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Bionic turtle frm practice questions pdf online pdf 2017 2018 Wait a moment and try again. About risk reporting practices, the Committee says [51.] Because coupons are paid semiannually on government bonds (and the final coupon is at maturity), the most recent coupon date is January 10, 2018, and the next coupon date is July 10, 2018. The spot price of commodity, S(0), is currently $30.00. We are told the variance is 1.20 (although we can calculate the variance). Seasonality is reflected by the intercept (20.10) plus the three seasonal dummy variables (D2, D3, and D4) in order to capture quarterly seasonality. Under these assumptions, each of the following statements is true EXCEPT which is false? For example, at many institutions, finance and treasury have had ownership of the budgeting process. The BT scripts, practice questions, global topic drills and mock exams were a great help in understanding the concepts (which I could already apply on the job!) Further, we have hundreds of practice questions that are discussed in the. GARP explains that the Basel Committee on Banking Supervisions standard number 239 (aka, BCBS 239) was a major driver in the rise of the chief data officer (CDO) function. We currently have over 4,500 practice questions, published in our study planner and in the forum. Exactly one year ago, Sally purchased a $100.00 face value bond that pays a semi-annual coupon with a coupon rate of 9.0% per annum. A separate index is created for each of the subcategories. The pass rate for Part I of the May 2021 exam was 43%. If you prepare with questions that are too easy, the exam will be frustrating. Chapter 3: The Governance of Risk Management, Study Notes: The Governance of Risk Management, Practice Question Set: The Governance of Risk Management, Instructional Video: The Governance of Risk Management, Chapter 4. Credit Risk Transfer Mechanisms, Study Notes: Credit Risk Transfer Mechanisms, Practice Question Set: Credit Risk Transfer Mechanisms, Instructional Video: Credit Risk Transfer Mechanisms, Chapter 5: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM), Study Notes: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM), Practice Question Set: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM), Instructional Video: Modern Portfolio Theory (MPT) and the Capital Asset Pricing Model (CAPM), Chapter 6: The Arbitrage Pricing Theory and Multifactor Models of Risk and Return, Study Notes: APT and Multifactor Models of Risk and Return, Practice Question Set: APT and Multifactor Models of Risk and Return, Instructional Video: APT and Multifactor Models of Risk and Return, Chapter 7: Principles for Effective Data Aggregation and Risk Reporting, Study Notes: Principles for Effective Data Aggregation and Risk Reporting, Practice Question Set: Risk Data Aggregation and Reporting Principles, Chapter 8: Enterprise Risk Management and Future Trends, Study Notes: Enterprise Risk Management (ERM) and Future Trends, Practice Question Set: ERM and Future Trends, Chapter 9: Learning from Financial Disasters, Study Notes: Learning from Financial Disasters, Practice Question Set: Learning from Financial Disasters, Instructional Video: Learning from Financial Disasters, Chapter 10: Anatomy of the Great Financial Crisis, Study Notes: Anatomy of the Great Financial Crisis, Practice Question Set: Anatomy of the Great Financial Crisis, Instructional Video: Anatomy of the Great Financial Crisis, Practice Question Set: GARP Code of Conduct, Foundations of Risk Management Interactive Quiz, Practice Question Set: Fundamentals of Probability, Instructional Video: Fundamentals of Probability, Chapter 3: Common Univariate Random Variables, Study Notes: Common Univariate Random Variables, Practice Question Set: Common Univariate Random Variables, Instructional Video: Common Univariate Random Variables, Study Notes: Multivariate Random Variables, Practice Question Set: Multivariate Random Variables, Practice Question Set: Hypothesis Testing, Instructional Video 1 of 2: Linear Regression, Instructional Video 2 of 2: Linear Regression, Chapter 8: Regression with Multiple Explanatory Variables, Study Notes: Regression with Multiple Explanatory Variables, Practice Question Set: Regression with Multiple Explanatory Variables, Instructional Video 1 of 2: Regression with Multiple Explanatory Variables, Instructional Video 2 of 2: Regression with Multiple Explanatory Variables, Practice Question Set: Regression Diagnostics, Practice