GARP官方总结-2012考试范围变化_VF.pdf

Changes in 2012 FR ® Examination Study Guide NEW READINGS FRM PART I—TOPICS AND READINGS No new readings FRM PART II—TOPICS AND READINGS New Readings for Market Risk Measurement and Management 1. Pietro Veronesi, F xed Income Secur t es (Hoboken, NJ: John Wiley Sons, 2010). • Chapter 8 Basics of Residential ortgage Backed Securities 2. Frank Fabozzi, Anand Bhattacharya, William Berliner, Mortgage Backed Secur t es, 2nd Ed t on (Hoboken, NJ: John Wiley Sons, 2006). • Chapter 1Overview of ortgages and the Consumer ortgage arket • Chapter 2Overview of the ortgage-Backed Securities arket • Chapter 10Techniques for Valuing BS New Readings for Credit Risk Measurement and Management 3. Eduardo Canabarro (editor), Counterparty Credit Risk ( ondon: Risk Books, 2009). • Chapter 6 Pricing and Hedging Counterparty Risk: Lessons Re-Learned?, by Eduardo Canabarro New Readings for Operational and Integrated Risk Management 4. Philippe Carrel, The Handbook of R sk Management (West Sussex, UK: John Wiley Sons, td, 2010). • Chapter 16 Liquidity, the Ultimate Operational Risk • Chapter 17 Analyzing and easuring Liquidity Risk • Chapter 18 Funding Risk • Chapter 19 anaging and itigating Liquidity Risks New Readings for Risk Management and Investment Management 5. Greg N. Gregoriou and Franciois-Serge hatant, “Madoff: A Riot of Red Flags” (December, 2008). 6. Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, 9th Edition (New York: McGraw-Hill, 2010). • Chapter 24 Portfolio Performance Evaluation ©© GGlloobbaall AAssssoocciiaattiioonn ooff RRiisskk PPrrooffeessssiioonnaallss.. AAllll rriigghhttss rreesseerrvveedd.. 11 Changes in 2012 FR ® Examination Study Guide