2020 Part 2 New and Updated Published Materials

[Nicole Seaman]

This thread is to give our members a quick reference to the new and updated Part 2 materials that we publish throughout the 2020 exam period. We include the date that the materials were updated or published so you know that you are using the most up-to-date materials. Please note that some materials were updated and published before we created this list so this reflects the materials we have updated since February.

NOTE: To receive email notifications from this thread each time I post updated materials, click on "Watch" in the upper right corner of this thread.

Please make sure to read our publishing process thread here regarding if and when specific materials will be published: https://forum.bionicturtle.com/threads/please-read-publishing-process-for-2020.22937/ . Thank you

Market Risk Measurement & Management

R1 - Dowd, Chapters 3, 4 & 7

• Updated Study Notes published 02/05/20

R2 - Jorion, Chapters 6 & 11

• Updated Study Notes published 02/05/20

R4 - Meissner, Chapters 1, 2 & 5

• Updated Study Notes published 02/05/20

R5 - Tuckman, Chapters 6, 7, 8, 9 & 10

• Updated Study Notes published 02/05/20

R7 - Hull RMFI, Chapter 18

• Updated Study Notes published 02/05/20

Market Risk Topic Review

• Interactive quiz published 03/02/20
• New Focus Review Video 1 of 2 published 08/14/20
• New Focus Review Video 2 of 2 published 08/14/20

Credit Risk Measurement & Management

R8 - Golin, Chapters 1 & 2

• Updated Study Notes published 02/05/20

R9 - Schroeck, Chapter 5

• Updated Study Notes published 02/05/20

R12 - Malz, Chapters 7, 8 & 9

• Updated Study Notes published 02/05/20
• Updated PQ set to v7.5 (only to change table labels in 313 - see HERE)
• Updated PQ set to v7.6 to fix typo in 307.2 09/10/20

R13 - Gregory, Chapters 4, 5, 6, 7, 9, 14 & 17

• Updated Practice Question Set published 02/07/20 - PQs added (900-917)
• Updated Study Notes published 03/04/20

R16 - Choudhry, Chapter 12: Introduction to Securitisation

• New study notes published 06/12/20

Credit Risk Topic Review

• Interactive quiz published 03/02/20
• New Focus Review Video 1 of 2 published 09/14/20
• New Focus Review Video 2 of 2 published 09/14/20

Operational & Integrated Risk Management

R21 - Implementing Robust Risk Appetite Frameworks

• New Study Notes published 02/06/20

R22 - Banking Conduct & Culture

• New Study Notes published 02/13/20
• New Practice Question Set published 04/20/20

R23 - Carretta, Risk Culture in Banking, Chapter 2

• New Study Notes published 02/26/20
• New Practice Question Set published 04/27/20

R24: Cruz, Chapter 2: OpRisk

• New Study Notes published 05/11/20

R25 - Supervisory Guidance on Model Risk Management

• New Study Notes published 02/28/20
• New Practice Question Set published 05/04/20 (updated to v1.1 05/11/20 to add changes in forum thread)

R26 - Tarantino, Chapter 3: Information Risk and Data Quality Management

• Study Notes published 07/23/20

R27 - De Laurentis, Chapter 5: Validating Rating Models

• New Practice Question Set published (05/13/20)

R34 - Mark Carey “Management of Risks Associated with Money Laundering and Financing of Terrorism,”

• New Study Notes Published 02/28/20
• New Practice Question Set Published 05/18/20

R35 - Hull, Chapter 17: Regulation of the OTC Derivatives Market

• New Study Notes Published 05/12/20
• New Practice Question Set published 05/26/20

R36 - Mark Carey "Capital Regulation Before the GFC"

• New Study Notes Published 04/07/20
• Updated PQ Set published 06/09/20 (PQs added - 20.7 & 20.8)

R37 - Mark Carey “Solvency, Liquidity and Other Regulation"

• New Study Notes Published 04/07/20

R38 - High-level summary of Basel III Reforms

• New Practice Question Set published 06/30/20

R39 - Basel III: Finalising post-crisis reforms

• New Practice Question Set published 07/08/20

R40 - Coburn, Chapter 8: The Cyber-Resilient Organization

• New Practice Question Set published 07/14/20

R41 - Cyber-resilience: Range of practices

• New Practice Question Set published 07/20/20

R42 - Building the UK financial sector’s operational resilience

• New Practice Question set published 07/30/20

R43 - “Striving for Operational Resilience,” Oliver Wyman, 2019.

