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| 2009 Financial Risk Manager (FRM) Program | | | | Course Pack Title: 2009 FRM Full Exam Core Readings Course Pack | | | | Reading Title: | Capital Allocation and Performance Measurement | | | Author: | Crouhy, Michel | | | | Book Title: | Risk Management |  | | | Chapter: | 14 | |
| | Reading Title: | Case Studies | | | Author: | Gallati, Reto | | | | Book Title: | Risk Management and Capital Adequacy | | | | Chapter: | 6 | |
| | Reading Title: | Funds of Hedge Funds | | | Author: | Jaeger, Lars | | | | Book Title: | The New Generation of Risk Management for Hedge Funds and Private Equity Investments | | | | Chapter: | 6 | |
| | Reading Title: | Style Drifts: Monitoring, Detection and Control | | | Author: | Jaeger, Lars | | | | Book Title: | The New Generation of Risk Management for Hedge Funds and Private Equity Investments | | | | Chapter: | 27 | |
| | Reading Title: | Bond Prices, Discount Factors, and Arbitrage | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 1 | |
| | Reading Title: | Bond Prices, Spot Rates, and Forward Rates | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 2 | |
| | Reading Title: | Yield-to-Maturity | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 3 | |
| | Reading Title: | One-Factor Measures of Price Sensitivity | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 5 | |
| | Reading Title: | Measures of Price Sensitivity Based on Parallel Yield Shifts | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 6 | |
| | Reading Title: | Key Rate and Bucket Exposures | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 7 | |
| | Reading Title: | The Science of Term Structure Models | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 9 | |
| | Reading Title: | Mortgage-Backed Securities | | | Author: | Tuckman, Bruce | | | | Book Title: | Fixed Income Securities: Tools for Today`s Markets | | | | Chapter: | 21 | |
| | Reading Title: | The Capital Asset Pricing Model and its Application to Performance Measurement | | | Author: | Amenc, Noel | | | | Book Title: | Portfolio Theory and Performance Analysis | | | | Chapter: | 4 | |
| | Reading Title: | Risk Monitoring and Performance Measurement | | | Author: | Litterman, Robert | | | | Book Title: | Modern Investment Management: An Equilibrium Approach | | | | Chapter: | 17 | |
| | Reading Title: | Quantifying volatility in VaR models | | | Author: | Allen, Linda | | | | Book Title: | Understanding Market, Credit, and Operational Risk: The Value at Risk Approach | | | | Chapter: | 2 | |
| | Reading Title: | Putting VaR to work | | | Author: | Allen, Linda | | | | Book Title: | Understanding Market, Credit, and Operational Risk: The Value at Risk Approach | | | | Chapter: | 3 | |
| | Reading Title: | Extending the VaR approach to operational risks | | | Author: | Allen, Linda | | | | Book Title: | Understanding Market, Credit, and Operational Risk: The Value at Risk Approach | | | | Chapter: | 5 | |
| | Reading Title: | Commodity Forwards and Futures | | | Author: | McDonald, Robert | | | | Book Title: | Derivatives Markets, 2nd Edition | | | | Chapter: | 6 | |
| | Reading Title: | Investors and Risk Management | | | Author: | Stulz, Rene | | | | Book Title: | Risk Management and Derivatives | | | | Chapter: | 2 | |
| | Reading Title: | Creating Value with Risk Management | | | Author: | Stulz, Rene | | | | Book Title: | Risk Management and Derivatives | | | | Chapter: | 3 | |
| | Reading Title: | Credit Risks and Credit Derivatives | | | Author: | Stulz, Rene | | | | Book Title: | Risk Management and Derivatives | | | | Chapter: | 18 | |
| | Reading Title: | Model Risk | | | Author: | Dowd, Kevin | | | | Book Title: | Measuring Market Risk, 2nd Edition | | | | Chapter: | 16 | |
| | Reading Title: | External and Internal Ratings | | | Author: | De Servigny, Arnaud | | | | Book Title: | Measuring and Managing Credit Risk | | | | Chapter: | 2 | |
| | Reading Title: | Default Risk: Quantitative Methodologies | | | Author: | De Servigny, Arnaud | | | | Book Title: | Measuring and Managing Credit Risk | | | | Chapter: | 3 | |
