2017: Part 2 New and Updated Published Materials

[Nicole Seaman]

This thread is to give our members a quick reference to the new and updated Part 2 materials that we publish throughout the 2017 exam period. Please see our announcement HERE for more information on our publishing process.

Topic 5: Market Risk Measurement & Management

Reading 35: Dowd, Chapters 3 & 4

• Question Set (updated 11/02/17)

Reading 36: Jorion, Chapters 6 & 11

• Study Notes (updated 07/12/17)
• Learning Spreadsheet (published 07/24/17)

Reading 39: Tuckman Chapters 6, 7, 8, 9 & 10

• Study Notes (updated 12/12/16) (updated 12/14/16 to fix small error)

Reading 40: Hull, Chapters 9 & 20

• Study Notes (updated 12/05/16)

Topic Review

• Interactive Quiz (published 07/20/17)

Topic 6: Credit Risk Measurement & Management

Reading 42: Giacomo De Laurentis, Chapters 2 & 3

• Study Notes (published 12/21/16) (updated 01/26/17)
• Practice Question Set (published 02/02/17) (revised 03/20/17)

Reading 43: Stulz, Chapter 18

• Study Notes (published 04/12/17) (updated 04/17/17 page 17 only)
• Learning Spreadsheet (published 07/24/17)
• Instructional Video (updated 11/09/17)

Reading 44: Malz, Chapters 7, 8 & 9

• Learning Spreadsheet (published 09/25/17)
• Instructional Video, Chapter 7 (published 10/20/17)
• Instructional Video, Chapter 8 (published 10/25/17)
• Instructional Video, Chapter 9 (published 10/25/17)

Reading 45, Gregory, Chapters 3, 4, 5, 7, 8, 10, 12 & 15

• Study Notes (updated 04/14/17)
• Practice Questions (updated 07/17/17 - page 97 only)
• Learning Spreadsheet, Chapters 8, 10, 12 & 15 (published 07/24/17)

Reading 46: Stress Testing, Siddique and Hasan, Chapter 4

• Practice Question Set (published 02/01/17)
• Study Notes (published 03/02/17)

Reading 47: Crouhy, Chapters 9 & 12

• Study Notes (published 01/04/17)
• Instructional Video, Chapter 9 (published 10/27/17)
• Instructional Video, Chapter 12 (published 11/01/17)

Reading 48: Choudhry, Chapter 12

• Study Notes (published 03/16/17)
• Instructional Video (published 11/02/17)

Reading 49: Ashcraft, Understanding the Securitization of Subprime Mortgage Credit

• Study Notes (published 08/15/17)

Topic Review:

• Interactive Quiz (published 08/10/17)

Topic 7: Operational & Integrated Risk Management

Reading 56: Basel Committee on Banking Supervision Consultative Document

• Study Notes (published 03/03/17)

Reading 57: Dowd, Chapter 7

• Learning spreadsheet (published 05/31/17)

Reading 58: De Laurentis, Chapter 5

• Study Notes (published 01/26/17)

Reading 59: Crouhy, Chapters 15 & 17

• Study Notes (published 02/24/16)
• Instructional Video Chapter 15 (published 09/26/17)
• Instructional Video Chapter 17 (published 09/28/17)

Reading 64: Malz, Chapters 11 & 12

• Study Notes (updated 03/06/17)
• Learning Spreadsheet, Chapter 12 (published 07/24/17)

Reading 67: Guidance on Managing Outsourcing Risk

• Study Notes (published 01/11/17)

Reading 74: “Minimum capital requirements for market risk”

• Source document published (no learning objectives)

Topic Review

• Op Risk Interactive Quiz

Topic 8: Risk Management & Investment Management

Reading 75: Andrew Ang, Chapters 6, 7, 10 & 13

• Question Set (published 03/06/17)
• Study Notes (published 03/21/17)
• Instructional Video, Chapter 6 (published 10/04/17)
• Instructional Video, Chapter 7 (published 10/06/17)
• Instructional Video, Chapter 10 (published 10/10/17)
• Instructional Video, Chapter 13 (published 10/11/17)

Reading 77: Jorion, Chapters 7 & 17

• Study Notes (updated 07/17/17)
• Learning Spreadsheet (updated 07/24/17)

Reading 78: Litterman, Chapter 17

• Study Notes (updated 02/24/17)

Reading 79: Bodie, Chapter 24

• Study Notes (updated 08/28/17)

Topic Review

• Risk Management Interactive Quiz (published 10/10/17)

Topic 9: Current Issues

Reading 82: “Bitcoin: Economics, Technology, and Governance"

• Study Notes (published 01/13/17)
• Question Set (published 03/14/17)

Reading 83: Dudley, William C, “Market and Funding Liquidity—An Overview"

• Study Notes (published 01/11/17)
• Question Set (published 03/14/17)

Reading 84: “Chapter 2: Market Liquidity – Resilient or Fleeting?”

• Study Notes (published 01/11/17)
• Question Set (published 03/15/17)

Reading 85: “Algorithmic Trading Briefing Note,”

• Study Notes (published 01/13/17)
• Question Set (published 03/22/17)

Reading 86: Morten Bech, “Hanging up the phone on electronic trading”

• Study Notes (published 01/11/17)
• Question Set (published 03/22/17)

Reading 87: Bech, “How have centralbanks implemented negative policy rates?"

• Study Notes (published 01/11/17)
• Question Set (published 03/22/17)

Reading 88: “Corporate Debt in Emerging Economies: A Threat to Financial Stability?”

• Study Notes (published 01/12/17)
• Question Set (published 03/22/17)

Part 2 Review

• Interactive Mock Exam E (published 11/15/17)
• Interactive Mock Exam F (published 11/17/17)

 

[kik92]

Hi David,

Somewhere along the forum I had read that you would be providing us with more notes (or PQs.. I can't remember) of VaR mapping since it featured quite a bit in the 2017 May Exam. Have these been uploaded? and if so where could I find them? thanks a lot!

 

[Nicole Seaman]

Hi David,

Somewhere along the forum I had read that you would be providing us with more notes (or PQs.. I can't remember) of VaR mapping since it featured quite a bit in the 2017 May Exam. Have these been uploaded? and if so where could I find them? thanks a lot!

Hello @kik92

In July, we published a completely updated set of study notes for Reading 36, Jorion, which includes a full chapter on VaR mapping in Chapter 11. Here is the direct link to the notes in the study planner: https://learn.bionicturtle.com/topic/study-notes-jorion-chapters-6-11/.

Thank you,

Nicole