WEEKLY DELIVERY SCHEDULE FOR PART II CLASSES

WEEK 1 - (WEEKEND 13, 14TH JAN)

MARKET RISK

  • 01. ESTIMATING MARKET RISK
  • 02. NON PARAMETRIC APP
  • 03. BACKTESTIG VaR
  • 04. VaR Mapping
  • 16. VOLATILITY SMILE (YOUTUBE)

CREDIT RISK

OPERATIONAL RISK

INVESTMENT RISK

WEEK 2 - (WEEKEND 20, 21ST JAN)

MARKET RISK

CREDIT RISK

OPERATIONAL RISK

  • 38. PRINCIPLES FOR THE SOUND
  • 39. ENTERPRISE RISK MAN
  • 44. CAPITAL MODELING
  • 45. STAND MEASUREMENT APP

INVESTMENT RISK

WEEK 3 - (WEEKEND 27, 28TH JAN)

MARKET RISK

  • 10. EMPIRICAL APPROACH
  • 11. SCIENCE OF TERM STRUCT
  • 12. EVOLUTION OF SHORT RATE
  • 13. THE ART OF TERM STRUCT
  • 14. THE ART OF - DRIFT MODELS

CREDIT RISK

OPERATIONAL RISK

INVESTMENT RISK

WEEK 4 - (WEEKEND 03, 04TH FEB)

MARKET RISK

  • 05. MESSAGES FROM THE ACAD
  • 06. CORRELATION BASICS
  • 07. EMP PROP OF CORRELATION
  • 08. STAT CORRELATION
  • 09. FIN CORRELATION MODELING

CREDIT RISK

OPERATIONAL RISK

INVESTMENT RISK

WEEK 5 - (WEEKEND 10, 11TH FEB)

MARKET RISK

  • 15. OIS DISCOUNTING
  • 05. messages from aca

CREDIT RISK

OPERATIONAL RISK

  • 40. OBSERVATION ON DEVELOP
  • 46. EVT
  • 47.VALIDATING RATING MODELS

INVESTMENT RISK