Question Set: Stationary Time Series, Instructional Video: Stationary Time Series, Practice Question Set: Nonstationary Time Series, Instructional Video: Nonstationary Time Series, Chapter 12: Measuring Return, Volatility, and Correlation, Study Notes: Measuring Return, Volatility, and Correlation, Practice Question Set: Measuring Return, Volatility, and Correlation, Instructional Video 1 of 2: Measuring Return, Volatility, and Correlation, Instructional Video 2 of 2: Measuring Return, Volatility, and Correlation, Study Notes: Simulation and Bootstrapping, Practice Question Set: Simulation and Bootstrapping, Instructional Video: Simulation and Bootstrapping, Learning Spreadsheets: P1.T2.a XLS Bundle, Learning Spreadsheets: P1.T2.b XLS Bundle, Learning Spreadsheets: P1.T2.c XLS Bundle, Learning Spreadsheets: P1.T2.d XLS Bundle, Chapter 2. Based on a regression analysis, the following model was produced to predict housing starts (given in thousands) within a certain geographical region; e.g., one of the larger U.S. states. On the first day, the investor buys ten (10) contracts when the futures price is $1,200.00. Which is nearest to the implied 393-day zero rate expressed per annum with continuous compounding? If we observe two (2) exceptions in a row, what is the posterior probability that the model is actually bad (bonus: what is the probability of observing an exception tomorrow)? FRM Exam Overview, Registration Guide, and Deadlines, Comparison of the FRM and CFA Designations. Saves You Time When you choose Bionic Turtle, you will save a ton of time. If daily returns are independent, then of course we can use the square root rule (SRR) to scale into a two-day volatility given by 1.40%*SQRT(2) = 1.980%. Preparing for the exam with questions that are too easy is a common mistake, and a common complaint heard in feedback forums. Will 70% correct on the FRM Level II Exam be enough to pass? Political Risk Services (The PRS Group) provides numerical measures of country risk for more than a hundred countries. The hedge funds incentive fees are calculated on the return after management fees. Your firm employs a 95.0% value at risk (VaR) model and monitors its performance by comparing the actual daily profit and loss (P&L) to the VaR level. In this case, what should be the expected return of Portfolio (C)? Kaplan Schweser FRM Part 1 2022 Notes In regard to these financial engineering cases, each of the following statements is true EXCEPT which is false? The portfolio has a correlation of 0.50 with the market index which itself has a volatility of 20.0%. In regard to limits policies, GARP explains that optimal risk governance requires the ability to link risk appetite and limits to specific business practices. To measure the risk of mixed portfolios not terms of other securities but instead to model direct changes to the shape of the term structure, IV. This was easy to compute as the bond has a duration of 30.0 years and 30.0 * 0.00350 = 10.50%. Which of the following is TRUE about, respectively, the unconditional and conditional relationship between events A and B? As of July 2018, according to Damodaran, Taiwans composite (ICRG) score was 85. How many malicious bot-views did the web page experience on this day? The sample mean is 1.50 bugs per sheet with a (sample) standard deviation of 0.90. Peter the Risk Analyst has employed a two-step (i.e., three months per step) binomial model to price the option, as displayed below: Peters model matches the up and down movements to his estimate of the stocks prospective volatility, which he assumes is 34.0% per annum. Bionic Turtle | A technical note on inferring cumulative default probability from credit spreads. Which of the following is nearest to the risk-neutral probability of the stock price going up in a single step? If the bonds price today happens to be unchanged from one year ago (when she purchased the bond), which of the following is nearest to the bonds yield (yield to maturity) today? A very risky two-year bond with a face value of $100.00 pays a semi-annual coupon of 18.0% and has a yield (yield to maturity) of 15.0% with continuous compounding. Its yield is 11.00%. Which is nearest to the return to investors in the fund of funds? Portfolio A has a high volatility, (A) = 50.0% per annum, but its correlation to the market portfolio is only, (A, M) = 0.30, Portfolio B has a moderate volatility, (B) = 30.0% per annum, and its correlation to the market portfolio is, (B, M) = 0.70, Bond A is a $100.00 face value