Principles for Operational Resilience
After completing this reading, you should be able to: Define and describe operational... Read More
1. The Building Blocks of Risk Management
2. How Do Firms Manage Financial Risk?
3. The Governance of Risk Management
4. Credit Risk Transfer Mechanisms
5. Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM)
6. The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
7. Risk Data Aggregation and Reporting Principles
8. Enterprise Risk Management and Future Trends (Available for AnalystPrep Premium Users; Click Here)
9. Learning From Financial Disasters (Available for AnalystPrep Premium Users; Click Here)
10. Anatomy of the Great Financial Crisis of 2007-2009 (Available for AnalystPrep Premium Users; Click Here)
11. GARP Code of Conduct (Available for AnalystPrep Premium Users; Click Here)
1. Fundamentals of Probability
2. Random Variables
3. Common Univariate Random Variables
4. Multivariate Random Variables
5. Sample Moments
6. Hypothesis Testing
7. Linear Regression
8. Regression with Multiple Explanatory Variables
9. Regression Diagnostics
10. Stationary Time Series (Available for AnalystPrep Premium Users; Click Here)
11. Nonstationary Time Series (Available for AnalystPrep Premium Users; Click Here)
12. Measuring Return, Volatility, and Correlation (Available for AnalystPrep Premium Users; Click Here)
13. Simulation and Bootstrapping (Available for AnalystPrep Premium Users; Click Here)
1. Banks
2. Insurance Companies and Pension Plans
3. Fund Management
4. Introduction to Derivatives
5. Exchanges and OTC Markets
6. Central Clearing
7. Futures Markets
8. Using Futures for Hedging
9. Foreign Exchange Markets
10. Pricing Financial Forwards and Futures
11. Commodity Forwards and Futures
12. Options Markets
13. Properties of Options
14. Trading Strategies
15. Exotic Options
16. Properties of Interest Rates
17. Corporate Bonds (Available for AnalystPrep Premium Users; Click Here)
18. Mortgages and Mortgage-backed Securities (Available for AnalystPrep Premium Users; Click Here)
19. Interest Rate Futures (Available for AnalystPrep Premium Users; Click Here)
20. SWAPS (Available for AnalystPrep Premium Users; Click Here)
1. Measures of Financial Risk
2. Calculating and Applying VaR
3. Measuring and Monitoring Volatility
4. External and Internal Ratings
5. Country Risk
6. Measuring Credit Risk
7. Operational Risk
8. Stress-Testing
9. Pricing Conventions, Discounting, and Arbitrage
10. Interest Rates
11. Bond Yields and Return Calculations
12. Applying Duration, Convexity, and DV01
13. Modeling and Hedging Non-Parallel Term Structure Shifts (Available for AnalystPrep Premium Users; Click Here)
14. Binomial Trees (Available for AnalystPrep Premium Users; Click Here)
15. The Black-Scholes-Merton Model (Available for AnalystPrep Premium Users; Click Here)
16. Option Sensitivity Measures: The “Greeks” (Available for AnalystPrep Premium Users; Click Here)