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...
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...
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...
@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...
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.
@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...
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...
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...
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...
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...
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...
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...
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...
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.
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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