• New Practice Question set published 08/11/20

Operational Risk Topic Review

• Interactive quiz published 03/02/20
• New Focus Review Video 1 of 2 published 10/05/20
• New Focus Review Video 2 of 2 published 10/05/20

Liquidity & Treasury Risk Management

R37, Carey: Solvency, Liquidity, and Other Regulation

• New PQ Set published 06/22/20

R44, Hull, Chapter 24

• PQ set updated 2/25/20 to v1.1 ONLY to fix error on page 8
• New Study Notes published 05/06/20

R46 - Venkat, Chapter 6

• New Study Notes published 02/06/20
• Updated PQ Set published to v1.2 (Q20.4.2 option B changed)

R47 - Rose, Chapter 10 & 11

• New Study Notes published 02/06/20
• New Practice Question Set published 02/07/20

R48 - Venkat, Chapter 4

• New Study Notes published 02/06/20
• New Practice Question Set published 02/11/20

R49 - Castagna, Chapter 6

• New Study Notes published 02/06/20
• New Practice Question Set published 02/11/20
• Practice Question Set updated 10/22/20 to v1.1 to fix 20.9.1

R51 - Venkat, Chapter 3

• New Study Notes published 02/06/20
• New Practice Question Set published 02/28/20

R53 - Venkat, Chapter 7

• New Study Notes published 02/06/20
• New Practice Question Set published 03/04/20

R54 - Rose, Chapter 12 & 13

• New Study Notes published 02/06/20
• New Practice Question set published 03/19/20

R55 - Tuckman, Chapter 12: Repurchase Agreements and Financing

• New Study Notes published 06/04/20

R56 - Grant, Liquidity Transfer Pricing

• New Study Notes published 02/06/20
• New Practice Question Set published 03/24/20

R57 - McGuire, US Dollar Shortage in Global Banking

• New Study Notes published 02/06/20
• New Practice Question Set published 03/31/20

R58 - Borio, Covered Interest Rate Parity Lost:

• New Study Notes published 02/06/20
• New Practice Question Set published 04/07/20

R59 - Rose, Chapter 7

• New Study Notes published 03/27/20
• New Practice Question Set published 04/13/20

R60 - Ang, Chapter 13

• New Study Notes published 03/24/20

Risk Management & Investment Management

R61 - Ang, Chapters 6, 7 & 10

• Updated Study Notes published 03/04/20

Risk Management Topic Review

• Interactive quiz published 03/02/20

Current Issues

R68 - "The Impact of Blockchain Technology on Finance: A Catalyst for Change”

• New practice question set published 08/12/20

R69 - "FinTech and Market Structure in financial services”

• New practice question set published 08/20/20

R70 - "Fintech credit markets around the world: size, drivers and policy issues”

• New practice question set published 08/26/20

R71 - "Sound Practices: Implications of fintech developments for banks and bank supervisors ”

• New practice question set published 09/08/20

R72 - "The Rise of Digital Money”

• New practice question set published 09/08/20

R76 - “Climate Change and Financial Risk”

• New practice question set published 09/16/20

R77 - "Beyond LIBOR"

• New practice question set published 09/30/20

Part 2 Review

• Part 2 Mock Exam published 07/17/20
• Part 2 interactive portion of mock exam published 10/08/20
• Part 2 Mock Exam updated to v5.3 10/21/20 (question 80 replaced, as it was a duplicate)

 

[Nicole Seaman]

Updated Study Notes Published on 02/05/20

Market Risk Measurement & Management

• R1 - Dowd, Chapters 3, 4 & 7
• R2 - Jorion, Chapters 6 & 11
• R4 - Meissner, Chapters 1, 2 & 5
• R5 - Tuckman, Chapters 6, 7, 8, 9 & 10
• R7 - Hull RMFI, Chapter 18

Credit Risk Measurement & Management

• R8 - Golin, Chapters 1 & 2
• R9 - Schroeck, Chapter 5
• R12 - Malz, Chapters 7, 8 & 9

 

[Nicole Seaman]

Updated Study Notes Published on 02/06/20

Operational & Integrated Risk Management

• R21 - Implementing Robust Risk Appetite Frameworks

Liquidity & Treasury Risk Management

• R46 - Venkat, Chapter 6
• R47 - Rose, Chapter 10 & 11
• R48 - Venkat, Chapter 4
• R49 - Castagna, Chapter 6
• R51 - Venkat, Chapter 3
• R53 - Venkat, Chapter 7
• R54 - Rose, Chapter 12 & 13
• R56 - Grant, Liquidity Transfer Pricing
• R57 - McGuire, US Dollar Shortage in Global Banking
• R58 - Borio, Covered Interest Rate Parity Lost

 

[Nicole Seaman]