bond with 7.0 years to maturity that pays a monthly coupon at a rate of 6.0% per annum and offers a yield of 5.0% per annum (with monthly compound frequency), Bond B is a $100.00 face value bond with 10.0 years to maturity that pays a semi-annual coupon at a rate of 4.0% per annum and offers a yield of 5.0% per annum (with semi-annual compound frequency), Bond C is a $100.00 face value bond with 10.0 years to maturity that pays an annual coupon at a rate of 7.0% per annum and offers a yield of 6.0% per annum (with annual compound frequency), Bond D is a $1,000.00 face value zero-coupon bond with 30.0 years to maturity that offers a yield (aka, yield to maturity) of 8.0% per annum with semi-annual compound frequency. Every study package that we offer includes access to our practice questions. They are a little aged, but they were meant to be robust for several years. In regard to these four measures, each of the following definitions or descriptions is true EXCEPT which is inaccurate? .2022 #CFA Level 1 #SCHWESER NOTES (Set of 7 Books) Language: English: Edition: 2022: Published By: kaplan: Brand: cfa schweser kaplan: Color: color print. I found out that I scored in the top quartile of every topic and I absolutely could not have done this without using BT - I spent many, many hours going over the practice questions and answers! will there be another P2 Mock exam for 2013? (This is called enterprise risk management ). The fund of funds incentive fee is calculated on the net (after management and incentive fees) average return of the hedge funds in which it invests and after its own management fee has been subtracted. In July, due to a food contamination incident, the shares plummeted to $$333.00, when Jeff closed out his position. In this post, I have featured my honest Bionic Turtle Review 2022 that covers: Bionic Turtle overview obligors where each obligor has a default probability of 5.0%. But, when I clicked on the link it took me out of the test to where you have it hosted on a different URL. section of the forum. If we do rely on the normal distribution to approximate this binomial where p = 5/8 and n = 60, what is the probability that the algo makes a correct prediction on only half the days or worse; i.e., where X is the number of successful predictions and we approximate with the normal distribution, what is the Pr(X <= 30)? Which is nearest to the additional impact of the convexity term only? Their correlation, (BTC, ETH) = 0.540. Calculators(CFA/ FRM ) Ba 2 Plus; Ba 2 Plus Proffesional; Free Q Bank; Contact Us; CFA LEVEL 3 - 2022 ; Kaplan Schweser Notes 2022 ; Kaplan Schweser Notes 2022 ( 5 Subjects Books + 2 Practise Notes + Q sheet ) 1000 - 1200. Study Notes: How Do Firms Manage Financial Risk? For a better experience, please enable JavaScript in your browser before proceeding. In order to derive economic capital (EC) for credit risk, we need to quantify four measures: expected losses (EL), unexpected losses, unexpected loss contribution (ULC), and economic capital (EC). The riskfree rate, r, is 1.0% with continuous compounding. The unexpected loss is given by (loss quantile) EL; in this case, 0 (0.0080 * $1,000 * 0.50) = -$4.00. Which is nearest to the probability that the promoters claim is correct, and the true price volatility of the cryptocurrency is less than or equal to 25.0%? (Please Note: this question is inspired by Hulls Example 7.2 in 10th Edition). I tasked this to our wrike, if you don't have an answer by Monday, we'll check with our contact so we can confirm next week, thanks. This pension also increases with inflation. When she purchased the bond, it had a maturity of 10.0 years and its yield to maturity (YTM; aka, yield) was 6.00%. JavaScript is disabled. Because the initial margin is $6,000 per contact, the investor must deposit a total of $60,000 in the margin account. the quoted price of bond #4 is $129.41 and its conversion factor (CF) is 1.290. The following are well-diversified portfolios; e.g., Portfolio (A) has a beta sensitivity to factor the first factor, (F1), of 1.20 and an expected return of 13.0%: Which is the correct return-beta relationship in this economy? I wanted to express my appreciation and gratitude to your team for your hard work in creating these materials. Thanks, Nov 7, 2013 #4 Suzanne Evans Well-Known Member Yes that is correct. Which of the following correctly matches the individual investor to his or her behavioral bias? This spreadsheet provides the following information: Each week, David writes and posts