This thread will include information about the Part 2 updated materials for 2024 when they have been published in the study planner. We will begin to update the study materials in January, so you will not see updates in this thread until then. Please make sure to read our publishing process here: https://forum.bionicturtle.com/threads/important-please-read-publishing-process-for-2024.24616/. Thank you.
Market Risk Measurement & Management
Part 2 Review Section
Market Risk Measurement & Management
- MR-1 to MR-3: Dowd, Chapters 3, 4 & 7
- Updated learning spreadsheet published 10/11/24
- MR-4 & MR-5: Jorion, Chapters 6 & 11
- Updated Learning Spreadsheet published 10/21/24
- MR-7: Meissner, Chapter 1 Correlation Basics
- Study Notes updated 03/18/24
- New PQs posted in forum (P2.T5.24.1) 09/05/24
- New PQs posted in quiz platform (P2.T5.24.1) 09/05/24
- Updated Learning Spreadsheet published 10/22/24
- MR-10 to MR-14: Tuckman Fixed Income Securities
- Chapter 6: Empirical Approaches to Risk Metrics and Hedging
- New Learning Spreadsheet published 10/21/24
- Chapter 7: The Science of Term Structure Models
- Updated Learning Spreadsheet to be published 10/22/24
- Chapter 8: Evolution of Short Rates & Shape of the Term Structure
- Updated Learning Spreadsheet published 10/21/24
- Chapter 9: The Art of Term Structure Models: Drift
- Updated Learning Spreadsheet to be published 10/22/24
- Chapter 10: The Art of Term Structure Models: Volatility and Distribution
- Updated Learning Spreadsheet published 10/21/24
- Chapter 6: Empirical Approaches to Risk Metrics and Hedging
- MR-15: Hull, Chapter 20 Volatility Smiles
- New Learning Spreadsheet published 10/22/24
- MR-16: Hull, Chapter 18: Fundamentals of Trading Book
- New Learning Spreadsheet published 10/22/24
- CR-1 & CR-2: Bouteille, The Handbook of Credit Risk Management: Chapters 1 & 2
- New Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.1: 12/27/23
- P2.T6.24.2: 01/10/24
- P2.T6.24.3: 01/24/24
- New Practice Question PDF published 03/14/24
- New Practice Questions added to Quiz Platform 04/30/24
- New Instructional Video, Chapter 1 published 03/14/24
- New Instructional Video, Chapter 2 published 03/14/24
- New Learning Spreadsheet published 11/05/24
- CR-3: van Greuning, Analyzing Banking Risk, Chapter 7
- New Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.4: 03/27/24
- P2.T6.24.5: 03/27/24
- New Practice Question PDF published 04/18/24
- New Practice Questions added to Quiz Platform 04/30/24
- New Instructional Video published 03/14/24
- New Learning Spreadsheet published 11/05/24
- CR-5 & CR-6: Doumpos, Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2
- New Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.6: 04/12/24
- P2.T6.24.7: 04/18/24
- P2.T6.24.8: 04/19/24
- New Practice Questions PDF published 04/29/24
- New Practice Questions added to Quiz Platform 05/01/24
- New Instructional Video, Chapter 1 published 03/14/24
- New Instructional Video, Chapter 2 published 03/15/24
- New Learning Spreadsheet published 10/03/24
- CR-8: Aswath Damodaran, Country Risk: Determinants, Measures, and Implications
- New Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.9: 04/15/24
- P2.T6.24.10: 04/15/24
- New Practice Question PDF published 04/18/24
- New Practice Questions added to Quiz Platform 06/07/24
- New Instructional Video published 03/14/24
- New Learning Spreadsheet published 09/17/24
- CR-9 & CR-10: John C. Hull, Risk Management and Financial Institutions, Chapters 17 & 19
- New Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.13: 05/07/24
- P2.T6.24.14: 05/0924
- P2.T6.24.15: 05/10/24
- P2.T6.24.16: 05/10/24
- P2.T6.24.17: 05/14/24
- P2.T6.24.18: 05/14/24
- New Practice Question PDF published 07/12/24
- New Practice Questions added to Quiz Platform 06/07/24
- New Instructional Videos published 11/09/24
- CR-11 & CR22: Malz, Chapters 8 & 9
