TAILIEUCHUNG - Valuation and Risk Models book 4

Valuation and Risk Models book 4 Lecture Classifications of Risk defining risk, identifying the classifications of risks and explaining the role played by risk in value creation. | FRM I 2012 Part I I Book 4 Valuation and Risk Models Schweser study Notes for the FRM Exam KAPLAN schweser FRM Part I Book 4 Valuation and Risk Models Valuation and Risk Models 36 Bond Prices Discount Factors and Arbitrage 3 37 Bond Prices Spot Rates and Forward Rates J 15 38 Yield to Maturity 27 39 One-Factor Measures of Price Sensitivity 38 40 Binomial Trees 53 41 The Black-Scholes-jyierton Model 68 42 The Greek Letters 85 43 Measures of Financial Risk 104 44 Putting VaR to Work 116 45 Operational Risk 130 46 Extending the VaR Approach to Operational Risk 143 47 Stress Testing 160 48 Principles for Sound Stress Testing Practices and Supervision 168 49 The Rating Agencies 181 50 External and Internal Ratings 190 51 Country Risk Models 199 52 Loan Portfolios and Expected Loss 205 5 3 Unexpected Loss 214 Challenge Problems 7 220 Challenge Problem Answers 224 GARP FRM Practice Exam Questions 227 GARP FRM Practice Exam Answers 239 . Formulas 251 Appendix 254 Index 257 2012 Kaplan Inc. Page 1 FRM PART I BOOK 4 VALUATION AND RISK MODELS 2012 Kaplan Inc. . Kaplan Schweser. All rights reserved. Printed ĨÁ the United States of America. ISBN 978-1-4277-3879-01 1-4277-3879-3 PPN 3200-2110 Required Disclaimer GARP does not endorse promote review or warrant the accuracy of the products or services offered by Kaplan Schweser of FRM related information nor does it endorse any pass rates claimed by the provider. Further GARP is not responsible for any fees or costs paid by the user to Kaplan Schweser nor is GARP responsible for any fees or costs of any person or entity providing any services to Kaplan Schweser. FRM GARP and Global Association of Risk Professionals are trademarks owned by the Global Association of Risk Professionals Inc. GARP FRM Practice Exam Questions are reprinted with permission. Copyright 2011 Global Association of Risk Professionals. All rights reserved. These materials may not be copied without written permission from the author. The unauthorized .

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