Course 2022 Part 2 New and Updated Published Materials

Status
Not open for further replies.

Nicole Seaman

Director of FRM Operations
Staff member
This thread is to give our members a quick reference to the new and updated Part 2 materials that we publish throughout the 2022 exam year. We will include the date that the materials were updated or published so you know that you are using the most up-to-date materials. To follow this thread, click on "Watch" in the upper right corner of the page.

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-2022.24092/.

Market Risk Measurement & Management


MR-1 (R1) Dowd, Measuring Market Risk: Chapters 3, 4 & 7
  • Updated study notes 02/24/22 to v21-3
    • Edited pages 12 to 14 to include info from forum
  • Updated PQ set 03/28/22 to v11
    • Added new PQs (22.1-22.6)
    • Typo fixed in 707.3 (option D)
    • Typo fixed in question 711.2 (options c and d)
    • Typo fixed in questions 804.1 and 804.3
MR-4 (R2) Jorion, Value at Risk
  • Study notes updated 03/30/22 to v5
    • p3: added key concepts summary
    • p22: replaced exhibit
    • p23: replaced exhibit; minor text wordsmithing
    • p24: replaced exhibits and changed associated text (very minor adjustments, all due to increased precision of risk factors)
    • p25 replaced exhibit, updated numbers (slight precision)
    • p26 replaced exhibit
    • p 27 new exhibit
    • p 28 new exhibit and edited text
    • p 29 to 31 new pages (addressing the final LOS)
  • Practice Question Set Updated to v11 on 04/29/22
    • Added 22.7 and 22.8 to PQ set
MR-6 (R3) Messages from the Academic Literature on Risk Measurement for the Trading Book
  • New instructional video published 04/28/22
MR-7 (R4) Meissner, Correlation Risk Modeling and Management Chapters 1, 2 & 5
  • Updated study notes 02/24/22 to v21 (Intro summary added)
MR-10 (R5) Tuckman, Fixed Income Securities, Chapters 6, 7, 8, 9 & 10
  • Updated study notes 02/24/22 to v5-7 (Intro summary added)

Credit Risk Measurement & Management

CR-1 (R8) Golin, The Bank Credit Analysis Handbook, Chapters 1 & 2

  • Updated study notes 02/24/22 to v3-2 (Intro summary added)
  • Instructional Video Updated 05/11/22
CR-3 (R9) Schroeck, Chapter 5: Capital Structure in Banks
  • Updated study notes 02/24/22 to v3-3 (Intro summary added)
  • New instructional video published 05/23/22
CR-5 (R11) Stulz, Chapter 18: Credit Risks and Credit Derivatives
  • New instructional video published 06/03/22
CR-6 (R12) Malz, Chapter 7: Spread Risk and Default Intensity Models
  • New instructional video published 06/13/22
Operational and Integrated Risk Management

ORR-5 (R22) Banking Conduct and Culture
  • Published updated study notes 05/24/22 as v5
    • Added new learning objective
ORR-23 (R40) Coburn, Chapter 8: The Cyber-Resilient Organization
  • Published new study notes 02/24/22 as v3
ORR-24 (R41) Cyber-resilience: Range of practices
  • Published new study notes 05/26/22 as v3
ORR-25 (R42) “Operational resilience: Impact tolerance for important business services”
  • Published new study notes 05/26/22 as v3
ORR-26 (R43) “Principles for Operational Resilience”
  • Published new study notes 05/26/22 as v3
ORR-27 (R44) Wyman, Striving for Operational Resilience
  • Published new study notes 05/26/22 as v3

Liquidity and Treasury Risk Measurement and Management

LTR-1 (R46) Malz, Chapter 12: Liquidity and Leverage

  • Published new study notes 06/03/22 as v3

Current Issues

[CI-1] (R69): Aziz, S. and M. Dowling - Machine Learning
  • New practice question set published 12/15/21
  • Study Notes published 03/30/22
[CI-2] (R70): "Artificial Intelligence Risk & Governance
  • New practice question set published 12/15/21
  • Study Notes published 03/30/22
[CI-3] (R71): "Covid-19 and cyber risk in the financial sector"
  • New practice question set published 12/15/21
  • Study Notes published 03/30/22
[CI-4] (R72): "Holistic Review of the March Market Turmoil"
  • New practice question set published 01/21/22
  • Study Notes published 03/31/22
[CI-5] (R73): "LIBOR transition Case studies for navigating conduct risks"
  • New practice question set published 01/21/22
  • Study Notes published 04/01/22
[CI-7] (R75): "Climate-related risk drivers and their transmission channels"
  • New practice question set published 03/30/22
  • Study Notes published 04/01/22
[CI-8] (R76): "The rise of digital money"
  • New practice question set published 03/30/22
  • Study Notes published 04/01/22
 
Last edited:

Nicole Seaman

Director of FRM Operations
Staff member
Market Risk Measurement & Management

MR-1 (R1) Dowd, Measuring Market Risk: Chapters 3, 4 & 7

  • Updated study notes 02/24/22 to v21-3 (Edited pages 12 to 14 to include info from forum)
MR-7 (R4) Meissner, Correlation Risk Modeling and Management Chapters 1, 2 & 5
  • Updated study notes 02/24/22 to v21 (Intro Summary Added)
MR-10 (R5) Tuckman, Fixed Income Securities, Chapters 6, 7, 8, 9 & 10
  • Updated study notes 02/24/22 to v5-7 (Intro Summary Added)