a set of questions Monday and Wednesday in thedaily practice questionsection of the forum. Instructional Videos . If the stock price jumps by +$7.00 to $95.00, which is nearest to the positions value as approximated by delta and gamma; i.e., without a full re-pricing of the position? The green point is the minimum variance portfolio, MVP, which has an expected return of 7.70% and standard deviation, , of 10.0%. He regressed the benchmark index returns, B(i), as the dependent (aka, response) variable against portfolio returns, R(i), as the independent (aka, explanatory) variable. Unfortunately, although we've given plenty of feedback over the years, technical mistakes persist . The current price of Bitcoin is $4,200.00 BTC and the current price of one unit of ether is $300.00 ETH. Below are a summary balance sheet and income statement for Deposits and Loans Corporation (DLC): Each of the following statements is true EXCEPT which is false? For the purpose of scaling the daily volatility to annual volatility, we will further assume i.i.d. Suppose that there are two independent economic factors, F1 and F2 . A portfolio with a volatility of 30.0% has a Treynor measure of 0.080. As a hedge, she buys an out-of-the-money three-month European put option on the stock with a fixed strike price of $57.00, which is a 5.0% discount to the current stock price. The option term is six months. Bionic Turtle offers a well-structured and time-efficient package to help crack the FRM exam on the first attempt. Thanks! When we have a complete set of questions for that reading, the questions are published as a question set in the study planner. Further, our model assumes the shape of the loss distribution (aka, the credit risk of each exposure) is identical for each exposure, although their means vary as follows: The pairwise default correlation is 0.40 among each exposure pair, such that the portfolios unexpected loss is $1,920,250. Instructional Video: How Do Firms Manage Financial Risk? If the storage costs suddenly increased from 9.0% per annum (e.g., $0.36 per bushel when the spot price of corn is $4.00 per bushel) to 17.0% per annum (e.g., $0.68 per bushel when the spot price of corn is 4.00 per bushel), which is nearest to the predicted PERCENTAGE INCREASE in the price of a six-month (0.5 years) corn forward contract? The company goes long four contracts, each for 25,000 pounds of copper.[1]. Consider the following series of closing stock prices over the ten most recent trading day (this is similar to Hulls Table 10.3)[1] along with daily log returns, squared returns and summary statistics: Although the actual average historical return is non-zero (i.e., -0.001511), for purposes of estimating volatility we will assume that the expected daily mean return is zero. Among the following choices, which best summarizes the final stock price required (in nine months, at expiration) in order for the trader to realize at least a positive net PROFIT on this trade? Her sample window included 120 trading days. The value of each option is $4.38, and the positions value is $43,800.00. The monthly yield volatility is 100 basis points; i.e., the annual basis-point volatility is 1.0% * sqrt(12) = 3.46%. 20% OFF Get Code In May, Chorizo Inc paid a dividend of $6.00 per share. Which is nearest to this variables skew; aka, standardized third central moment? Chapter 11: Commodity Forwards and Futures. Finally and importantly, assume the two-year swap rate is 4.00%. Summer includes June, July, and August and is indicated by dummy D(3t). This section is visible to all members. Sally owns a non-dividend-paying stock that is currently trading at $60.00. Winter includes December, January, and February. 4 Topics. Which of the following is nearest to the optimal number of contracts that should be used to hedge? For Portfolios A and B, we also know the factor betas: (A,1) = 0.40, (A,2) = 1.20, (B,1) = 0.80, (A,1) = 1.50. Suppose the following assumptions for a certain defined benefit pension plan: Which of the following is nearest to an estimate of the percentage of an employees salary that must be contributed to the pension plan if it is to remain solvent? bionic-turtle-frm 2/3 Downloaded from titleix.ptsem.edu on October 31, 2022 by guest . The chapter on IRM (Insurance Risk Management) has. The daily standard deviation of a risky asset is 1.40%. The stocks volatility is 36.0% per annum. August 3, 2022/in FRM /by Rupert Jones RATING: Bionic Turtle was one of the first FRM preparation providers to instruct