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Thanks @David Harper CFA FRM one last quick confirmation. Would this mean we should leave this section, I mean reading is fine and probably one understands a bit of theory, unlike how it is explained on your notes and videos :D, but should one not bother about it as was the case in previous...

Hi @David Harper CFA FRM Please excuse for troubling you a lot, probably, with very basic stuff. Actually, I have subscribed to the course content from GARP as well, and all these form part of Chapter 11 (Foundations of Risk Management) on "Applying the CAPM to Performance Management"...

I think GARP study notes covers recently developed Risk-Adjusted Risk Measures which include: Morningstar rating system, Actuarial Approach, Modigliani, and Muralidhar. I am not sure whether this is covered in BT notes elsewhere or there is any future plan to cover? Can someone provide inputs...

Thank you @emilioalzamora1

Hi @David Harper CFA FRM as and when you have some bandwidth can you please provide some additional details. This is w.r.t to the calculation of covariance between portfolio and benchmark, I am not able to follow how is it calculated. If you can paste a link that will also help

Thanks. This is what I needed. :)

I have visited BT youtube video channel and must admit that it provides a lot of information for beginners like me. When I joined as a new member, I thought all those videos will be part of the "Study Planner", it may very well be so (i.e. same content as in the videos posted within reading...

How is the organization structure of an institution which has implemented ERM is different to other organization who have not implemented ERM? I would assume there will be a separate CRO function. Is it possible to get a feel of organization structure chart and reporting hierarchy structures...

I am a new member and using BT website extensively. One feature which is not clear to me is the "New" caption on the course content/subject line. I am not able to know when is the last update made, how would I know --say for example I covered topic 1 marked as "New" today which may (or may not)...

Thank you, this is really helpful and also gives one more data point to look for such information i.e. from annual reports of financial institutions.

I am referring to calculations for "Covariance(Port, Market)", based on which beta is calculated. Not the other way around. I think if you refer to xls sheet you will see a formula. I want to understand the formula. Thanks for your revert.

Can you please help me understand how the row on Covariance* is calculated in tab "T1.9-SML". I can't follow the formula how it is computed. Can you please point to the right place. * For ease of reference attaching screen shot

Crouhy, Chapter 4 Corporate Governance and Risk Management. Topic: Limits and Limits standard Policies While going through the notes on page 34: Type A (tier 1) limits might include a single overall limit for each asset class and a single overall stress test limit and a cumulative loss from...

In Chapter 2 Corporate Risk Management notes, it is mentioned on page 23 of study material. Disadvantages of hedging risk "Hedging that reduces volatility in the true economic value of the firm could increase the firm’s earnings variability as transmitted to the equity markets through the firm’s...