FRM Part 2 Key topics

Hello,

I noticed in the exercises material for part 1 that David reported the his view on the key ideas for the exam:

Key Ideas According to David
Before 2020, these questions were covered by Hull, Options, Futures & Other Derivatives.
Although GARP has separated the chapters into different readings, we are retaining
these key ideas in each of the corresponding documents.

  1. Interest rates
  2. Futures/Forwards (Commodities)
  3. Interest rate futures
  4. Corporate Bonds
  5. Swaps
  6. Options and option trading strategies
I didn't find in the exercises material of part 2 a correspondent summary of key topics.
I'm aware that the FRM is a comprehensive exam and the candidate should cover every reading. Though, it would be useful to have an opinion of the key topics that are likely to be tested in the FRM 2 exam.
For example, from book 1 on market risk, I would expect some questions on backtesting VaR and VaR mapping but not many on the Non-Parametric approaches.
Is it possible to have a list of key topics for each of the books?

Many thanks!
 

filippo91

New Member
Hello,

I noticed in the exercises material for part 1 that David reported the his view on the key ideas for the exam:

Key Ideas According to David
Before 2020, these questions were covered by Hull, Options, Futures & Other Derivatives.
Although GARP has separated the chapters into different readings, we are retaining
these key ideas in each of the corresponding documents.

  1. Interest rates
  2. Futures/Forwards (Commodities)
  3. Interest rate futures
  4. Corporate Bonds
  5. Swaps
  6. Options and option trading strategies
I didn't find in the exercises material of part 2 a correspondent summary of key topics.
I'm aware that the FRM is a comprehensive exam and the candidate should cover every reading. Though, it would be useful to have an opinion of the key topics that are likely to be tested in the FRM 2 exam.
For example, from book 1 on market risk, I would expect some questions on backtesting VaR and VaR mapping but not many on the Non-Parametric approaches.
Is it possible to have a list of key topics for each of the books?

Many thanks!
I agree. I found the key ideas section incredibly useful for part 1. I would appreciate some similar key ideas also for part 2. Thanks in advance
 

FMazz9652

New Member
Hello,

I noticed in the exercises material for part 1 that David reported the his view on the key ideas for the exam:

Key Ideas According to David
Before 2020, these questions were covered by Hull, Options, Futures & Other Derivatives.
Although GARP has separated the chapters into different readings, we are retaining
these key ideas in each of the corresponding documents.

  1. Interest rates
  2. Futures/Forwards (Commodities)
  3. Interest rate futures
  4. Corporate Bonds
  5. Swaps
  6. Options and option trading strategies
I didn't find in the exercises material of part 2 a correspondent summary of key topics.
I'm aware that the FRM is a comprehensive exam and the candidate should cover every reading. Though, it would be useful to have an opinion of the key topics that are likely to be tested in the FRM 2 exam.
For example, from book 1 on market risk, I would expect some questions on backtesting VaR and VaR mapping but not many on the Non-Parametric approaches.
Is it possible to have a list of key topics for each of the books?

Many thanks
That would be very helpful! Thanks in advance :)
 
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