with videos and e-learning tools. For $349, you. Thanks David and Nicole for your work and commitment. Tlc Hello valued visitor! To hedge risk, the firms toolbox includes derivatives such as swaps, futures, forwards, and options. In regard to Exposure #1, its risk contribution is given by $597,000 * [$597,000 + ($840,000 * 0.40) + ($1,023,500 * 0.40)] / $1,920,250 = $417,348. He instructed his broker to short 1,000 shares. Assume we can express the storage cost of corn as a constant proportion of the spot price. The BT scripts, practice questions, global topic drills and mock exams were a great help in understanding the concepts (which I could already apply on the job!) The bonds are completely independent: their pairwise default correlations are zero. The barbell would be constructed to have the same COST and DURATION as the bullet investment. document.getElementById( "ak_js_1" ).setAttribute( "value", ( new Date() ).getTime() ); Part 1 Full Length Interactive Mock Exam 1, Part 1 Full Length Interactive Mock Exam 2, Introduction to Foundations of Risk Management, Instructional Video: Intro to Foundations of Risk, Chapter 1: The Building Blocks of Risk Management, Study Notes: The Building Blocks of Risk Management, Practice Question Set: The Building Blocks of Risk Management, Instructional Video: The Building Blocks of Risk Management. There is not real "most recent" concept which applies as they are all meant to address the sustainable P1 exam body. takes a long position in 100 out-of-the-money (OTM) put option contracts when the non-dividend-paying stock price is $88.00 and its volatility is 28.0%; each contract is for 100 options. She evaluates the countries in four categories: degree of indebtedness as measured by debt as a percentage of gross domestic product; social service/pension commitments as estimated by the average age of the population; nature of the economy (e.g., diverse versus concentrated in oil as a natural resource), and monetary policy. In regard to loss given default (LGD), the Portfolio Manager estimates an (LGD) of 40.0% with a standard deviation, (LGD), of 40.0%. Happy all the hard work paid off. Consider the probability mass function (pmf) below. Although her client has asked for a single point estimate of these future financial metrics, Barbara perceives that the virus (and the consequential responses) render economic predictions extremely difficult and necessarily laced with great uncertainty. A credit portfolio contains some number of independent credit-sensitive assets with identical default probabilities; as the defaults are i.i.d., we can use the binomial distribution to characterize the number of defaults. Each of them exhibits a particular behavioral bias. Thank you BT! What was Jeffs net profit? It is currently March and a company plans to purchase copper in December. David discusses a mistake in one of GARP's Pre-Study Practice Exams. To manage risk effectively, the right information needs to be presented to the right people at the right time. Today's daily practice question discusses the electronification of fixed income markets from Topic 9 of the FRM curriculum. View our FRM study packages here: https://www.bionicturtle.com/features-pricing-2/! Which is nearest to an estimate for the forward LIBOR rate for the 18- to 24-month period, F(1.5, 2.0)? Below is an extract from a mortality table (ages 30 to 34 for males and females): Suppose a woman aged 30 years old buys a $1.0 million whole life insurance policy and she pays an annual premium of $6,000. Conditional on the realization of the LIBOR forward rates, the future cash flow in six months is, therefore (2.60% 4.00%)/2 *$100.0 = -$0.70 and its present value is about -$0.70*exp(-0.020*0.50) = -$0.693; that is, we are using the OIS zero rates as the risk-free rate for discounting purposes. Bionic Turtle offers more than a study guide for your exam: we reinforce your understanding of The following probability matrix contains the joint probabilities for random variables X = {2, 7, or 12} and Y = {1, 3, or 5}: We are informed that (X) and (Y) are independent. For these four objectives, Peter has three basic multi-factor risk metrics: key-rate exposures, partial 01s, and forward-bucket 01s. He calculates the future principal repayment, but his calculation assumes the rate is an equivalent annual interest rate; aka, effective annual rate. Each bond has a face value of $1,000 and default probability of 80 basis points (0.80%). When we have a complete set of questions for that reading, the