IMPORTANT 2024 Part 2 New and Updated Published Materials

[Nicole Seaman]

Credit Risk Measurement & Management

CR-11 & CR22: Malz, Chapters 8 & 9

• Updated Learning Spreadsheet published 10/01/24

CR-5 & CR-6: Doumpos et al., Analytical Techniques in the Assessment of Credit Risk, Chapters 1 & 2

• New Learning Spreadsheet published 10/03/24

 

[Nicole Seaman]

Credit Risk Measurement & Management

CR-11 & CR22: Malz, Chapters 8 & 9

• New Ch.9 Instructional Video published 10/03/24

CR-12 & CR-13: Hull, Options, Futures & Other Derivatives Chapters 24 & 25

• New Instructional Videos published 10/03/24

 

[Nicole Seaman]

Market Risk Measurement & Management

MR-4 & MR-5: Jorion, Chapters 6 & 11

• Updated Learning Spreadsheet published 10/21/24

MR-10 to MR-14: Tuckman 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 by 10/25/24
• 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 by 10/25/24
• Chapter 10: The Art of Term Structure Models: Volatility and Distribution
  
  • Updated Learning Spreadsheet published 10/21/24

 

[Nicole Seaman]

Market Risk Measurement & Management

• MR-7: Meissner, Chapter 1 Correlation Basics
  • Updated Learning Spreadsheet published 10/22/24
• 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

 

[Nicole Seaman]

Liquidity & Treasury Risk Measurement and Management

• LTR-1: Hull RMFI: Chapter 24 Liquidity Risk
  • New Learning Spreadsheet published 10/25/24
• LTR-2: Malz, Chapter 12: Liquidity and Leverage
  • Updated Learning Spreadsheet published 10/25/24
• LTR-5: Rose, Chapter 11. Liquidity and Reserves Management: Strategies and Policies
  • New Learning Spreadsheet published 10/25/24
• LTR-7: Castagna, Ch 6: Monitoring Liquidity
  • New Learning Spreadsheet published 10/25/24
• LTR-9: Venkat, Chapter 3. Liquidity Stress Testing
  • New Learning Spreadsheet published 10/25/24
• LTR-13: Rose, Chapter 13. Managing Non-deposit Liabilities
  • New Learning Spreadsheet published 10/25/24
• LTR-14: Tuckman, Chapter 12. Repurchase Agreements & Financing
  • New Learning Spreadsheet published 10/25/24
• LTR-15: Joel Grant, Liquidity Transfer Pricing
  • New Learning Spreadsheet published 10/25/24
• LTR-18: Rose Chapter 7: Interest Rates
  • New Learning Spreadsheet published 10/25/24

 

[Nicole Seaman]

Credit Risk Measurement & Management

• CR-14: Jon Gregory, Chapter 2 Derivatives: The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital,
  • New Instructional Video published 10/28/24

 

[Nicole Seaman]

Operational & Integrated Risk Management

• ORR-4 Chapter 4: Risk Measurement and Assessment
  • New Learning Spreadsheet published 10/29/24
• ORR-7 Chapter 7: Integrated Risk Management
  • New Learning Spreadsheet published 10/29/24
• ORR-18: Crouhy, Chapter 17
  • New Learning Spreadsheet published 10/29/24
• ORR-21 Carey, Capital Regulation Before the Global Financial Crisis
  • New Learning Spreadsheet published 10/29/24

 

[Nicole Seaman]

Credit Risk Measurement & Management

• CR-1 & CR-2: Bouteille, The Handbook of Credit Risk Management: Chapters 1 & 2
  • New Learning Spreadsheet published 11/05/24
• CR-3: van Greuning, Analyzing Banking Risk, Chapter 7
  • New Learning Spreadsheet published 11/05/24
• CR-9 & CR-10: John C. Hull, Risk Management and Financial Institutions, Chapters 17 & 19
  • New Instructional Videos published 11/09/24