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  1. Nicole Seaman

    P2.T6.24.5 Expected Loss, IFRS 9, Workout Procedures, and Retained Assets

    Learning Objectives: Identify and explain the components of expected loss and distinguish between expected loss and unexpected loss. Explain the requirements for estimating expected loss under IFRS 9. Describe a workout procedure for loss assets and compare the following two approaches used to...
  2. Nicole Seaman

    P2.T6.24.4. Exposure and Concentration Limits & Loan Loss Provisions and Reserves

    Learning Objectives: Describe key elements of an effective lending or financing policy. Explain the importance and challenges of setting exposure and concentration limits. Describe the scope and allocation processes of a bank’s credit facility and explain bank-specific policies and actions to...
  3. Nicole Seaman

    IMPORTANT IMPORTANT PLEASE READ: Publishing Process for 2024

    Just a reminder for everyone to please read the original post in this thread so you are familiar with our publishing process. As in previous years, we publish materials throughout the exam period and year. Each time that I need to stop to answer the many questions that are being sent to me via...
  4. Nicole Seaman

    IMPORTANT IMPORTANT PLEASE READ: Publishing Process for 2024

    @SMehr4757 We always make sure to have the mock exams published by the last week of March. We are currently working on them, and they will be published this week. Please make sure to read our publishing process above regarding asking questions about when specific materials will be published. We...
  5. Nicole Seaman

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    @kc I've updated the XLS link. Please let me know if you have trouble opening it. Thank you.
  6. Nicole Seaman

    IMPORTANT Issues Accessing Vital Source

    Hello @CCham2536 We are currently experiencing an issue on Vital Source's end for the Market Risk topic. I'm working diligently with them to resolve the issue. Thank you for your patience.
  7. Nicole Seaman

    IMPORTANT Issues Accessing Vital Source

    @CChen3038 Our system shows that our customer support team responded to your email with instructions on how to access your EBooks. Please send me a private message here in the forum if you did not receive the email that they sent to you. It may be in your spam folder also. The customer support...
  8. Nicole Seaman

    IMPORTANT 2024 Part 2 New and Updated Published Materials

    Market Risk Measurement & Management MR-7: Meissner, Chapter 1 Correlation Basics Study Notes updated 03/18/24
  9. Nicole Seaman

    IMPORTANT 2024 Part 1 New and Updated Published Materials

    Valuation & Risk Models VRM-1 Chapter 1. Measures of Financial Risk Study Notes updated 03/18/24 Practice Question Set updated 03/18/24 (PQs posted in forum in Dec & Jan) VRM-2 Chapter 2. Calculating and Applying VaR Study Notes Updated 03/18/24 Practice Question Set updated 03/18/24 (PQs...
  10. Nicole Seaman

    IMPORTANT 2024 Part 1 New and Updated Published Materials

    Quantitative Analysis QA-14 Ch14 Machine Learning Methods Study Notes Updated 02/14/24 Practice Question Set Updated 02/14/24 QA-15 Ch15 Machine Learning and Prediction Study Notes Updated 02/14/24 Practice Question Set Updated 02/14/24 Financial Markets & Products FMP-8: Chapter 8. Using...
  11. Nicole Seaman

    IMPORTANT 2024 Part 2 New and Updated Published Materials

    Credit Risk Measurement & Management CR-6: Doumpos, Analytical Techniques in the Assessment of Credit Risk, Chapter 2 Instructional Video, Chapter 2 published 03/15/24
  12. Nicole Seaman

    IMPORTANT 2024 Part 2 New and Updated Published Materials

    Operational & Integrated Risk Management ORR-20 Capital Planning at Large Bank Holding Companies Instructional Video published 03/15/24 ORR-23 High-level summary of Basel III reforms Instructional Video published 03/15/24 Liquidity & Treasury Risk Measurement and Management LTR-4: Rose...
  13. Nicole Seaman

    IMPORTANT 2024 Part 2 New and Updated Published Materials

    Credit Risk Measurement & Management CR-1 & CR-2: Bouteille, The Handbook of Credit Risk Management: Chapters 1 & 2 Study Notes published 03/14/24 Practice Question Set published 03/14/24 Instructional Video, Chapter 1 published 03/14/24 Instructional Video, Chapter 2 published 03/14/24 CR-3...
  14. Nicole Seaman

    IMPORTANT 2023/2024 Curriculum Change Analysis Spreadsheet

    UPDATE: Please watch the Update threads today and through the end of the week for updates on what has been published. Part 1: https://forum.bionicturtle.com/threads/2024-part-1-new-and-updated-published-materials.24618/ Part 2...
  15. Nicole Seaman

    IMPORTANT IMPORTANT PLEASE READ: Publishing Process for 2024

    We ask that everyone read the original post in this thread, especially the part that states, "We ask all of our users to please refrain from asking when specific materials will be published, as each time we have to answer this status update question, it takes valuable time away from our...
  16. Nicole Seaman

    IMPORTANT IMPORTANT PLEASE READ: Publishing Process for 2024

    @MCarm6823 Credit Risk will be updated with Notes and PQ sets on Monday.
  17. Nicole Seaman

    P1.T4.24.6. GARCH models and implied volatility

    Learning Objectives: Apply the GARCH (1,1) model to estimate volatility. Explain and apply approaches to estimate long horizon volatility/VaR and describe the process of mean reversion according to a GARCH (1,1) model. Evaluate implied volatility as a predictor of future volatility and its...
  18. Nicole Seaman

    P1.T4.24.5. GARCH, EWMA, and Return Distributions

    Learning Objectives: Explain how asset return distributions tend to deviate from the normal distribution. Explain reasons for fat tails in a return distribution and describe their implications. Distinguish between conditional and unconditional distributions and describe regime switching. Compare...
  19. Nicole Seaman

    IMPORTANT Broken Dropbox Links

    We are currently experiencing an issue in the forum where Dropbox links are broken, and they are showing up as "Deleted Item" when you click on the link. We are currently working with our IT team on this issue and hope to have it resolved asap. We appreciate your patience.
  20. Nicole Seaman

    P1.T4.24.4. VaR, ES, and Linear Derivatives

    Learning Objectives: Describe and calculate VaR for linear derivatives. Describe the limitations of the delta-normal method. Explain the Monte Carlo simulation method for computing VaR and ES and identify its strengths and weaknesses. Describe the implications of correlation breakdown for a VaR...
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