| | Reading Title: | Loss Given Default | | | Author: | De Servigny, Arnaud | | | | Book Title: | Measuring and Managing Credit Risk | | | | Chapter: | 4 | |
| | Reading Title: | Regulation | | | Author: | De Servigny, Arnaud | | | | Book Title: | Measuring and Managing Credit Risk | | | | Chapter: | 10 | |
| | Reading Title: | Individual Hedge Fund Strategies | | | Author: | Jaeger, Lars | | | | Book Title: | Through the Alpha Smoke Screens: A Guide to Hedge Fund Return Sources | | | | Chapter: | 5 | |
| | Reading Title: | Extending the VaR Approach to Non-Tradable Loans | | | Author: | Allen, Linda | | | | Book Title: | Understanding Market, Credit, and Operational Risk: The Value at Risk Approach | | | | Chapter: | 4 | |
| | Reading Title: | Portfolio Risk: Analytical Methods | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 7 | |
| | Reading Title: | VaR Mapping | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 11 | |
| | Reading Title: | Monte Carlo Methods | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 12 | |
| | Reading Title: | Stress Testing | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 14 | |
| | Reading Title: | VaR and Risk Budgeting in Investment Management | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 17 | |
| | Reading Title: | Securitization | | | Author: | Culp, Christopher | | | | Book Title: | Structured Finance and Insurance: The Art of Managing Capital and Risk | | | | Chapter: | 16 | |
| | Reading Title: | Loan Portfolios and Expected Loss | | | Author: | Ong, Michael | | | | Book Title: | Internal Credit Risk Models: Capital Allocation and Performance Measurement | | | | Chapter: | 4 | |
| | Reading Title: | Unexpected Loss | | | Author: | Ong, Michael | | | | Book Title: | Internal Credit Risk Models: Capital Allocation and Performance Measurement | | | | Chapter: | 5 | |
| | Reading Title: | Aligning Basel II Operational Risk and Sarbanes-Oxley 404 Projects | | | Author: | Davis, Ellen | | | | Book Title: | Operational Risk: Practical Approaches | | | | Chapter: | 12 | |
| | Reading Title: | The Nature and Scope of Econometrics | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 1 | |
| | Reading Title: | Review of Statistics: Probability and Probability Distributions | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 2 | |
| | Reading Title: | Characteristics of Probability Distributions | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 3 | |
| | Reading Title: | Some Important Probability Distributions | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 4 | |
| | Reading Title: | Statistical Inference: Estimation and Hypothesis Testing | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 5 | |
| | Reading Title: | Basic Ideas of Linear Regression: the Two-Variable Model | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 6 | |
| | Reading Title: | The Two-Variable Model: Hypothesis Testing | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 7 | |
| | Reading Title: | Multiple Regression: Estimation and Hypothesis Testing | | | Author: | Gujarati, Damodar N. | | | | Book Title: | Essentials of Econometrics | | | | Chapter: | 8 | |
| | Reading Title: | Performance Analysis | | | Author: | Grinold, Richard | | | | Book Title: | Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition | | | | Chapter: | 17 | |
| | Reading Title: | The Need for Risk Managememt | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 1 | |
| | Reading Title: | Foreign Exchange Risk | | | Author: | Cornett, Marcia Millon | | | | Book Title: | Financial Institutions Management: A Risk Management Approach, 6th Edition | | | | Chapter: | 14 | |
| | Reading Title: | Sovereign Risk | | | Author: | Cornett, Marcia Millon | | | | Book Title: | Financial Institutions Management: A Risk Management Approach, 6th Edition | | | | Chapter: | 15 | |
| | Reading Title: | Liquidity Risk | | | Author: | Cornett, Marcia Millon | | | | Book Title: | Financial Institutions Management: A Risk Management Approach, 6th Edition | | | | Chapter: | 17 | |
| | Reading Title: | Portfolio Construction | | | Author: | Grinold, Richard | | | | Book Title: | Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition | | | | Chapter: | 14 | |
