September 2022
Study Notes: Regulating the Crypto Ecosystem: The Case of Unbacked Crypto Assets
Practice Questions: Regulating the Crypto Ecosystem: The Case of Unbacked Crypto Assets (coming soon)
“Tokenization and Financial Market Inefficiencies”, IMF Fintech Notes (January 2025)
Study Notes: Tokenization and Financial Market Inefficiencies (coming soon)
Practice Questions: Tokenization and Financial Market Inefficiencies (coming soon)
Martinez et. al., “Digital Resilience and Financial Stability. The Quest for Policy Tools in The Financial Sector”
Study Notes: Digital Resilience and Financial Stability
Practice Questions: Digital Resilience and Financial Stability (coming soon)
PART II REVIEW
Part 2 Supplemental Mock Exams 1 & 2
Part 2 Mock Exam 1 (available now)
Part 2 Mock Exam 2 (available now)
Part 2 Supplemental Mock Exams 3 & 4
Part 2 Mock Exam 3 (available now)
Formula Sheets
Part 2 Formula Sheet
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