2021 Part 1 New and Updated Published Materials

[Nicole Seaman]

Financial Markets & Products

FMP 17 - Chapter 17. Corporate Bonds

• Study Notes Updated to v3 06/30/21

 

[Nicole Seaman]

Quantitative Analysis

Interactive Quiz

• Quiz and PDF updated 07/16/21 to v5.5 to fix errors

 

[Nicole Seaman]

Foundations of Risk

Interactive Quiz

• Quiz and PDF updated 07/16/21 to v5.3 to fix errors

 

[Nicole Seaman]

Financial Markets & Products

Interactive Quiz

• Quiz and PDF updated 07/19/21 to v5.6 to fix errors

 

[Nicole Seaman]

Valuation and Risk Models

Interactive Quiz

• Quiz and PDF updated 07/20/21 to v5.2 to fix errors

 

[Nicole Seaman]

Foundations of Risk Management

FRM-5: Chapter 5. Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)

• Study notes updated to v3-6 on 07/26/21 to fix error

 

[Nicole Seaman]

Foundations of Risk Management

FRM 1 - Chapter 1. The Building Blocks of Risk Management

• Study notes updated to v5-2 on 08/02/21 (pages 7 & 8 only)

 

[Nicole Seaman]

Foundations of Risk Management

FRM-7: Chapter 7. Risk Data Aggregation and Reporting Principles

• Study Notes updated as v5 on 08/02/21

 

[Nicole Seaman]

Financial Markets & Products

FMP 20 - Chapter 20. Swaps

• Study Notes updated to v3 on 08/02/21

 

[Nicole Seaman]

Valuation and Risk Models

VRM-1 - Chapter 1. Measures of Financial Risk

• Study notes updated 08/17/21 to v3.1 to fix errors on page 20

VRM-2 - Chapter 2. Calculating and Applying VaR

• Study notes updated 08/17/21 to v5

VRM-14 - Chapter 14. Binomial Trees

• Study Notes updated 8/17/21 to v3

VRM-15 - Chapter 15. The Black-Scholes-Merton Model

• Study notes updated 08/17/21 to v5

VRM-16 - Chapter 16. Option Sensitivity Measures: The “Greeks”

• Study Notes updated 8/17/21 to v3

 

[Nicole Seaman]

Financial Markets & Products

FMP-2: Chapter 2. Insurance Companies and Pension Plans

• Study Notes updated 09/08/21 to v3-2 to fix error on page 14

 

[Nicole Seaman]

Valuation and Risk Models

VRM-4 - Chapter 4 - Credit Ratings

• Study notes updated09/27/21 to v5 to fix errors
  • Page 14: "Unconditional PD" in the formula corrected to "Conditional PD"
  • Page 21: in the second last paragraph the word "qualitative" corrected to "quantitative"

VRM-6 - Chapter 6 - Credit Risk and Capital Modeling

• Study notes updated 09/27/21 to v5 to fix errors
  • Page 12, expected loss formula corrected: EL = PD × LR = PD × (1 - RR)

 

[Nicole Seaman]

Valuation and Risk Models

VRM-10 - Chapter 10 - Interest Rates

• Study notes updated 09/28/21 to v3.3 to fix formula error on page 8