WIFE Week in risk (ending September 16th)

David Harper CFA FRM

David Harper CFA FRM
Staff member
New Practice Questions
  • P1.T4.816. Black-Scholes-Merton (BSM) for dividend-paying stocks and the early exercise decision for American-style options (Hull Ch.15) https://trtl.bz/2O81g1P
  • P2.T7.810. Stress testing banks (Schuermann) https://trtl.bz/2x5KVEj
New YouTube
In the forum

Crisis anniversary
Risk and banking
  • [GARP] Normal Catastrophes: Large-Scale Disasters Make Their Way into Risk Management Consciousness https://trtl.bz/2OrBeqt This dense article is chock-full of useful references
  • Risk, Uncertainty and Ignorance in Investing and Business – Lessons from Richard Zeckhauser https://trtl.bz/2OArYAk
  • The Catastrophe Bond Business Is Booming https://trtl.bz/2NMvXwI
  • Understanding your Net Interest Margin (NIM) by Moorad Choudhry (T6 FRM author of An Introduction to Securitization) https://btrm.org/thought-leadership
  • Speaking of Moorad Choudhry, his latest book looks like a keeper: The Moorad Choudhry Anthology: Past, Present and Future Principles of Banking and Finance https://amzn.to/2xmNcdB
  • Do You Know How Your Treasury Trades Are Cleared and Settled? https://trtl.bz/2OADH1O
Case studies
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