融跃教育

基础课程

• 1.Book 1 Market Risk Measurement and Management

  • READING 1 Estimating Market Risk Measures: An Introduction an d Overview

    

  • READING 2 Non-Parametric Approaches

    

  • READING 3 Parametric Approaches (II): Extreme Value

    

  • READING 4 Backtesting VaR

    

  • READING 5 VaR Mapping

    

  • READING 6 Messages from the Academic Literature on Risk Measurement for the Trading Book

    

  • READING 7 Correlation Basics: Definitions, Applications, and Terminology

    

  • READING 8 Empirical Properties of Correlation: How Do Correlations Beh ave in the Real World?

    

  • READING 9 Financial Correlation Modeling—Bottom-Up Approaches

    

  • READING 10 Empirical Approaches to Risk Metrics and Hedging

    

  • READING 11 The Science of Term Structure Models

    

  • READING 12 The Evolution of Short Rates and the Shape of the Term Structure

    

  • READING 13 The Art of Term Structure Models: Drift

    

  • READING 14 The Art of Term Structure Models: Volatility and Distribution

    

  • READING 15 Volatility Smiles

    

  • READING 16 Fundamental Review of the Trading Book

    

• 2.Book 2 Credit Risk Measurement and Management

  • READING 17 The Credit Decision

    

  • READING 18 The Credit Analyst

    

  • READING 19 Capital Structure in Banks

    

  • READING 20 Rating Assignment Methodologies

    

  • READING 21 Credit Risks and Credit Derivatives

    

  • READING 22 Spread Risk and Default Intensity Models

    

  • READING 23 Portfolio Credit Risk

    

  • READING 24 Structured Credit Risk

    

  • READING 25 Counterparty Risk and Beyond

    

  • READING 26 Netting, Close-out and Related Aspects

    

  • READING 27 Margin (Collateral) and Settlement

    

  • READING 28 Future Value and Exposure

    

  • READING 29 CVA

    

  • READING 30 The Evolution of Stress Testing Counterparty Exposures

    

  • READING 31 Credit Scoring and Retail Credit Risk Management

    

  • READING 32 The Credit Transfer Markets—and Their Implications

    

  • READING 33 An Introduction to Securitization

    

  • READING 34 Understanding the Securitization of Subprime Mortgage Credit

    

• 3.Book 3 Operational Risk and Resiliency 

  • READING 35 Principles for the Sound Management of Operational Risk

    

  • READING 36 Enterprise Risk Management: Theory and Practice

    

  • READING 37 What Is ERM?

    

  • READING 38 Implementing Robust Risk Appetite Frameworks to Strengt hen Financial Institutions

    

  • READING 39 Banking Conduct and Culture: A Permanent Mindset Change

    

  • READING 40 Risk Culture

    

  • READING 41 OpRisk Data and Governance

    

  • READING 42 Supervisory Guidance on Model Risk Management

    

  • READING 43 Information Risk and Data Quality Management

    

  • READING 44 Validating Rating Models

    

  • READING 45 Assessing the Quality of Risk Measures

    

  • READING 46 Risk Capital Attribution and Risk-Adjusted Performance Measurement

    

  • READING 47 Range of Practices and Issues in Economic Capital Frameworks

    

  • READING 48 Capital Planning at Large Bank Holding Companies

    

  • READING 49 Stress Testing Banks

    

  • READING 50 Guidance on Managing Outsourcing Risk

    

  • READING 51 Management of Risks Associated with Money Laundering a nd Financing of Terrorism

    

  • READING 52 Regulation of the OTC Derivatives Marketm

    

  • READING 53 Capital Regulation Before the Global Financial Crisis

    

  • READING 54 Solvency, Liquidity and Other Regulation After the Global Financial Crisis

    

  • READING 55 High-Level Summary of Basel III Reforms

    

  • READING 56 Basel III: Finalizing Post‐Crisis Reforms

    

  • READING 57 The Cyber-Resilient Organization

    

  • READING 58 Cyber-Resilience: Range of Practices

    

  • READING 59 Building the UK Financial Sector’s Operational Resilience

    

  • READING 60 Striving for Operational Resilience

    

• 4.Book 4 Liquidity and Treasury Risk Measurement and Management

  • READING 61 Liquidity Risk

    

  • READING 62 Liquidity and Leverage

    

  • READING 63 Early Warning Indicators

    

  • READING 64 The Investment Function in Financial-Services Management

    

  • READING 65 Liquidity and Reserves Management: Strategies and Policies

    

  • READING 66 Intraday Liquidity Risk Management

    

  • READING 67 Monitoring Liquidity

    

  • READING 68 The Failure Mechanics of Dealer Banks

    

  • READING 69 Liquidity Stress Testing

    

  • READING 70 Liquidity Risk Reporting and Stress Testing

    

  • READING 71 Contingency Funding Planning

    

  • READING 72 Managing and Pricing Deposit Services

    

  • READING 73 Managing Nondeposit Liabilities

    

  • READING 74 Repurchase Agreements and Financing

    

  • READING 75 Liquidity Transfer Pricing: A Guide to Better Practice

    

  • READING 76 The US Dollar Shortage in Global Banking and the International Policy Response

    

  • READING 77 Covered Interest Rate Parity Lost: Understanding the Cross -Currency Basis

    

  • READING 78 Risk Management for Changing Interest Rates

    

  • READING 79 Illiquid Assets

    

• 5.Book 5 Risk Management and Investment Management

  • READING 80 Factor Theory

    

  • READING 81 Factors

    

  • READING 82 Alpha (and the Low-Risk Anomaly)

    

  • READING 83 Portfolio Construction

    

  • READING 84 Portfolio Risk: Analytical Methods

    

  • READING 85 VaR and Risk Budgeting in Investment Management

    

  • READING 86 Risk Monitoring and Performance Measurement

    

  • READING 87 Portfolio Performance Evaluation

    

  • READING 88 Hedge Funds

    

  • READING 89 Performing Due Diligence on Specific Managers and Funds

    

  • READING 90 Finding Bernie Madoff: Detecting Fraud by Investment Managers

    

• 6.Book 6 Current Issues in Financial Markets

  • READING 91: Beyond LIBOR :A primer on the new Benchmark Rates

    

  • READING 92:Machine Learning: A Revolution in Risk Management and Compliance?

    

  • READING 93 Artificial Intelligence and Machine Learning in Financial Services

    

  • READING 94 Climate Change: Physical Risk and Equity Prices

    

  • READING 95 The Green Swan – Central Banking and Financial Stability i n the Age of Climate Change

    

  • READING 96 When Selling Becomes Viral

    

  • READING 97 Global Financial Stability Overview: Markets in the Time of COVID-19

    

  • READING 98 Financial Crime in Times of COVID-19 – AML and Cyber R esilience Measures

    

  • READING 99 Replacing LIBOR

    

  • Reading 100:Cyber risk and the U.S. Financial system: A pre-mortem analysis