Table Of ContentFRM Parr I Boox 1
Founpations or Risk MANAGEMEN:
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GARD 2012 FRM Paar | Srupy Guine
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11: GARP Code of Conduse
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GARD FRM Practice Exot ANSWERS
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GARP 2012 FRM Parr I Srupy Guipe
Founpations oF Risk MANAGEMENT
Part | Raum Weight: 20%
Philippe Jvion, Vthest Risse Mia Helmer fir Maruaging Fina Bik, ud iin
Sex Woes McGraw I, 2007,
1s Cheaper 1 ="he Nos fer ele Mane ene
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Porfole Theor: and fvsomnent Aras, 8 atvon (Hoblen, NY: John Whey & Sone
200%,
2. Chapter $ ~ Deiinesci DéScienePovcioe
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$ Chapter = Nonstandard Toees of Capial Asse Pacing Models
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Shoes Hagan: ln Wy Se, 283)
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Part | Exam Walght 20%
James Secs end Mash Wasca, Tatton re Beoevenne, Qvie! dion (Reston: Pearson
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Iie Chapter 2 dignne Padbbiiy Dis anions
19: Cheprer4~ Concatuous Poor Dberiburions
Philippe orion. Veen ee Mise he Min Boncme for Menai, Financial Reh, Bd fon
2s Chapter 12 Mame Cerlo Method
lh Hull, Opies, str, avd Other Devitt Sh Bion (New Vn: Potton Preaice
ital 2052
21; Chapsar 22— besinating Vater and Conran
Lipds Allen, Jasob Bondoul, Archony Stands, Uedertinding Menkes, Ci cn
Gpenecars! Rise The Value at vk Anprasch (Cnfoad: Blacevell Peblehing, 20},
122: Chapsee~ Qeamifing Veaclny in VaR Models
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Financia Markers anp Propucrs
Part TExans Weight: 30%
‘hp Tell, Options, Rerun aad Orber Dinas, 8b Dion
228 Chageer 1 = Tnudeeron
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Helyers Geman. Cannndisis und Commodity Deriscivs Modeing nd Pricing ir
Aprcloul enl cn Brergy Ca Sass Englands John Wile & Sons, 205%
$2; Chapter 1~ 2undanentls af Cond
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g Spor and Susates Markets Insrumen.s
Robert MeDonaid, Devnatver Markie. 2d Baron (Buon: Alice Wesley, 20063
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Anuhouy Seundhas a Marci, Millon Curwst ianriad Paaitusion i
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Part I Exain Weight: 30%.
[ance Techman, Fea cose Seetie, 2nd Lane (Laboken, NJ oha Wey 8 Sons,
i Chaprer 1 ~ Bond Pases come Yacwsy, and Ainge
3% Clyne? und Uren. Som Rates, andl Forvaed Raves
ke Chaprer 3 — Yield o Manag
39 Cheptee 3 Oar Fesor Mewes of ee Sensitive
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42 Claptcs 18 Theil Lan
Kevin Dove, Mensuing Mikes Kis, nd Btn (tse Susee, EaJand:Jehn Wiley &
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14% Chapter 2— Moret of Financ Rite
Ll Allen, Jac Boulud, Antony Sauder, Undentanng More, Cian
pontine Risk The Vasa ik Appromh,
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Pron: Fall 20105,
45: Chapt 2% Operaioval Bik
Linda Alles, Jacob Boudoulh, Anchany Saunces, Lndomanding Marke, Cedi and
Opentinn Ks The Value a 38 Ansa
46, Chuapee 9 Tanending the VER Appnach op O ecaional Ride
Palin orion, He Bik The Mine Bomba for Mig Fans Risk And Pao.
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‘Whey Sons, 2008,
4: Chaprer 6—The Rariag Agen!
Aad dh So-vigny and Slvr Renan, Mamiya Wanaging (nde Mik, ‘Nu Yorks
McGaw Hill. 2002,
50 Chapter 2— Eager and Fenn Reins, sco g the Appene
Jane. bla, 1 Nan
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Michael Ong, dove’ Cet Ri
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Su) Chapter 4— Loan Povdilne and Expected Lose
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BackcRounp READINGS:
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Ril, Sn aton, Chapres “6
Ince: Rare Desvedve sreamencs Derive ad Poti Manegement, CCA Droge
Ceierlan, Volare 6 Level 2 (CTA Tassie, 2010)
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