FRM Part II Book 4: Risk Management and Investment Management; Current Issues in Financial Markets (2015 SchweserNotes)
Kaplan, Inc., 2015. — 218 p. — ISBN 978-1-4754-3115-5.
The final in the eight books set designed to prepare for the GARP FRM Exam (2015).Contents:
Portfolio construction.
Portfolio Risk: Analytical methods.
VaR and risk budgeting.
Risk Monitoring and Performance Measurement.
Portfolio Performance Evaluation.
Illiquid assets.
Hedge Funds.
Performing due diligence.
Clearinghouse overconfidence.
High frequency trading and its impact on Markets.
Controlling risk in a lighting-speed trading environment.
How do exchanges control the risk of High speed trading?
Report on cyber security in the banking sector.
The changing landscape for derivatives.
Valuing derivatives: funding value adjustments and fair value.
Self test.
The final in the eight books set designed to prepare for the GARP FRM Exam (2015).Contents:
Portfolio construction.
Portfolio Risk: Analytical methods.
VaR and risk budgeting.
Risk Monitoring and Performance Measurement.
Portfolio Performance Evaluation.
Illiquid assets.
Hedge Funds.
Performing due diligence.
Clearinghouse overconfidence.
High frequency trading and its impact on Markets.
Controlling risk in a lighting-speed trading environment.
How do exchanges control the risk of High speed trading?
Report on cyber security in the banking sector.
The changing landscape for derivatives.
Valuing derivatives: funding value adjustments and fair value.
Self test.
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