分类： （三区）金融风险管理师（FRM）资格认证考试考前强化培训资料

金融风险管理师（FRM）资格认证考试2天串讲录音-第1天

串讲录音，第一天总共5部分

金融风险管理师（FRM）资格认证考试2天串讲录音-第2天

串讲录音，第二天总共6部分

Financial Risk Manager Handbook（金融风险管理手册）下载

based on globally accepted industry standards. Since 1997 more than 10,800 indi-
viduals have successfully completed the FRM Certi cation program, representing
over 3,000 companies. This annual exam is administered in over 70 locations
globally.

ARP DIGITAL LIBRARY
In 2006, GARP launched the GARP Digital Library (GDL) to provide convenient
access to highly recommended educational material and information on nancial
risk management covering all areas of risk management at all levels.
At the GDL website, users can purchase and immediately download electronic
copies of individual chapters from a wide variety of nance textbooks for as little
as $2.50. And, each reading offered in the GDL has been reviewed and selected
by our Editorial Committee of globally respected risk management academicians
and practitioners, so users can be con dent that the readings purchased are rec-
ommended by some of the best minds in risk management.
The GDL collection includes individual chapters of books from JohnWiley &
Sons, Risk Books,McGraw-Hill, Euromoney Books, Blackwell Publishing, Prince-
ton University Press, Addison-Wesley, Thomson South-Western, Bloomberg Press
and Longtail Publishing. The GDL will continue to build the library collection
to meet the needs of those interested in risk management, from the interested
executive to the curious student to the most senior quantitative researcher.

FRM Free Core Readings 14章下载

Free Core Readings
Credit Risk Measurement and Management
(1) Adam Ashcroft and Til Schuermann, “Understanding the Securitization of Subprime Mortgage Credit”, 2007.
(2) 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/Basel Reference Readings
(3) Andrew Kuritzkes, Til Schuermann and Scott M. Weiner. “Risk Measurement, Risk Management and Capital Adequacy in Financial Conglomerates.” Brookings-Wharton Papers on Financial Services: 2003. Ed. Robert E. Litan and Richard Herring. Washington D.C.: Brookings Institutional Press, 2003.
(4) Brian W. Nocco and René M. Stulz, 2006, “Enterprise Risk Management: Theory and Practice,” Journal of Applied Corporate Finance 18 (4), 8 – 20.
(5) Counterparty Risk Management Policy Group II, July 2005. “Toward Greater Financial Stability: A Private Sector Perspective. The Report of the Counterparty Risk Management Policy Group II.”
(6) Falko Aue and Michael Kalkbrener, 2007, “LDA at Work”, Deutsche Bank White Paper.
(7) Klaus Boecker and Claudia Kluppelberg, 2007,“Operational VaR: a Closed-Form Approximation.”
Corel Basel Reference Readings
(8) “Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework – Comprehensive Version” (Basel Committee on Banking Supervision Publication, June 2006).
(9) “Studies on credit risk concentration: an overview of the issues and a synopsis of the results from the Research Task Force project” (Basel Committee on Banking Supervision Publication, November 2006).
(10) “An Explanatory Note on the Basel II IRB Risk Weight Functions” (Basel Committee on Banking Supervision Publication, July 2005).
Risk Management and Investment Management
(11) President’s Working Group on Financial Markets, “Agreement among PWG and U.S. Agency Principals on Principles and Guidelines Regarding Private Pools of Capital,” February 2007.
(12) Stulz, René M., “Hedge Funds: Past, Present and Future.” Fisher College of Business Working Paper No. 2007-03-003.
(13) Jasmina Hasanhodzicy and Andrew Lo, "Can Hedge-Fund Returns be Replicated?: The Linear Case".
(14)Amir E. Khandani and Andrew Lo, "What happened to the Quants in August 2007?" (Nov. 4, 2007).

金融风险管理师手册第2版中文译本下载

options futures and other derivatives 6th edition – 原版书

巴塞尔协议完整英文版

这份协议同时反映了最新的风险管理理念和实践，有益于实务工作，
但其中亦涉及复杂的数理模型，完全弄通确需付出很多。

Introduction.1
Structure of this document6
Part 1: Scope of Application .7
I. Introduction7
II. Banking, securities and other financial subsidiaries7
III. Significant minority investments in banking, securities and other financial entities.8
IV. Insurance entities 8
V. Significant investments in commercial entities 9
VI. Deduction of investments pursuant to this part .10
Part 2: The First Pillar – Minimum Capital Requirements.12
I. Calculation of minimum capital requirements12
A. Regulatory capital 12
B. Risk-weighted assets .12
C. Transitional arrangements .13
Ia. The constituents of capital.14
A. Core capital (basic equity or Tier 1) .14
B. Supplementary capital (Tier 2) .14
1. Undisclosed reserves14
2. Revaluation reserves 15

3. General provisions/general loan-loss reserves.15
4. Hybrid debt capital instruments.16
5. Subordinated term debt 16
C. Short-term subordinated debt covering market risk (Tier 3).16
D. Deductions from capital17
II. Credit Risk – The Standardised Approach 19
A. Individual claims.19
1. Claims on sovereigns19
2. Claims on non-central government public sector entities (PSEs) .20
3. Claims on multilateral development banks (MDBs) 21
4. Claims on banks .21
5. Claims on securities firms .22
6. Claims on corporates23
7. Claims included in the regulatory retail portfolios .23
8. Claims secured by residential property.24

9. Claims secured by commercial real estate 24
10. Past due loans . 25
11. Higher-risk categories 25
12. Other assets. 26
13. Off-balance sheet items . 26
B. External credit assessment . 27
2. Eligibility criteria . 27
C. Implementation considerations 28
1. The mapping process. 28
2. Multiple assessments. 29
3. Issuer versus issues assessment 29
4. Domestic currency and foreign currency assessments 30
5. Short-term/long-term assessments 30
6. Level of application of the assessment 31
7. Unsolicited ratings 31
D. The standardised approach ─ credit risk mitigation 31
1. Overarching issues 31
2. Overview of Credit Risk Mitigation Techniques 32
3. Collateral 35
4. On-balance sheet netting. 45
5. Guarantees and credit derivatives . 46
6. Maturity mismatches 50

value at risk（风险价值—金融风险管理新标准）下载

金融风险管理师（FRM）2008年考试试题讲解录音

FRM考前视频培训班文字资料-1 Market Risk Review.pdf下载
FRM考前视频培训班文字资料-1 Market Risk Review.pdf下载

影印。