| FRM PART II - TOPICS AND READINGS |
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| MARKET RISK MEASUREMENT AND MANAGEMENT-Part II Exam Weight | 25% |
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2012년 |
2013년 |
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Duration, DV01, and convexity 삭제 |
Risk-neutral pricing 추가 |
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Key rate exposures 삭제 |
Term structure models 추가 |
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Hedging and immunization 삭제 |
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Risk neutral pricing 삭제 |
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| CREDIT RISK MEASUREMENT AND MANAGEMENT-Part II Exam Weight | 25% |
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2012년 |
2013년 |
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Credit risk concentration 삭제 |
Mitigation techniques 추가 |
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Loss given default and recovery rates 삭제 |
Credit exposure profiles 추가 |
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The use of historical default rates and credit risk migration 삭제 |
Collateralization and netting effects 추가 |
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Pricing credit value adjustments (CVA) 추가 |
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Spread curves 추가 |
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| OPERATIONAL AND INTEGRATED RISK MANAGEMENT-Part II Exam Weight | 25% |
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2012년 |
2013년 |
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Modeling risk aggregation 삭제 |
Risk appetite frameworks 추가 |
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Comparing Basel II/III to Solvency II 추가 |
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| RISK MANAGEMENT AND INVESTMENT MANAGEMENT-Part II Exam Weight | 15% |
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2012년 |
2013년 |
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변동사항 없음 |
변동사항 없음 |
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| CURRENT ISSUES IN FINANCIAL MARKETS-Part II Exam Weight | 10% |
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2012년 |
2013년 |
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Causes, consequences, and lessons learned from the current crisis 삭제 |
The European credit crisis and its global impact 추가 |
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Impact of financial development on risk 삭제 |
The Icelandic banking collapse 추가 |
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The U.S. and Irish credit crisis 삭제 |
Risk measurement and complexity 추가 |
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Trading Fraud 삭제 |
Normality and fat tails 추가 |
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Systemic Risk Management 삭제 |
Regulatory and modeling complexity 추가 |
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Active Risk Management 삭제 |
Financial Innovation and Systemic Risk Management 추가 |
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Exchange-traded funds and the Flash Crash 추가 |
