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I asked to go 1 step further: Of course, let's break down the SVB collapse with respect to specific subtopics under each main topic area of the FRM Part I and II curriculum. FRM Part I: Quantitative Analysis Probability and Statistics: The significant decrease in the market value of SVB's...

I asked ChatGPT with the browsing function to connect SVB with the GARP curriculum: pretty basic I guess The SVB collapse in 2023 can be connected to various topics covered in the Financial Risk Manager (FRM) Part I and Part II by the Global Association of Risk Professionals (GARP). Here's...

On to Liquidity risk, Current issues was very short (76 pages or so without TOC). Aiming at 2.5 days for LTR

1. "Deep in FRM2. If I start evaluating the risk of taking lunch breaks, send help." 2. "Currently studying FRM2. Not sure if I'm managing financial risk or it's managing me." 3. "In a relationship with FRM2 - it's complicated. (But then again, so are the calculations!)" 4. "Swimming in the...

Finished Risk Management & Investment management (340 pages) in 2 days. Now focusing on the notes of current-issues!

Finished ORR this morning -- Grinding through all notes of Risk management & Investment management

Was also confused by this 62%, It's actually not mentioned anymore in the books (if it was in the past) so would suggest to remove it in next revisions

I love the fact that there is such a detailed view for ORR and that the material was updated so thoroughly. But for some it may feel daunting: eg. 100 last pages which are in reality 21 pages in the book. Ok, the vitalsource also contains the exercises and I love the fact that BT goes the extra...

Finalising ORR study notes first review.. 13 days left. Took 2 weeks of holidays to get some more work done next 2 weeks for FRM2

The confusion about monotonicity comes from standard deviation and the risk-return relationship.. This table gives a very nice overview -- chapter 19 ORR (FRM Part 2) Ranges of practices and issues economic capital

One addition.. All these terms. ISO (IEC 27036-2, ISO 27000), TIBER EU, UK CBEST, ISACA COBIT (4.1, 5), CPMI-IOSCO, US FFIEC, US CERT CIRCL, MISP, HKMA, MAS, TITUS, CMORG,BAFIN BAIT, APRA CPS 234.... don't know if I forgot any but below an overview: Term Short Description Region of...

Chatper 8 ORR Cyber resilience section 8.6 "Interconnections with Third Parties" is missing in the notes - Governance of 3rd party connections >> wide spread expectations and practices >> expectations on the scope of the ecosystem & mng of 3rd parties >> Observed supevisory practices -...

First of all, what a boring chapter/book ORR.. or is it just me that is not interested in anything non-quant? In any case Garp has just copy pasted the text from BIS (https://www.bis.org/bcbs/publ/d454.pdf) but has failed to add the Annex (A,B,C) in the book.. perhaps something to notify GARP...

weird got redirected here from 64.1 (i.e. page 49 of VaR (142 in vitalsource)also link on vitalsource for spreadsheet does not work

Just finished the CR Focus Review which cover 23 LOS of the 160 in total (15%). Hopefully these are really most testable. @David Harper CFA FRM , do you do a mapping with exam questions linked to LOS based on cadidates' feedback? on a yearly basis? I don't mind looking into it.

Finished all credit risk exercises in 1 weekend! Did not make them all though, scrolled to most while getting more depth info from the forum links embedded in vitalsource

Making Credit Risk Practice questions

Hi David, Nicole and the new co-coworker, I forgot the name (apologies!!). Many thanks for the updates! Just a question regarding the mock exams, have these been updated? If not I'll remove questions from current issues of previous year which were not yet included and then calculate my total...