| | Reading Title: | Corporate Bonds | | | Author: | Fabozzi, Frank | | | | Book Title: | The Handbook of Fixed Income Securities, 7th Edition | | | | Chapter: | 13 | |
| | Reading Title: | Valuation of Mortgage-Backed Securities | | | Author: | Fabozzi, Frank | | | | Book Title: | The Handbook of Mortgage Backed Securities, 6th Edition | | | | Chapter: | 31 | |
| | Reading Title: | An Overview of Mortgages and the Mortgage Market | | | Author: | Fabozzi, Frank | | | | Book Title: | The Handbook of Mortgage Backed Securities, 6th Edition | | | | Chapter: | 1 | |
| | Reading Title: | Discrete Probability Distributions | | | Author: | Fabozzi, Frank | | | | Book Title: | Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option PRicing | | | | Chapter: | 2 | |
| | Reading Title: | Continuous Probability Distributions | | | Author: | Fabozzi, Frank | | | | Book Title: | Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option PRicing | | | | Chapter: | 3 | |
| | Reading Title: | Credit Derivatives and Credit Linked Notes | | | Author: | Culp, Christopher | | | | Book Title: | Structured Finance and Insurance: The Art of Managing Capital and Risk | | | | Chapter: | 12 | |
| | Reading Title: | The Structuring Process | | | Author: | Culp, Christopher | | | | Book Title: | Structured Finance and Insurance: The Art of Managing Capital and Risk | | | | Chapter: | 13 | |
| | Reading Title: | Structural Hubs: Clearinghouses, Derivative Product Companies and Exchanges | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 5 | |
| | Reading Title: | The Rating Agencies | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 6 | |
| | Reading Title: | Introduction to Portfolio Approaches | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 18 | |
| | Reading Title: | Economic Capital and Capital Allocation | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 19 | |
| | Reading Title: | Application of Portfolio Approaches | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 20 | |
| | Reading Title: | Country Risk Models | | | Author: | Altman, Edward I. | | | | Book Title: | Managing Credit Risk: The Great Challenge for Global Financial Markets, 2nd Edition | | | | Chapter: | 23 | |
| | Reading Title: | Fundamentals of Commodity Spot and Futures Markets: Instruments, Exchanges and Strategies | | | Author: | Geman, Helyette | | | | Book Title: | Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy | | | | Chapter: | 1 | |
| | Reading Title: | Measures of Financial Risk | | | Author: | Dowd, Kevin | | | | Book Title: | Measuring Market Risk, 2nd Edition | | | | Chapter: | 2 | |
| | Reading Title: | Cash Collateralized Debt Obligations | | | Author: | Culp, Christopher | | | | Book Title: | Structured Finance and Insurance: The Art of Managing Capital and Risk | | | | Chapter: | 17 | |
| | Reading Title: | Modeling Dependence: Correlations and Copulas | | | Author: | Dowd, Kevin | | | | Book Title: | Measuring Market Risk, 2nd Edition | | | | Chapter: | 5 | |
| | Reading Title: | Parametric Approaches (II): Extreme Value | | | Author: | Dowd, Kevin | | | | Book Title: | Measuring Market Risk, 2nd Edition | | | | Chapter: | 7 | |
| | Reading Title: | Estimating Liquidity Risks | | | Author: | Dowd, Kevin | | | | Book Title: | Measuring Market Risk, 2nd Edition | | | | Chapter: | 14 | |
| | Reading Title: | Synthetic Collateralized Debt Obligations | | | Author: | Culp, Christopher | | | | Book Title: | Structured Finance and Insurance: The Art of Managing Capital and Risk | | | | Chapter: | 18 | |
| | Reading Title: | Expected Returns and the Arbitrage Pricing Theory | | | Author: | Grinold, Richard | | | | Book Title: | Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk, 2nd Edition | | | | Chapter: | 7 | |
| | Reading Title: | Backtesting VAR | | | Author: | Jorion, Philippe | | | | Book Title: | Value at Risk: The New Benchmark for Managing Financial Risk, 3rd Edition | | | | Chapter: | 6 | |
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| | Individual Reading Total: | | Course Pack Price: |
| | GARP Member = US$498.95 | | GARP Member = US$400.00 |
| | Non-Member = US$597.50 | | Non-Member = US$500.00 |
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