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2010 FRM Part I Core Readings Course Pack
To order a copy, please click
here.
Member price (digital only): $275
Printed version (includes digital version): $359
Purchased printed versions will be sent end of January
Includes all readings that aren't freely available
Hull "Operational Risk" reading (chapter 18 of "Risk Management and Financial Institutions")
will be added shortly (no additional charge)
2010 FRM Part II Core Readings Course Pack
To order a copy, please click
here.
Member price (digital version only): $180
Printed version (includes digital version): $250
Purchased printed versions will be sent end of January
Includes all readings that aren't freely available
The FRM Handbook, 5th Edition
To order a copy, please click here.
The 5th edition includes the Financial Risk Manager Sample Review Test CD-ROM.
Order your copy today for only US$ 122.50 plus shipping cost (a 30% discount off
the list price of $175).
Free FRM Core Readings By Section
Part I
Foundations of Risk Management
René Stulz, "Risk Management Failures: What are They and When Do They Happen?" Fisher
College of Business Working Paper Series (Oct. 2008). Fisher College of Business
Working Paper No. 2008-03-017.
GARP
Code of Conduct
Valuation and Risk Models
"Principles for Sound Stress Testing Practices and Supervision" (Basel
Committee on Banking Supervision Publication, May 2009)
Part II
Credit Risk Measurement and Management
Adam Ashcroft and Til Schuermann, "Understanding the Securitization of Subprime Mortgage
Credit" , Federal Reserve Bank of New York Staff Reports, no. 318
(March 2008).
Eduardo Canabarro and Darrell Duffie, "Measuring and Marking Counterparty Risk" in
ALM of Financial Institutions, ed. Leo Tilman (London: Euromoney Institutional Investor,
2003).
Darrell Duffie, "Innovations in Credit Risk Transfer: Implications
for Financial Stability" (July 2008) .
Studies on credit risk concentration: an overview of the issues and a synopsis of
the results from the Research Task Force project" (Basel Committee
on Banking Supervision Publication, November 2006).
Operational and Integrated Risk Management
Andrew Kuritzkes, Til Schuermann and Scott M. Weiner. "Risk Measurement, Risk Management
and Capital Adequacy in Financial Conglomerates" , in Brookings-Wharton
Papers on Financial Services Robert E. Litan and Richard Herring (eds) (Brookings
Institutional Press, Washington, DC: 2003).
Brian
Nocco and René Stulz, "Enterprise Risk Management: Theory and Practice" , Journal
of Applied Corporate Finance 18, No. 4 (2006): 8-20.
Falko
Aue and Michael Kalkbrener, "LDA at Work" Deutsche Bank White Paper,
2007.
Til Schuermann and Andrew Kuritzkes, "What We Know, Don't Know and Can't Know About
Bank Risk: A View from the Trenches" , (March 2008).
"Principles
for Sound Liquidity Risk Management and Supervision" (Basel Committee
on Banking Supervision Publication, September 2008).
"Range of practices and issues in economic capital modeling" (Basel
Committee on Banking Supervision Publication, March 2009)
Readings for Basel Reference
"Basel
II: International Convergence of Capital Measurement and Capital Standards: A Revised
Framework-Comprehensive Version" (Basel Committee on Banking Supervision
Publication, June 2006).
"Supervisory guidance for assessing banks' financial instrument fair value practices" (Basel
Committee on Banking Supervision Publication, April 2009).
"Guidelines for computing capital for incremental risk in the trading
book -final version" (Basel Committee on Banking Supervision Publication,
July 2009).
"Revisions to the Basel II market risk framework -final version" (Basel
Committee on Banking Supervision Publication, July 2009).
Risk Management and Investment Management
René
Stulz, "Hedge Funds: Past, Present and Future." Fisher College of Business
Working Paper No. 2007-03-003; Charles A Dice Center WP No. 2007-3.
Manmohan Singh and James Aitken, "Deleveraging after Lehman -- Evidence from Reduced
Rehypothecation" , (March 2009).
Stephen Dimmock and William Gerken, "Finding Bernie Madoff: Detecting Fraud by Investment
Managers" , (December 2009).
Current Issues in Financial Markets
Gary Gorton, "The Panic of 2007" , (August 2008).
Raghuram Rajan, "Has Financial Development Made The World Riskier?" (September
2005).
Senior
Supervisory Group, "Observations on Risk Management Practices during the Recent
Market Turbulence," (March 2008).
UBS,
"Shareholder Report on UBS?s Write-Downs" , (April 2008).
Martin Hellwig, "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage
Financial Crisis" , (November 2008). MPI Collective Goods Preprint, No.
2008/43.
Carmen Reinhart and Kenneth Rogoff, "This Time is Different: A Panoramic View of
Eight Centuries of Financial Crises" , (April 2008).
Darrell Duffie, "The Failure Mechanics of Dealer Banks" , (June 2009).
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