- Updated study notes published 04/18/24 (New 2024 LOs added)
- New Practice Questions added to forum
- P2.T6.24.11: 04/25/24
- P2.T6.24.12: 04/25/24
- P2.T6.24.19: 05/15/24
- New Ch.8 Practice Question PDF published 04/29/24
- New Ch.22Practice Questions added to Quiz Platform 06/10/24
- New Ch.22 Practice Question PDF published 07/12/24
- New Ch.8 Practice Questions added to Quiz Platform 07/12/24
- New Ch.8 Instructional Video published 08/02/24
- Updated Learning Spreadsheet published 10/01/24
- New Ch.9 Instructional Video published 10/03/24
- CR-12 & CR-13: Hull, Options, Futures & Other Derivatives Chapters 24 & 25
- New Study Notes published 04/18/24
- New Practice Questions added to forum
- P2.T6.24.20: 05/23/24
- P2.T6.24.21: 05/23/24
- P2.T6.24.22: 05/23/24
- P2.T6.24.22: 05/23/24
- New Practice Questions added to Quiz Platform 06/10/24
- New Practice Question PDF published 07/12/24
- New Instructional Videos published 10/03/24
- CR-14 & CR-18: Jon Gregory, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital, Chapters 2 & 8
- Updated Study Notes published 03/14/24
- New Practice Questions added to forum
- P2.T6.24.24: 05/30/24
- P2.T6.24.25: 05/30/24
- P2.T6.24.26: 06/03/24
- P2.T6.24.27: 06/03/24
- P2.T6.24.28: 06/07/24
- P2.T6.24.29: 06/07/24
- P2.T6.24.30: 06/07/24
- P2.T6.24.31: 06/07/24
- P2.T6.24.32: 06/13/24
- P2.T6.24.33: 06/13/24
- P2.T6.24.34: 06/13/24
- New Practice Questions added to Quiz Platform 06/11/24 (24.24-24.30)
- New Practice Questions added to Quiz Platform 07/12/24 (24.31-24.34)
- New Practice Question PDF published 07/12/24
- Chapter 2: Derivatives: New Instructional Video published 10/28/24
- CR-21: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures
- New instructional video published 04/13/24
- ORR-1: Introduction to Operational Risk and Resilience
- Practice Questions (P2.T7.23.1) added to Quiz Platform 06/24/24
- Updated Practice Question PDF to add new PQs 09/24/24
- ORR-2: Risk Governance
- Practice Questions (P2.T7.23.2) added to Quiz Platform 06/24/24
- Updated Practice Question PDF to add new PQs 09/24/24
- ORR-3: Chapter 3: Risk Identification
- Practice Questions (P2.T7.23.3) added to Quiz Platform 09/17/24
- New Practice Question PDF published 09/24/24
- ORR-4 Chapter 4: Risk Measurement and Assessment
- New practice questions published in the forum 09/17/24
- New Practice Questions added to Quiz Platform 09/17/24
- P2.T7.24.3
- P2.T7.24.4
- Updated Practice Question PDF to add new PQs 09/24/24
- Updated Study Notes PDF to add new Learning Objective 09/24/24
- New Learning Spreadsheet published 10/29/24
- ORR-5: Chapter 5 Risk Mitigation
- Practice Questions (P2.T7.23.6) added to Quiz Platform 06/24/24
- New Practice Question PDF published 09/24/24
- Updated Study Notes PDF to add new Learning Objective 09/24/24
- ORR-6 Chapter 6: Risk Reporting
- Practice Questions (P2.T7.23.7) added to Quiz Platform 06/24/24
- New Practice Question PDF published 09/24/24
- ORR-7 Chapter 7: Integrated Risk Management
- New Practice Questions (P2.T7.24.5) added to the forum & quiz platform 09/18/24
- New Practice Question PDF published 09/24/24
- New Learning Spreadsheet published 10/29/24
- ORR-9 Chapter 9. Case Study: Cyberthreats and Information Security Risks
- New Practice Questions (P2.T7.24.6) added to the forum & quiz platform 09/18/24
- New Practice Question PDF published 09/24/24
- ORR-10 Chapter 10: Money Laundering & Financing of Terrorism
- New Practice Questions published in forum (P2.T7.24.1) 09/05/24
- New Practice Questions added to Quiz Platform (P2.T7.24.1) 09/17/24
- Updated Practice Question PDF to add new PQs 09/24/24
- ORR-11 Chapter 11. Case Study: Financial Crime and Fraud
- New practice questions (P2.T7.24.2) published in the forum 09/17/24
- New Practice Questions added to Quiz Platform 09/17/24
- New Practice Question PDF published 09/24/24
- ORR-17 Schuermann, Stress Testing Banks