Credit Risk Measurement & Management

CR-1 (R8) Golin, The Bank Credit Analysis Handbook, Chapters 1 & 2

  • Updated study notes 02/24/22 to v3-2 (Intro Summary Added)
CR-3 (R9) Schroeck, Chapter 5: Capital Structure in Banks
  • Updated study notes 02/24/22 to v3-3 (Intro Summary Added)
 
Last edited:

Nicole Seaman

Director of FRM Operations
Staff member
Operational and Integrated Risk Management

ORR-23 (R40) Coburn, Chapter 8: The Cyber-Resilient Organization

  • Published new study notes 02/24/22 as v3
 

Nicole Seaman

Director of FRM Operations
Staff member
Market Risk Measurement & Management

MR-1 (R1) Dowd, Measuring Market Risk: Chapters 3, 4 & 7
  • Updated PQ set 03/28/22 to v11
    • Added new PQs (22.1-22.6)
    • Typo fixed in 707.3 (option D)
    • Typo fixed in question 711.2 (options c and d)
    • Typo fixed in questions 804.1 and 804.3
 

Nicole Seaman

Director of FRM Operations
Staff member
Market Risk Measurement & Management

MR-4 (R2) Jorion, Value at Risk

  • Study notes updated 03/30/22 to v5
    • p3: added key concepts summary
    • p22: replaced exhibit
    • p23: replaced exhibit; minor text wordsmithing
    • p24: replaced exhibits and changed associated text (very minor adjustments, all due to increased precision of risk factors)
    • p25 replaced exhibit, updated numbers (slight precision)
    • p26 replaced exhibit
    • p 27 new exhibit
    • p 28 new exhibit and edited text
    • p 29 to 31 new pages (addressing the final LOS)
 

Nicole Seaman

Director of FRM Operations
Staff member
Current Issues

[CI-7] (R75): "Climate-related risk drivers and their transmission channels"

  • New practice question set published 03/30/22
[CI-8] (R76): "The rise of digital money"
  • New practice question set published 03/30/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Current Issues

[CI-1] (R69): Aziz, S. and M. Dowling - Machine Learning
  • Study Notes published 03/30/22
[CI-2] (R70): "Artificial Intelligence Risk & Governance
  • Study Notes published 03/30/22
[CI-3] (R71): "Covid-19 and cyber risk in the financial sector"
  • Study Notes published 03/30/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Current Issues

[CI-4] (R72): "Holistic Review of the March Market Turmoil"
  • Study Notes published 03/31/22
[CI-5] (R73): "LIBOR transition Case studies for navigating conduct risks"
  • Study Notes published 04/01/22
[CI-7] (R75): "Climate-related risk drivers and their transmission channels"
  • Study Notes published 04/01/22
[CI-8] (R76): "The rise of digital money"
  • Study Notes published 04/01/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Market Risk Measurement & Management

MR-6 (R3) Messages from the Academic Literature on Risk Measurement for the Trading Book

  • New instructional video published 04/28/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Market Risk Measurement & Management

MR-4 (R2) Jorion, Value at Risk

  • Practice Question Set Updated to v11 on 04/29/22
    • Added 22.7 and 22.8 to PQ set
 

Nicole Seaman

Director of FRM Operations
Staff member
Credit Risk Measurement & Management

CR-1 (R8) Golin, The Bank Credit Analysis Handbook, Chapters 1 & 2

  • Instructional Video Updated 05/11/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Credit Risk Measurement & Management

CR-3 (R9) Schroeck, Chapter 5: Capital Structure in Banks
  • New instructional video published 05/23/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Operational and Integrated Risk Management

ORR-5 (R22) Banking Conduct and Culture
  • Published updated study notes 05/24/22 as v5
    • Added new learning objective
 

Nicole Seaman

Director of FRM Operations
Staff member
Operational and Integrated Risk Management

ORR-24 (R41) Cyber-resilience: Range of practices
  • Published new study notes 05/26/22 as v3
ORR-25 (R42) “Operational resilience: Impact tolerance for important business services”
  • Published new study notes 05/26/22 as v3
ORR-26 (R43) “Principles for Operational Resilience”
  • Published new study notes 05/26/22 as v3
ORR-27 (R44) Wyman, Striving for Operational Resilience
  • Published new study notes 05/26/22 as v3
 
Last edited:

Nicole Seaman

Director of FRM Operations
Staff member
Credit Risk Measurement & Management

CR-5 (R11) Stulz, Chapter 18: Credit Risks and Credit Derivatives

  • New instructional video published 06/03/22
 

Nicole Seaman

Director of FRM Operations
Staff member
Liquidity and Treasury Risk Measurement and Management

LTR-1 (R46) Malz, Chapter 12: Liquidity and Leverage

  • Published new study notes 06/03/22 as v3
 

Nicole Seaman

Director of FRM Operations
Staff member
Credit Risk Measurement & Management

CR-6 (R12) Malz, Chapter 7: Spread Risk and Default Intensity Models

  • New instructional video published 06/13/22
 
Status
Not open for further replies.
Top