Updated and New Practice Question Sets Published on 02/07/20

Credit Risk Measurement & Management

• R13 - Gregory, Chapters 4, 5, 6, 7, 9, 14 & 17 (Updated)
  • P2.T6.900. Counterparty risk and xVA (Chapter 4)
  • P2.T6.901. Credit exposure and valuation adjustments (Chapter 4)
  • P2.T6.902. xVA components (Chapter 4)
  • P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Chapter 5)
  • P2.T6.904. Trade compression and termination events (Chapter 5)
  • P2.T6.905. ISDA Master Agreement and credit support annex (Chapter 6)
  • P2.T6.906. Features of a collateralization agreement (Chapter 6)
  • P2.T6.907. Collateral and the margin period of risk (Chapter 6)
  • P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Chapter 7)
  • P2.T6.909. Credit exposure metrics continued (expected positive exposure and effective exposure) (Chapter 7)
  • P2.T6.910. Credit exposure profiles (Chapter 7)
  • P2.T6.911. Impact of netting on exposure (Chapter 7)
  • P2.T6.912. The impact of collateral on counterparty risk and funding (Chapter 7)
  • P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Chapter 9)
  • P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Chapter 14)
  • P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Chapter 14)
  • P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Chapter 14)
  • P2.T6.917. Wrong way risk (Chapter 17)

Liquidity & Treasury Risk Management

• R47 - Rose, Chapter 10 & 11 (New set published)

 

[Nicole Seaman]

New Practice Question Sets Published on 02/11/20

Liquidity & Treasury Risk Management

• R48 - Venkat, Chapter 4
• R49 - Castagna, Chapter 6

 

[Nicole Seaman]

New Study Notes Published on 02/13/20

Operational & Integrated Risk Management

• R22 - Banking Conduct & Culture

 

[Nicole Seaman]

New Study Notes Published on 02/26/20

Operational & Integrated Risk Management

• R23 - Carretta, Risk Culture in Banking, Chapter 2

 

[Nicole Seaman]

New Practice Question Set Published on 02/26/20

Liquidity & Treasury Risk Management

• R52 - Choudhry, Chapter 14: Liquidity Risk Reporting and Stress Testing

 

[Nicole Seaman]

New Practice Question Set Published on 02/28/20

Liquidity & Treasury Risk Management

• R51 - Venkat, Chapter 3: Liquidity Stress Testing

New Study Notes Published 02/28/20

Operational & Integrated Risk Management

• R25 - Supervisory Guidance on Model Risk Management
• R34 - Mark Carey “Management of Risks Associated with Money Laundering and Financing of Terrorism,”
  

 

[Nicole Seaman]

The following Interactive quizzes have been published in their associated Topic Review section for Advanced and Professional members.

• Market Risk (T5)
• Credit Risk (T6)
• Operational Risk (T7)
• Risk Management (T8)

 

[Nicole Seaman]

Updated Study Notes Published on 03/04/20

Credit Risk Measurement & Management

• R13 - Gregory, Chapters 4, 5, 6, 7, 9, 14 & 17

Risk Management & Investment Management

• R61 - Ang, Chapters 6, 7 & 10

 

[Nicole Seaman]

New Practice Question Sets Published on 03/04/20

Liquidity & Treasury Risk Management

• R53 - Venkat, Chapter 7: Contingency Funding Planning

 

[Nicole Seaman]

New Practice Question Set Published on 03/19/20

Liquidity & Treasury Risk Management

• R54 - Rose, Chapters 12 & 13

 

[Nicole Seaman]

New Study Notes Published on 03/24/20

Liquidity & Treasury Risk Management

• R60 - Ang, Chapter 13

 

[Nicole Seaman]

New Practice Question Set Published on 03/24/20

Liquidity & Treasury Risk Management

• R56 - Grant, Liquidity Transfer Pricing

 

[Nicole Seaman]

New Study Notes Published on 03/27/20

Liquidity & Treasury Risk Management

• R59 - Rose, Bank Management & Financial Services, Chapter 7

 

[Nicole Seaman]

New Practice Question Set Published on 03/31/20

Liquidity & Treasury Risk Management

• R57 - McGuire, US Dollar Shortage in Global Banking

 

[Nicole Seaman]

New Practice Question Set Published on 04/07/20

Liquidity & Treasury Risk Management

• R58 - Borio, Covered Interest Rate Parity Lost

 

[Nicole Seaman]

New Study Notes Published 04/07/20

Operational & Integrated Risk Management

• R36 - Mark Carey "Capital Regulation Before the GFC"
• R37 - Mark Carey “Solvency, Liquidity and Other Regulation"

 

[Nicole Seaman]

New Practice Question Set Published on 04/13/20

Liquidity & Treasury Risk Management

• R59 - Rose, Bank Management & Financial Services, Chapter 7