Includes all 2012 FRM Part 1 readings Member price: $250 + shipping Non-member price: $325 + shipping This is only available as a set of books.
Includes all 2012 FRM Part 1 readings
Includes Part II Core Readings EAccess Member price: $340 Non-member price: $450 Printed&EAccess Member price: $440 + shipping Non-member price: $550 + shipping
Includes Part II Core Readings EAccess
EAccess Member price: $120 Non-member price: $156 Printed&EAccess Member price: $155 + shipping Non-member price: $191 + shipping
EAccess
FRM Part I - Topics and Readings
Foundations of Risk Management
Casualty Actuarial Society, Enterprise Risk Management Committee, "Overview of Enterprise Risk Management," May 2003.
René Stulz, "Risk Management Failures: What are They and When Do They Happen?" Fisher College of Business Working Paper Series (Oct. 2008).
GARP Code of Conduct.
Valuation and Risk Models
"Principles for Sound Stress Testing Practices and Supervision" (Basel Committee on Banking Supervision Publication, May 2009).
FRM Part II - Topics and Readings
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).
Operational and Integrated Risk Management
"Range of practices and issues in economic capital frameworks" (Basel Committee on Banking Supervision Publication, March 2009).
Brian Nocco and René Stulz, "Enterprise Risk Management: Theory and Practice," Journal of Applied Corporate Finance 18, No. 4 (2006): 8 - 20.
De Fontnouvelle, Patrick, Eric S. Rosengren and John S. Jordan, 2006. "Implications of Alternative Operational Risk Modeling Techniques." Ch.10 in Mark Carey and René Stulz (eds.), Risks of Financial Institutions, NBER, 475-505. And comment by Andrew Kuritzkes 505-511.
Duffie, Darrell, 2010. "Failure Mechanics of Dealer Banks." Journal of Economic Perspectives 24:1, 51-72.
Basel Readings
"Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework - Comprehensive Version" (Basel Committee on Banking Supervision Publication, June 2006).
"Basel III: A global regulatory framework for more resilient banks and banking systems" (Basel Committee on Banking Supervision Publication, June 2011).
"Basel III: International framework for liquidity risk measurement, standards and monitoring" (Basel Committee on Banking Supervision Publication, December 2010).
"Revisions to the Basel II market risk framework - Updated as of 31 December 2010" (Basel Committee on Banking Supervision Publication, February 2011).
"Developments in Modelling Risk Aggregation" (Basel Committee on Banking Supervision Publication, October 2010).
Risk Management and Investment Management
Fama, Eugene and Kenneth French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives 18:3, 25-46.
Stephen Brown, William Goetzmann, Bing Liang, Christopher Schwarz, "Trust and Delegation", May 28, 2010.
Greg N. Gregoriou and Franciois-Serge Lhatant, "Madoff: A Riot of Red Flags," December, 2008.
Amir E. Khandani and Andrew W. Lo, "An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios", June 24, 2009.
Andrew W. Lo, "Risk Management for Hedge Funds: Introduction and Overview", Financial Analysts Journal, Vol. 57., No. 6 (Nov. - Dec., 2001), pp. 16-33.
Current Issues in Financial Markets
Gregory Connor, Thomas Flavin, and Brian O'Kelly, "The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features".
Report to the Boards of Directors of Allied Irish Banks, P.L.C., Allfirst Financial Inc., and Allfirst Bank concerning currency trading losses submitted by Promontory Financial Group and Wachtell, Lipton, Rosen & Katz (March 12, 2002).
Gary Gorton, "Slapped in the Face by the Invisible Hand: Banking and the Panic of 2007+," (May 9, 2009). ".
IMF, "Global Financial Stability Report (Summary Version)", (September 2011).
Chapter 3 - Toward Operationalizing Macroprudential Policies: When to Act? (excluding Annex) .