- New practice questions (P2.T7.24.14) published in the forum 09/20/24
- New Practice Questions (P2.T7.24.14) added to Quiz Platform 09/21/24
- Updated Practice Question PDF to add new PQs 09/24/24
- ORR-18: Crouhy, Chapter 17
- New practice questions published in the forum & Quiz Platform 09/19/24
- Updated Practice Question PDF to add new PQs 09/24/24
- New Learning Spreadsheet published 10/29/24
- ORR-19: Range of Practices and Issues in Economic Capital Frameworks
- New practice questions published in the forum & Quiz Platform 09/19/24
- Updated Practice Question PDF to add new PQs 09/24/24
- ORR-20 Capital Planning at Large Bank Holding Companies
- Instructional Video published 03/15/24
- ORR-21 Carey, Capital Regulation Before the Global Financial Crisis
- New practice questions published in the forum & Quiz Platform 09/19/24
- Updated Practice Question PDF to add new PQs 09/24/24
- New Learning Spreadsheet published 10/29/24
- ORR-23 High-level summary of Basel III reforms
- Instructional Video published 03/15/24
- ORR-24 Basel III: Finalising post-crisis reforms
- Instructional Video published 07/18/24
- LTR-1: Hull RMFI: Chapter 24 Liquidity Risk
- New Learning Spreadsheet published 10/25/24
- LTR-2: Malz, Chapter 12: Liquidity and Leverage
- New PQs posted to the forum and interactive quiz platform 09/05/24
- P2.T8.24.1
- P2.T8.24.2
- P2.T8.24.3
- Updated Learning Spreadsheet published 10/25/24
- New PQs posted to the forum and interactive quiz platform 09/05/24
- LTR-4: Rose, Chapter 10.The Investment Function in Financial Services Management
- Instructional Video published 03/15/24
- LTR-5: Rose, Chapter 11. Liquidity and Reserves Management: Strategies and Policies
- Instructional Video published 03/15/24
- New Learning Spreadsheet published 10/25/24
- LTR-6: Venkat, Chapter 4. Intraday Liquidity Risk Management
- Instructional Video published 03/15/24
- LTR-7: Castagna, Ch 6: Monitoring Liquidity
- Instructional Video Published 04/29/24
- New Learning Spreadsheet published 10/25/24
- LTR-8: Duffie, Failure Mechanics of Dealer Banks
- Instructional Video updated 03/15/24
- LTR-9: Venkat, Chapter 3. Liquidity Stress Testing
- Instructional Video published 05/23/24
- New Learning Spreadsheet published 10/25/24
- LTR-10: Choudhry, Chapter 14. Liquidity Risk Reporting and Stress Testing
- Instructional Video published 03/15/24
- LTR-11: Venkat, Chapter 7. Contingency Funding Planning
- Instructional Video published 03/15/24
- LTR-12: Rose, Chapter 12. Managing and Pricing Deposit Services
- Instructional Video published 05/22/24
- LTR-13: Rose, Chapter 13. Managing Nondeposit Liabilities
- Instructional Video published 05/22/24
- New Learning Spreadsheet published 10/25/24
- LTR-14: Tuckman, Chapter 12. Repurchase Agreements & Financing
- New Instructional Video published 04/26/24
- New Learning Spreadsheet published 10/25/24
- LTR-15: Joel Grant, Liquidity Transfer Pricing
- New Instructional Video published 04/13/24
- New Learning Spreadsheet published 10/25/24
- LTR-18: Rose Chapter 7: Interest Rates
- New Learning Spreadsheet published 10/25/24
- CI-1:Review of the Federal Reserve's Supervision and Regulation of Silicon Valley Bank
- Study Notes published 04/29/24
- CI-2:The Credit Suisse CoCo Wipeout: Facts, Misperceptions, and Lessons for Financial Regulation
- Study Notes published 04/29/24
- CI-3:Artificial Intelligence and Bank Supervision
- Study Notes published 04/29/24
- CI-4: Financial Risk Management and Explainable, Trustworthy, Responsible AI
- Study Notes published 04/29/24
- CI-5:Artificial Intelligence Risk Management Framework
- Study Notes published 07/19/24
- CI-9: The Crypto Ecosystem: Key Elements and Risks
- Study Notes published 07/19/24
- CI-10:Digital Resilience and Financial Stability
- Study Notes published 07/19/24
Part 2 Review Section
- Interactive Mock Exam published 04/13/24
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