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Operational & Integrated Risk Management ORR-1: Introduction to Operational Risk and Resilience Updated Practice Question PDF to add new PQs 09/24/24 ORR-2: Risk Governance Updated Practice Question PDF to add new PQs 09/24/24 ORR-3: Chapter 3: Risk Identification Practice Questions...

Learning Objectives: Describe the evolution of the stress testing process and compare methodologies of historical EBA, CCAR, and SCAP stress tests. Explain challenges in designing stress test scenarios, including the problem of coherence in modeling risk factors. Explain challenges in modeling a...

Learning Objectives: Compute the adjusted RAROC for a project to determine its viability. Explain challenges in modeling diversification benefits, including aggregating a firm’s risk capital and allocating economic capital to different business lines. Explain best practices in implementing an...

Learning Objectives: Compute and interpret the RAROC for a project, loan, or loan portfolio, and use RAROC to compare business unit performance. Explain challenges that arise when using RAROC for performance measurement, including choosing a time horizon, measuring default probability, and...

Learning Objectives: Define, compare and contrast risk capital, economic capital and regulatory capital, and explain methods and motivations for using economic capital approaches to allocate risk capital. Describe the RAROC (risk-adjusted return on capital) methodology and its use in capital...

Learning Objectives: Explain the calculation of risk-weighted assets and the capital requirement per the original Basel I guidelines. Describe measures introduced in the 1995 & 1996 amendments, including guidelines for netting of credit exposures & methods to calculate market risk capital for...

Learning Objectives: Explain the benefits and impacts of using an economic capital framework within the following areas: Credit portfolio management, Risk-based pricing, Customer profitability analysis, and Management incentives. Questions: 24.9.1. Alpha Bank is analyzing the risk and return...

Learning Objectives: Describe the BIS recommendations that supervisors should consider to make effective use of internal risk measures, such as economic capital, that are not designed for regulatory purposes. Describe best practices and assess key concerns for the governance of an economic...

Learning Objectives: Within the economic capital implementation framework, describe the challenges that appear in: Defining and calculating risk measures, Risk aggregation, Validation of models, Dependency modeling in credit risk, Evaluating counterparty credit risk, and Assessing interest rate...

Credit Risk Measurement & Management CR-8: Aswath Damodaran, Country Risk: Determinants, Measures, and Implications New Learning Spreadsheet published 09/17/24 Operational & Integrated Risk Management ORR-4 Chapter 4: Risk Measurement and Assessment New practice questions published in the...

Learning Objectives: Provide examples of cyber threats and information security risks and describe frameworks and best practices for managing cyber risks. Describe lessons learned from the Equifax case study. Questions: 24.6.1. Minance Exchange, a cryptocurrency trading SaaS firm, has...

Learning Objectives: Describe the role of risk governance, risk appetite, and risk culture in the context of an enterprise risk management (ERM) framework. Summarize the role of Basel regulatory capital and the process of determining internal economic capital. Describe elements of a...

Learning Objectives: Estimate operational risk exposures based on the fault tree model given probability assumptions. Describe approaches used to determine the level of operational risk capital for economic capital purposes, including their application and limitations. Describe and explain the...

Learning Objectives: Explain operational risk-assessment processes and tools, including risk control self-assessments (RCSAs), likelihood assessment scales, and heatmaps. Describe the differences among key risk indicators (KRIs), key performance indicators (KPIs), and key control indicators...

Learning Objectives: Describe elements of a control framework to manage financial fraud risk and money laundering risk. Summarize the regulatory findings and describe the lessons learned from the USAA case study. Questions: 24.2.1. HSBS Bank Plc has implemented a data analytics system that...

Financial Markets & Products FMP-1 Chapter 1: Banks Updated Learning Spreadsheet published 09/13/24 FMP-2 Chapter 2: Insurance Companies and Pension Plans Updated Learning Spreadsheet published 09/13/24 FMP-3 Chapter 3: Fund Management Updated Learning Spreadsheet published 09/13/24 FMP-5...

Quantitative Analysis QA-1 Chapter 1: Fundamentals of Probability Updated Learning Spreadsheet published 09/12/24 QA-2 Chapter 2: Random Variables Updated Learning Spreadsheet published 09/12/24 QA-3 Chapter 3: Common Univariate Random Variables Updated Learning Spreadsheet published...

Valuation & Risk Models QA-14 Chapter 14 Machine Learning Methods New Learning Spreadsheet published 09/10/24 QA-15 Chapter 15 Machine Learning and Prediction New Learning Spreadsheet published 09/10/24

Hello @NStot3013 I've moved your post to this publishing process thread and copied information from our original post below for reference. If you do not see a specific document in the study planner, it means it is not published yet. We are currently in the process of preparing all of the...

@David Meehan I've moved your post to this publishing process thread and copied information from our original post below. Although we do not publish videos for every chapter in the curriculum, we are continuing to publish instructional videos in order of priority. We cannot guarantee that those...