Question 1

Week 1

Accepted Answer

MR 1 - Estimating Market Risk Measures MR 2 - Non-Parametric Approaches MR 3 - Parametric Approaches (II): Extreme Value MR 4 – Backtesting VaR MR 5 - VaR Mapping

Question 2

Week 2

Accepted Answer

MR 7 – Correlation Basics: Definitions, Applications, and Terminology MR 8 – Empirical Properties of Correlation: How Correlations Behave in the Real World? MR 9 – Financial Correlation Modeling— Bottom-Up Approaches MR 10 – Empirical Approaches to Risk Metrics and Hedging MR 11 – The Science of Term Structure Models MR 12 – The Evolution of Short Rates and the Shape of the Term Structure

Question 3

Week 3

Accepted Answer

MR 13 – The Art of Term Structure Models: Drift MR 14 – The Art of Term Structure Models: Volatility and Distribution MR 15 – Volatility Smiles

Question 4

Week 4

Accepted Answer

MR Test CR 1 – The Credit Decision CR 2 – The Credit Analyst CR 3 – Capital Structure in Banks CR 4 – Rating Assignment Methodologies CR 15 – Credit Scoring and Retail Credit Risk Management

Question 5

Week 5

Accepted Answer

CR 5 – Credit Risks and Credit Derivatives CR 6 – Spread Risk and Default Intensity Models CR 7 – Portfolio Credit Risk CR 9 – Counterparty Risk and Beyond CR 10 – Netting, Close-Out and Related Aspects CR 11 – Margin (Collateral) and Settlement

Question 6

Week 6

Accepted Answer

CR 12 – Future Value and Exposure  CR 13 – CVA CR 14 – The Evolution of Stress Testing Counterparty Exposures

Question 7

Week 7

Accepted Answer

CR 8 – Structured Credit Risk CR 16 – The Credit Transfer Markets—and Their Implications CR 17 – An Introduction to Securitisation

Question 8

Week 8

Accepted Answer

CR Test RM & IM 1 - Factor Theory RM & IM 2 - Factors RM & IM 3 - Alpha (and the Low-Risk Anomaly) RM & IM 4 - Portfolio Construction

Question 9

Week 9

Accepted Answer

RM & IM 5 - Portfolio Risk: Analytical Methods RM & IM 6 - VaR and Risk Budgeting in Investment Management RM & IM 7 - Risk Monitoring and Performance Measurement RM & IM 8 - Portfolio Performance Evaluation

Question 10

Week 10

Accepted Answer

RM & IM 9 - Hedge Funds RM & IM 10 - Performing Due Diligence on Specific Managers and Funds RM & IM 11 – Predicting Fraud by Investment Managers

Question 11

Week 11

Accepted Answer

RM & IM Test  LR 1 - Liquidity Risk LR 2 - Liquidity and Leverage LR 4 - The Investment Function in Financial-Services Management LR 5 - Liquidity and Reserves Management: Strategies and Policies LR 7 - Monitoring Liquidity

Question 12

Week 12

Accepted Answer

LR 3 - Early Warning Indicators LR 6 - Intraday Liquidity Risk Management LR 8 - The Failure Mechanics of Dealer Banks LR 9 - Liquidity Stress Testing LR 10 - Liquidity Risk Reporting and Stress Testing LR 11 - Contingency Funding Planning

Question 13

Week 13

Accepted Answer

LR 12 - Managing and Pricing Deposit Services LR 13 - Managing Non-deposit Liabilities LR 14 - Repurchase Agreements and Financing LR 15 - Liquidity Transfer Pricing: A Guide to Better Practice LR 16 - Shortage in Global Banking and the International Policy Response LR 17 - Covered Interest Parity Lost: Understanding the Cross-Currency Basis

Question 14

Week 14

Accepted Answer

LR 18 - Risk Management for Changing Interest Rates: Asset-Liability Management and Duration Techniques LR 19 - Illiquid Assets LR Test

Question 15

Week 15

Accepted Answer

OR – 1 Principles for the Sound Management of Operational Risk OR – 2 Enterprise Risk Management: Theory and Practice OR – 3 What Is ERM? OR – 4 Implementing Robust Risk Appetite Frameworks to Strengthen Financial Institutions OR – 5 Banking Conduct and Culture OR – 6 Risk Culture OR – 7 OpRisk Data and Governance

Question 16

Week 16

Accepted Answer

OR – 8 Supervisory Guidance on Model Risk Management OR – 9 Information Risk and Data Quality Management OR – 10 Validating Rating Models OR - 11 Assessing the Quality of Risk Measures OR – 12 Risk Capital Attribution and Risk-Adjusted Performance Measurement OR – 13 Range of Practices and Issues in Economic Capital Frameworks OR – 14 Capital Planning at Large Bank Holding Companies OR – 15 Stress Testing Banks MR - 6

Question 17

Week 17

Accepted Answer

OR – 16 Guidance on Managing Outsourcing Risk OR – 17 Management of Risks Associated with Money Laundering and Financing of Terrorism OR – 18 Regulation of the OTC Derivatives Market OR – 23 The Cyber-Resilient Organization OR – 24 Cyber-Resilience: Range of Practices OR – 25 Building the UK Financial Sector s Operational Resilience OR – 26 Striving for Operational Resilience

Question 18

Week 18

Accepted Answer

OR – 19 Capital Regulation Before the Global Financial Crisis OR – 20 Solvency, Liquidity and Other Regulation After the Global Financial Crisis OR – 21 High-Level Summary of Basel III Reforms OR – 22 Basel III: Finalising Post-Crisis Reforms OR – 16 Guidance on Managing Outsourcing Risk

Question 19

Week 19

Accepted Answer

OR test Current Issues

Question 20

Week 20

Accepted Answer

Mock Tests

MIDHAFIN FRM Part 2
Course Structure & Study Plan

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MIDHAFIN FRM Part 2 Course Structure & Study Plan

Company

Help and Support

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MIDHAFIN FRM Part 2
Course Structure & Study Plan