updated the risk typology chart to reconcile Jorion and Crouhy http://trtl.bz/29PjvIG
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Finished my review and input into datacamp's forthcoming (and excellent) course "Introduction to Portfolio Analysis"
AnalystForum is so helpful http://www.analystforum.com/forums/frm-forum/91352827
Morningstar (I am long time subscriber) will unveils Global Risk Model, I can't wait to read the methodology see http://trtl.bz/29zWqFN
finished today's' PQ on Cruz RCSA and KRIs. Writing tomorrow's PQ which begins global topic review for T1 foundations.
Added Neftci's Financial Engineering (2nd edition) to Resources http://trtl.bz/29Cl3Gl
Doing forum support for next < 3 hours
finished draft of Thursday's Cruz OpRisk PQ! ... reviewing Section 3 of datacamp's Into to Portfolio Analysis as beta tester
Cruz is weak on organizational reporting structures of risk: four generic diagrams, no real color/detail
writing Thursday's practice question, got stuck for too long trying to frame OpRisk Profiles, see http://trtl.bz/29xVQKu
writing Tuesday's daily PQ P2.T7.602. Cruz on Operational Risk
done w/ FRM work, beta testing a new course by datacamp called "Introduction to Portfolio Analysis" (using R), fun stuff!
writing Monday's PQ on Damodaran's Country Risk reading which will finish the reading's set; then I can start Global T1 PQs!
in the forum, fwiw. Amazingly, I am still learning about Merton from the thread at http://trtl.bz/29DbmYN
Starting today's forum support (I try to limit support to 3 hours or less per day, esp. when we have content deadlines, as we do now)
revising today's PQ P2.T7.600 on operational risk taxonomy. The Curz reading (OpRisk Data ..) is better than most on this dry topic
adding some items to our new Resources section; e.g., textbook Q&A solutions!
cleaning up the forum (e.g., consolidating boards, deleting really old threads). I love spring cleaning!Sir,
What is consistency for Covariances
How should be interpreted -
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