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Chapter 6. Risk Reporting

FRM® Part 2 Professional Chapter 6. Risk Reporting

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Study Notes: Chapter 6. Risk Reporting

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Interactive Practice Question Platform Tutorial

1 Topic

How to Use the Interactive Practice Question Platform

Market Risk Measurement & Management

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

6 Topics

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

5 Topics

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

3 Topics

Study Notes: Lynch, et. al. Chapters 2 & 4 (Coming Soon)

Practice Question Set: Lynch, et. al. Chapters 2 & 4 (Coming Soon)

Instructional Video: Lynch, et. al. Chapters 2 & 4 (Coming Soon)

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

6 Topics

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, Income Securities, Chapters 6, 7, 8, 9 & 10

13 Topics

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

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

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 (Coming Soon)

Learning Spreadsheet: Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging

Learning Spreadsheet: Tuckman, Chapter 7: The Science of Term Structure Models

Learning Spreadsheet: Tuckman, Chapter 8: Evolution of Short Rates & Shape of the Term Structure

Learning Spreadsheet: Tuckman, Chapter 9: The Art of Term Structure Models: Drift

Learning Spreadsheet: Tuckman, Chapter 10: The Art of Term Structure Models: Volatility and Distribution

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

4 Topics

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

4 Topics

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

5 Topics

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

5 Topics

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

4 Topics

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

4 Topics

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

5 Topics

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

3 Topics

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

4 Topics

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

4 Topics

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

6 Topics

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

4 Topics

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

11 Topics

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 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, Chapter 3. Counterparty Risk and Beyond

Learning Spreadsheet: Gregory, Chapters 11 & 17

Siddique & Hasan, Stress Testing, Chapter 4

3 Topics

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

3 Topics

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

6 Topics

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 & Integrated Risk Management

Chapter 1. Introduction to Operational Risk and Resilience

3 Topics

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

2 Topics

Study Notes: Chapter 2. Risk Governance

Practice Question Set: Chapter 2. Risk Governance

Chapter 3. Risk Identification

1 Topic

Study Notes: Chapter 3. Risk Identification

Chapter 4. Risk Measurement and Assessment

4 Topics

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

2 Topics

Study Notes: Chapter 5. Risk Mitigation

Instructional Video: Chapter 5 & Chapter 7

Chapter 6. Risk Reporting

1 Topic

Study Notes: Chapter 6. Risk Reporting

Chapter 7. Integrated Risk Management

2 Topics

Study Notes: Chapter 7: Integrated Risk Management

Learning Spreadsheet: Chapter 7. Integrated Risk Management

Cyber-resilience: Range of practices

3 Topics

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

1 Topic

Study Notes: Chapter 9. Case Study: Cyberthreats and Information Security Risks

Sound Management of Risks: Money Laundering and Financing of Terrorism

3 Topics

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

1 Topic

Study Notes: Chapter 11. Case Study: Financial Crime and Fraud

Guidance on Managing Outsourcing Risk

3 Topics

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

1 Topic

Study Notes: Chapter 13. Case Study: Third-party Risk Management

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

2 Topics

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

3 Topics

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

1 Topic

Study Notes: Chapter 16. Case Study: Model Risk and Model Validation

Schuermann, Stress Testing Banks

3 Topics

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

4 Topics

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

3 Topics

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

3 Topics

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

4 Topics

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

3 Topics

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

3 Topics

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

3 Topics

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

5 Topics

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

4 Topics

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

4 Topics

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

3 Topics

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

5 Topics

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

3 Topics

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

4 Topics

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

3 Topics

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

4 Topics

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

3 Topics

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

3 Topics

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, Chapters 12 & 13

5 Topics

Study Notes: Rose, Bank Management & Financial Services, Chapters 12 & 13

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

Instructional Video: Rose, Bank Management & Financial Services, Chapter 12

Instructional Video: Rose, Bank Management & Financial Services, Chapter 13

Learning Spreadsheet: Rose, Bank Management & Financial Services, Chapter 13

Tuckman, Fixed Income Securities, Chapter 12

4 Topics

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

4 Topics

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

2 Topics

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

2 Topics

Study Notes: Borio, Covered Interest Rate Parity Lost

Practice Question Set: Borio, Covered Interest Rate Parity Lost

Rose, Bank Management & Financial Services, Chapter 7

3 Topics

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

Ang, Asset Management, Chapter 13

3 Topics

Study Notes: Ang, Chapter 13: Illiquid Assets

Practice Question Set: Ang, Chapter 13: Illiquid Assets

Instructional Video: Ang, Chapter 13: Illiquid Assets

Risk Management & Investment Management

Ang, Asset Management, Chapter 6, 7 & 10

5 Topics

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

3 Topics

Study Notes: Grinold, Chapter 14: Portfolio Construction

Practice Question Set: Grinold, Chapter 14: Portfolio Construction

Instructional Video: Grinold, Chapter 14

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

5 Topics

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

Litterman, Modern Investment Management, Chapter 17

3 Topics

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

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

Instructional Video: Litterman, Chapter 17: Risk Monitoring and Performance Measurement

Bodie, Investments, Chapter 24

3 Topics

Study Notes: Bodie, Chapter 24: Portfolio Performance Evaluation

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

Instructional Video: Bodie, Chapter 24

Constantinides, Handbook of the Economics of Finance, Chapter 17

2 Topics

Study Notes: Constantinides, Chapter 17: Hedge Funds

Practice Question Set: Constantinides, Chapter 17: Hedge Funds

Mirabile, Hedge Fund Investing, Chapter 12

2 Topics

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

Study Notes: Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers

Practice Question Set: Dimmock and Gerken: Finding Bernie Madoff: Detecting Fraud by Investment Managers

Current Issues In Financial Markets

“2023 Bank Failures, Preliminary lessons learnt for resolution”, FSB, October 2023

”Generative Artificial Intelligence in Finance: Risk Considerations”, IMF, August 2023

BIS Annual Economic Report, Section 3. Artificial intelligence and the economy: implications for central banks, June 2024

“Interest Rate Risk Management by EME Banks”, BIS Quarterly Review, September 2023

BIS Annual Economic Report, Section 1. Laying a robust macro-financial foundation for the future, June 2024

”The Last Mile: Financial Vulnerabilities and Risks, Chapter 2: The Rise and Risks of Private Credit”, IMF Global Financial Stability Report, April 2024

BIS Annual Economic Report, Section 2: Monetary and fiscal policy: safeguarding stability and trust, June 2023

”Regulating the Crypto Ecosystem: The Case of Unbacked Crypto Assets”, IMF Fintech Notes, September 2022

Martinez et. al., “Digital Resilience and Financial Stability. The Quest for Policy Tools in The Financial Sector”

1 Topic

Study Notes: Digital Resilience and Financial Stability

PART II REVIEW

Part 2 Practice Question Review

1 Topic

Part 2 Formula Sheet

Interactive Mock Exam

1 Quiz

Part 2 Full Length Interactive Mock Exam 1

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