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Valuation & Risk Models VRM-4 Chapter 4: External and Internal Credit Ratings Practice Question PDF updated 08/08/24 VRM-6 Chapter 6: Measuring Credit Risk Practice Question PDF updated 08/08/24 VRM-7 Chapter 7: Operational Risk Practice Question PDF updated 08/08/24 VRM-8 Chapter 8...

Foundations of Risk Management FRM-7: Chapter 7: Risk Data Aggregation/Reporting Principles New PQs added to forum & Quiz Platform 08/07/24 P1.T1.24.1. FRM-8 Chapter 8 Enterprise Risk Management and Future Trends New PQs added to forum and Quiz Platform 08/07/24 P1.T1.24.2

Learning Objectives: Describe the motivations for a firm to adopt an ERM initiative. Explain the role of scenario analysis in the implementation of an ERM program and describe its advantages and disadvantages. Explain the use of scenario analysis in stress testing programs and in capital...

Valuation & Risk Models VRM-8 Chapter 8 Stress Testing New PQs added to forum: P1.T4.24.19: 07/31/24 P1.T4.24.20: 07/31/24 New PQs added to Quiz Platform 08/06/24

Learning Objectives: Explain challenges to the implementation of a strong risk data aggregation and reporting process and the potential impacts of using poor quality data. Describe characteristics of effective data architecture, IT infrastructure, and risk reporting practices. Questions...

@sandeepfrm I've moved your post to this thread, which explains our publishing process and why some chapters may not have videos published. Please review the original post here for an explanation. The two videos you mentioned do not currently have videos published. Thank you.

Credit Risk Measurement & Management CR-11: Malz, Chapter 8: Portfolio Credit Risk New Instructional Video published 08/02/24 Please Note: I've started retaining the previous videos in the study planner and titled them ARCHIVED. Although we are creating new videos to reflect the concepts in...

Please take a moment to share your FRM exam results in our form here: https://www.bionicturtle.com/exam-result-report. We value your input, which enables us to personalize our support and materials to best serve our customer's needs. We appreciate your contribution!

Learning Objectives: Describe the role of policies and procedures, validation, and independent review in stress testing governance. Describe the Basel stress testing principles for banks regarding the implementation of stress testing. Questions: 24.20.1. Pinnacle Investment Funds, a U.S.-based...

Learning Objectives: Describe stressed VaR and stressed ES, including their advantages and disadvantages, and compare the process of determining stressed VaR and ES to that of traditional VaR and ES. Describe reverse stress testing and describe an example of regulatory stress testing...

Quantitative Analysis QA-12: Chapter 12: Measuring Return, Volatility, and Correlation New Instructional Video published 07/23/24 Please Note: I've started retaining the previous videos in the study planner and titled them ARCHIVED. Although we are creating new videos to reflect the...

Credit Risk Measurement & Management CR-9 & CR-10: John C. Hull, Risk Management and Financial Institutions, Chapters 17 & 19 New Practice Question PDF published 07/12/24 CR-11 & CR22: Malz, Chapters 8 & 9 Updated Ch.22 Practice Question PDF published 07/12/24 New Ch.8 Practice Questions...

Foundations of Risk Management FRM-10 Chapter 10 Financial Crisis of 2007-2009 Updated Instructional Video published 07/16/24 Quantitative Analysis QA-9 Chapter 9: Regression Diagnostics Updated Instructional Video published 07/16/24 QA-10: Chapter 10: Stationary Time Series Updated...

Learning Objectives: Compute the value of a European option using the Black-Scholes-Merton model on a dividend-paying stock, futures, and exchange rates. Describe warrants, calculate the value of a warrant, and calculate the dilution cost of the warrant to existing shareholders. Questions...

@Part2IsTOUGH We prioritize new chapters that are added to the curriculum first, and then we will go back to any videos that need to be recorded again. Since this is not a new chapter, we need to draft, record, and publish other videos before we re-record this one. Thank you.

Learning Objectives: Describe an interest rate bucketing approach, define forward bucket 01, and compare forward bucket 01s to KR01s. Calculate the corresponding duration measure given a KR01 or forward bucket 01. 24.17.1. An investment analyst is calculating the forward bucket 01 of a bond...

Learning Objectives: Describe the principal components analysis and explain its use in understanding term structure movements. Calculate the KR01s of a portfolio given a set of key rates. Apply key rate analysis and principal components analysis to estimating portfolio volatility. Questions...

Learning Objectives: Describe and apply the Vasicek model to estimate default rate and credit risk capital for a bank. Describe the CreditMetrics model and explain how it is applied in estimating economic capital. Describe and use the Euler’s theorem to determine the contribution of a loan to...

@Ceciliya98 Can you please provide the source of this question? Do you have a specific question about it? If other members in the forum want to answer, it is helpful for them to know where the question came from and what your specific questions are.

Learning Objectives: Explain the distinctions between economic capital and regulatory capital and describe how economic capital is derived. Describe the degree of dependence typically observed among the loan defaults in a bank’s loan portfolio and explain the implications for the portfolio’s...