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No Subject/ Reading
Foundations Of Risk Management
1 Risk Management A Helicopter Vicw

2 Corporate Risk Management A Primer

3 Corporate Governance and Risk Management

4 What is ERM?

5 Risk-Taking and Risk Management by Banks

6 Financial Disasters

7 The Credit Crisis of 2007

8 Risk Management Failures What Are They and When Do They Happen?
Delineating Efficient Portfolios

9 The Standard Capital Asset Pricing Model

10 Applying the CAPM to Paformance Measurement Single-Index Performance

Measurement Indicators

11 Arbitrage Pricing Theory and Multifactor Models of Risk and Return

12 Information Risk and Data Quality Management

13 Principles for Effective Data Aggregation and Risk Reporting

14 GARP Code of Conduct

Quantitative Analysis
The Time Value of Money

15 Probabilities

16 Basic Statistics

17 Distributions

18 Bayesian Analysis

19 Hypothesis Testing and Confidence Intervals

20 Correlations and Copulas

21 Linear Regression with One Regressor

22 Regression with a Single Regressor:

Hypothesis Tests and Confidence Intervals

23 Linear Regression with Multiple Regressors

24 Hypothesis Tests and Confidence Intervals in Multiple Regression

25 Modeling and Forecasting Trend

26 Characterizing Cycles

27 Modeling Cycles MA, AR, and ARMA Models

28 Estimating Volatilities and Correlations for Risk Management

29 Simulation Methods

Financial Markets And Products

30 Introduction (Options, Futures, and Other Derivatives)

31 Mechanics of Futures Markets

32 Hedging Strategies Using Futures

33 Interest Rams

34 Determination of Forward and Futures Prices

35 Interest Rate Futures

36 Swaps

37 Mechanics of Options Markets

38 Properties of Stock Options

39 Trading Strategies Involving Options

40 Exotic Options
41 Commodity Forwards and Futures

42 Foreign Exchange Risk

43 Introduction (Central Counterparties)

44 Exchanges, OTC Derivatives. DPCs and SPVs

45 Basic Principles of Central Clearing

46 Risks Caused by CCPs

47 Corporate Bonds

48 Mortgages and Mortgage-Backed Securities

49 The Rating Agencies

Valuation And Risk Models

50 Quantifying Volatility in VaR Models

51 Putting VaR to Work

52 Measures of Financial Risk

53 Binomial Trees

54 The Black-Schoks-Merton Model

55 Greek Letters

56 Prices, Diaount Factors, and Arbitrage

57 Spot, Forward, and Par Rates

58 Returns, Spreads, and Yields

59 One-Factor Risk Metrics and Hedges

60 Multi-Factor Risk Metrics and Hedges

61 Country Risk: Determinants, Measures and Implications

62 External and Internal Ratings

63 Capital Structure in Banks

64 Operational Risk

65 Stress Testing

66 Principles for Sound Stress Testing Practices and Supervision

Level of Difficulty 1 2 3 4 5 6

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