2017: Part 1 New and Updated Published Materials

[Nicole Seaman]

This thread is to give our members a quick reference to the new and updated Part 1 materials that we publish throughout the 2017 exam period. Please see our announcement HERE for more information on our publishing process.

Topic 1: Foundations of Risk Management

Introduction to Foundations of Risk Management

• Learning Spreadsheet: Intro to VaR (published 04/26/17)

Reading 5: Brunnermeier, Deciphering the Liquidity & Credit Crunch 2007—2008

• Study Notes (published 12/02/16)
• Practice Question Set (published 01/05/17)

Reading 6: Gorton & Metrick, Getting Up to Speed on the Financial Crisis

• Practice Question Set (published 01/12/17)
• Study Notes (published 01/26/17)

Reading 8: Elton, Chapter 13

• Learning spreadsheet (updated 05/31/17)
• Study Notes (updated 08/14/17)

Reading 9: Amenc, Chapter 4

• Study Notes (published 05/30/17) (updated 06/06/17) (updated 07/14/17 - pg 8 only)
• Learning Spreadsheet (published 05/30/17) (updated 06/06/17)

Reading 10: Bodie, Chapter 10

• Practice Question Set (updated 01/26/17)
• Study Notes (updated 05/31/17)
• Learning Spreadsheet (published 05/31/17)
• Instructional Video (published 06/16/17)

Topic 2: Quantitative Analysis

Reading 13: Miller, Chapters 2, 3,4, 6 & 7

• Learning Spreadsheet - Chapter 2 (published 08/31/17)
• Learning Spreadsheet - Chapter 3 (published 08/31/17)
• Learning Spreadsheet - Chapter 4 (published 08/31/17)
• Learning Spreadsheet - Chapter 6 (published 08/31/17)
• Learning Spreadsheet - Chapter 7 (published 08/31/17)
• Study Notes (updated 09/29/17)

Reading 14: Stock & Watson, Chapters 4, 5, 6 & 7

• Study Notes (published 05/31/17)
• Learning spreadsheet (published 05/31/17)

Reading 15: Diebold Chapters 5, 7 & 8

• Study Notes (updated 12/05/16)
  • (updated version 03/06/17: page 8 only)
  • (updated version 06/22/17: pages 8 & 9 only)
• Practice Question Set (updated 02/01/17)
• Instructional Video: Chapters 5 & 6 (published 06/23/17)

Reading 16: Hull, Chapter 10 & 11

• Study Notes (updated 12/07/16)
• Question Set (updated 02/22/17)
• Chapter 10 Instructional Video (published 06/22/17)
• Chapter 11 Instructional Video (published 06/22/17)
• Learning Spreadsheet (published 06/22/17)

Reading 17, Brooks, Chapter 13

• Study Notes (published 08/14/17)

Topic 3: Financial Markets & Products

Reading 18: Hull Chapters 2, 3 & 4

• Study Notes (published 02/23/17)
• Question Set (published 03/14/17)
• Learning Spreadsheet, Chapter 3 (published 07/24/17)
• Instructional Video, Chapter 2 (published 09/28/17)
• Instructional Video, Chapter 3 (published 09/28/17)
• Instructional Video, Chapter 4 (published 10/03/17)

Reading 19: Hull, Chapters 1, 2, 3, 4, 5, 6, 7, 10, 11,12 & 26

• Study Notes (updated 05/02/17)
• Learning Spreadsheet (published 07/24/17)
• Instructional Video, Chapters 1 & 2 (published 07/25/17)
• Instructional Video, Chapter 3 (published 07/28/17)
• Instructional Video, Chapter 4 (published 08/02/17)
• Instructional Video, Chapter 5 (published 08/04/17)
• Instructional Video, Chapter 6 (published 08/09/17)
• Instructional Video, Chapter 7 (published 08/11/17)
• Instructional Video, Chapter 10 (published 08/15/17)
• Instructional Video, Chapter 11 (published 08/16/17)
• Instructional Video, Chapter 12 (published 08/30/17)

Reading 21: Gregory, Chapters 2, 3 & 14

• Instructional Video (published 07/19/17)

Reading 24: Tuckman, Chapter 20

• Study Notes (updated 06/26/17)
• Learning Spreadsheet (published 07/24/17)

Topic 4: Valuation & Risk Models

Reading 25: Allen Chapters 2 & 3

• Study Notes (updated 12/28/16)
• Learning Spreadsheet (published 07/24/17)

Reading 27: Hull, Chapters 13, 15 & 19

• Learning Spreadsheet (published 07/24/17)
• Instructional Video, Chapter 13 (published 10/12/17)
• Instructional Video, Chapter 15 (published 10/18/17)
• Instructional Video, Chapter 19 (published 10/18/17)

Reading 28: Tuckman Chapters 1-5

• Study Notes (updated 04/20/17)
• Learning Spreadsheet (published 07/24/17)

Reading 31: Shroeck, Chapter 5

• Study Notes (updated 04/06/17)

Reading 33: Akhtar Siddique, Stress Testing

• Study Notes (published 02/22/17)

Part 1 Review

• Interactive Mock Exam E (published 11/14/17)
• Interactive Mock Exam F (published 11/16/17)