questions are published as a question set in the study planner. With respect to any of the individual bonds, consider the following definitions: The estimation of the portfolio CVaR illustrates VaRs lack of subadditivity. Couldn't have done it otherwise. Case studies that feature financial engineering by way of complex derivatives include Bankers Trust, the Orange County case, and Sachsen Landesbank. The risk-free rate is 3.0% and the stock price of Discovery Communications (ticker: DISCK) is $20.00. Below is a spreadsheet that lists all of the practice questions that we have available. The risk-free rate is 4.0%. They retire with a pension equal to 70.0% of their final salary. It provides everything you need to pass the FRM exam, including daily questions, instructional videos, learning resources, practice tests, and more. This field is for validation purposes and should be left unchanged. The unconditional probability of event A is 50.0% and the unconditional probability of event B is 44.0%; i.e., Pr(A) = 50.0% and Pr(B) = 44.0%. As we can see, this distribution is symmetrical, so we know that its skewness is zero without performing any calculations. The maintenance margin is $4,000 per contract. Using the Margrabe under these assumptions, the price of this BTC-for-ETH exchange option is $723.11. Risk reports based on risk data should be accurate, clear and complete. However, with respect to yield changes at their respective maturities, the correlation between these two bonds is imperfectly at = 0.70. Get answers from top experts, collaborate with peers, and receive study materials that are impactful and leverage success. The exposure (EAD) of each position is $10.0 million. Consider the following discrete probability distribution of asset returns: As shown, this assets expected return is +2.55%. Hence you can not start it again. Peter purchases a straddle with six-month European at-the-money options; i.e, S = K = $20.00. Each of the following statements relates to this coupon effect and is necessarily true EXCEPT which statement is false? Here are direct links: At the current stock price, each option has a value of $5.88 and each options percentage delta, = +0.410. Specifically, there are four objectives as follows: I. Below are the joint probabilities for a cumulative bivariate normal distribution with a correlation parameter, , of 0.30. An investor purchases a European straddle with a strike price of $45.00: a straddle is a call and a put on the same stock with identical strike prices and expiration dates. Effective stress testing does not need a given organisational form or approach. The interactive feature provides answers and explantions, along with your score. Barbara utilizes Monte Carlo simulation. The riskfree rate is 4.0%. Peter is a Financial Analyst whose boss asked him to develop a model, or if necessary a set of models, that are multi-factor risk models for the firms fixed income and derivative investment portfolios. The bond under consideration is a 12.0% semi-annual coupon bond that matures on July 10th, 2025. If we assume a reasonable shock value (i.e., less than 100 basis points), which of the following is nearest to the bonds effective convexity? During a 36-month period during which the risk-free rate was 2.0%, consider a comparison between the market portfolio and two fund managers, Betty and Peter: If the capital asset pricing model (CAPM) is valid, then each of the following statements is true EXCEPT which is false? When I tried to get back into the exam I was taking, it reset my test so now. Below are given three-month Eurodollar Futures quotes for contracts with maturities of, respectively, 300, 393, and 486 days; for example, 94.50 is the Eurodollar Futures quote for a contract that matures in 300 days and settlement will be based on the then-prevailing three-month LIBOR. test readiness. If the riskfree rate is 4.0%, what is the formula for the capital market line (CML)? This approximation is justified under one rule of thumb that requires n*(1-p) > 10 and n*p >10, which is barely true in this case, as 300*5% = 15.0. Free resource. Consider the following quadratic trend model: Which of the following functions correctly characterizes this trend? We are told the expected number of defaults is 4.0 with a variance of 3.80. . The pension funds income is invested in bonds that earn the inflation rate. Alice, Bert, Chris, Don, Eva, and Fred are individual investors. Passed first time. Each contract was for 100 put options. Insurance