List of FRM(Financial Risk Manager) Readings - 2009 core readings

A comprehensive list of FRM(Financial Risk Manager) Readings - 2009 core readings (Full Exam) is given below :

1) The Need for Risk Managememt
2) The Capital Asset Pricing Model and its Application to Performance Measurement
3) Expected Returns and the Arbitrage Pricing Theory
4) Investors and Risk Management
5) Creating Value with Risk Management
6) Case study from Risk Management and Capital Adequacy by Gallati Reco
7) The Nature and Scope of Econometrics
8) Review of Statistics Probability and Probability Distributions
9) Characteristics of Probability Distributions
10)Some Important Probability Distributions
11) Statistical Inference Estimation and Hypothesis Testing
12) Basic Ideas of Linear Regression the Two-Variable Model
13) The Two-Variable Model Hypothesis Testing Multiple Regression: Estimation and Hypothesis Testing
14) Monte Carlo Methods
15) Discrete Probability Distributions
16) Continuous Probability Distributions
17) Structural Hubs: Clearinghouses, Derivative Product Companies and Exchanges
18) Commodity Forwards and Futures
19) Fundamentals of Commodity Spot and Futures Markets: Instruments, Exchanges and Strategies
20) Foreign Exchange Risk
21) Sovereign Risk
22) Corporate Bonds
23)Quantifying volatility in VaR models
24) Putting VaR to work
25) Extending the VaR approach to operational risks
26) Bond Prices, Discount Factors, and Arbitrage
27) Bond Prices, Spot Rates, and Forward Rates
28) Yield-to-Maturity
29) One-Factor Measures of Price Sensitivity
30) Stress Testing
31) The Rating Agencies
32) Country Risk Models
33) External and Internal Ratings
34) Loan Portfolios and Expected Loss
35) Unexpected Loss
36) Measures of Price Sensitivity Based on Parallel Yield Shifts
37) Key Rate and Bucket Exposures
38) The Science of Term Structure Models
39) Mortgage-Backed Securities
40) Backtesting VAR
41) VaR Mapping
42) Measures of Financial Risk
43) Modeling Dependence Correlations and Copulas
44) Parametric Approaches (II) Extreme Value
45) An Overview of Mortgages and the Mortgage Market
46) Valuation of Mortgage-Backed Securities
47) Credit Derivatives and Credit Linked Notes
48) The Structuring Process
49) Securitization
50) Cash Collateralized Debt Obligations
51) Synthetic Collateralized Debt Obligations
52) Introduction to Portfolio Approaches
53) Economic Capital and Capital Allocation
54) Application of Portfolio Approaches
55) Default Risk Quantitative Methodologies
56) Loss Given Default
57) Extending the VaR Approach to Non-Tradable Loans
58) Credit Risks and Credit Derivatives
59) Portfolio Effects Risk Contribution and Unexpected Losses
60) Capital Allocation and Performance Measurement
61) Estimating Liquidity Risks
62) Model Risk
63) Aligning Basel II Operational Risk and Sarbanes-Oxley 404 Projects
64) Regulation
65) Liquidity Risk
66) Portfolio Construction
67) Performance Analysis
68) Funds of Hedge Funds
69) Style Drifts Monitoring, Detection and Control
70) Individual Hedge Fund Strategies
71) Portfolio Risk Analytical Methods
72) VaR and Risk Budgeting in Investment Management
73) Risk Monitoring and Performance Measurement
74) Risk Budgeting for Pension Funds and Investment Managers Using VaR