IMPORTANT 2024 Part 2 New and Updated Published Materials

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Nicole Seaman

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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
 
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Nicole Seaman

Director of CFA & FRM Operations
Staff member
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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

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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
 
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Nicole Seaman

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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

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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

Director of CFA & FRM Operations
Staff member
Subscriber
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

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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

Director of CFA & FRM Operations
Staff member
Subscriber
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
 
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