Companies and Pension Plans, Study Notes: Insurance Companies and Pension Plans, Practice Question Set: Insurance Companies and Pension Plans, Instructional Video: Insurance Companies and Pension Plans, Practice Question Set: Introduction to Derivatives, Instructional Video: Introduction to Derivatives, Practice Question Set: Exchanges and OTC Markets, Instructional Video: Exchanges and OTC Markets, Central Clearing & Futures Markets, Practice Question Set: Using Futures for Hedging, Instructional Video: Using Futures for Hedging, Practice Question Set: Foreign Exchange Markets, Instructional Video: Foreign Exchange Markets, Chapter 10: Pricing Financial Forwards and Futures, Study Notes: Pricing Financial Forwards and Futures, Practice Question Set: Pricing Financial Forwards and Futures, Instructional Video: Pricing Financial Forwards and Futures, Chapter 11: Commodity Forwards and Futures, Study Notes: Commodity Forwards and Futures, Practice Question Set: Commodity Forwards and Futures, Instructional Video: Commodity Forwards and Futures, Practice Question Set: Properties of Options, Instructional Video: Properties of Options, Practice Question Set: Trading Strategies, Study Notes: Properties of Interest Rates, Practice Question Set: Properties of Interest Rates, Instructional Video: Properties of Interest Rates, Chapter 18: Mortgages and Mortgage-Backed Securities, Study Notes: Mortgages and Mortgage-Backed Securities, Practice Question Set: Mortgages and Mortgage-Backed Securities, Instructional Video: Mortgages and Mortgage-Backed Securities, Practice Question Set: Interest Rate Futures, Instructional Video: Interest Rate Futures, Financial Markets & Products Topic Review, Learning Spreadsheets: P1.T3.a XLS Bundle, Learning Spreadsheets: P1.T3.b XLS Bundle, Learning Spreadsheets: P1.T3.c XLS Bundle, Learning Spreadsheets: P1.T3.d XLS Bundle, Practice Question Set: Measures of Financial Risk, Instructional Video: Measures of Financial Risk, Study Notes: Calculating and Applying VaR, Practice Question Set: Calculating and Applying VaR, Instructional Video: Calculating and Applying VaR, Chapter 3: Measuring and Monitoring Volatility, Study Notes: Measuring and Monitoring Volatility, Practice Question Set: Measuring and Monitoring Volatility, Instructional Video: Measuring and Monitoring Volatility, Study Notes: External and Internal Ratings, Practice Question Set: External and Internal Ratings, Instructional Video: External and Internal Ratings, Chapter 5: Country Risk: Country Risk: Determinants, Measures, and Implications, Study Notes: Country Risk: Country Risk: Determinants, Measures, and Implications, Practice Question Set: Country Risk: Country Risk: Determinants, Measures, and Implications, Instructional Video: Country Risk: Country Risk: Determinants, Measures, and Implications, Practice Question Set: Measuring Credit Risk, Chapter 9: Pricing Conventions, Discounting, and Arbitrage, Study Notes: Pricing Conventions, Discounting, and Arbitrage, Practice Question Set: Pricing Conventions, Discounting, and Arbitrage, Instructional Video: Pricing Conventions, Discounting, and Arbitrage, Chapter 11: Bond Yields and Return Calculations, Study Notes: Bond Yields and Return Calculations, Practice Question Set: Bond Yields and Return Calculations, Instructional Video: Bond Yields and Return Calculations, Chapter 12: Applying Duration, Convexity, and DV01, Study Notes: Applying Duration, Convexity, and DV01, Practice Question Set: Applying Duration, Convexity, and DV01, Instructional Video: Applying Duration, Convexity, and DV01, Chapter 13: Modeling and Hedging Non-Parallel Term Structure Shifts, Study Notes: Modeling and Hedging Non-Parallel Term Structure Shifts, Practice Question Set: Modeling and Hedging Non-Parallel Term Structure Shifts, Instructional Video: Modeling and Hedging Non-Parallel Term Structure Shifts, Chapter 15: The Black-Scholes-Merton Model, Study Notes: The Black-Scholes-Merton Model, Practice Question Set: The Black-Scholes-Merton Model, Instructional Video: The Black-Scholes-Merton Model, Chapter 16: Option Sensitivity Measures: The Greeks, Study Notes: Option Sensitivity Measures: The Greeks, Practice Question Set: Option Sensitivity Measures: The Greeks, Instructional Video: Option Sensitivity Measures: The Greeks, Learning Spreadsheets: P1.T4.a XLS Bundle, Learning Spreadsheets: P1.T4.b XLS Bundle, Learning Spreadsheets: P1.T4.c XLS Bundle, Learning Spreadsheets: P1.T4.e XLS Bundle. 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