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Copy of MR 7. VaR Backtesting Using Exceedance-Based Approach and Probability Integral Transform
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Copy of MR 9. Empirical Properties of Correlation
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Copy of MR 10. Financial Correlation Modeling-Bottom up Approaches
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Copy of MR 4. Backtesting VaR
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Copy of MR 6. Validating BHCs VaR Models
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Copy of MR 3. Parametric Approaches (II)- Extreme Value
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Copy of MR 2. Non-Parametric Approaches
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Copy of MR 1. Estimating Market Risk Measures
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Copy of MR 15. Art of Term Structure Models- Volatility and Distribution
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Copy of LTR 7. Monitoring Liquidity
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Copy of MR 14. Art of Term Structure Models- Drift
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Copy of OR 21. Capital Regulation Before the Global Financial Crisis
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Copy of OR 22. Solvency, Liquidity, and Other Regulation After the Global Financial Crisis
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Copy of QA 15. Machine Learning and Prediction
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Copy of QA 14. Machine Learning Methods
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Copy of QA 13. Simulation and Bootstrapping
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Copy of QA 12. Measuring Returns, Volatility and Correlation
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Copy of QA 11. Non-stationary Time Series
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Copy of QA 10. Stationary Time Series
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Copy of QA 9. Regression Diagnostics
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Copy of QA 8. Regression with Multiple Explanatory Variables
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Copy of QA 7. Linear Regression
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Copy of QA 6. Hypothesis Testing
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Copy of QA 5. Sample Moments
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Copy of QA 4. Multivariate Random Variables
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Copy of QA 3. Common Univariate Random Variables
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Copy of QA 2. Random Variables
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Copy of QA 1. Fundamentals of Probability
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Copy of FRM 9. Learning from Financial Disasters
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Copy of FRM 10. Anatomy of the Great Financial Crisis of 2007–2009
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Copy of FRM 8. Enterprise Risk Management and Future Trends
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Copy of FRM 7. Principles for Effective Data Aggregation and Risk Reporting
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Copy of FRM 6. The Arbitrage Pricing Theory and Multifactor Models of Risk and Return
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Copy of FRM 5. Modern Portfolio Theory and the Capital Asset Pricing Model
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Copy of FRM 4. Credit Risk Transfer Mechanisms
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Copy of FRM 3. The Governance of Risk Management
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Copy of FRM 2. How Do Firms Manage Financial Risk
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Copy of FRM 11. GARP Code of Conduct
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Copy of OR 24. Basel III- Finalising Post-Crisis Reforms
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Copy of OR 23. High-Level Summary of Basel III Reforms
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Copy of OR 20. Capital Planning at Large Bank Holding Companies
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Copy of OR 19. Range of Practices and Issues in Economic Capital Frameworks
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Copy of OR 18. Risk Capital Attribution and Risk-Adjusted Performance Measurement
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Copy of OR 17. Stress Testing Banks
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Copy of OR 16. Case Study- Model Risk and Model Validation
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Copy of OR 15. Supervisory Guidance on Model Risk Management
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Copy of OR 14. Case Study- Investor Protection and Compliance Risks in Investment Activities
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Copy of OR 13. Case Study- Third-Party Risk Management
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Copy of OR 12. Managing Outsourcing Risk
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Copy of OR 11. Case Study: Financial Crime and Fraud