CFA leve II考纲变动分析说明.docVIP

　　 2016 CFA level II考纲变动分析说明 　　 　　2016年 CFA level II考纲变动的科目为：数量、经济、财报、固收、衍生和组合； 　　 　　变动较大的科目为：数量、固收和组合； 　　 　　其中，数量新增一个 reading；固收删除一个 reading，组合删除三个 reading，新增两个 reading. 　　 　　具体变动情况如下： 　　 　　1、数量 　　 　　SS3，R10.Multiple Regression and Issues in Regression Analysis 　　 　　a. formulate a multiple regression equation to describe the relation between a dependent variable and several 　　 　　independent variables, determine the statistical significance of each independent variable, and interpret the 　　 　　estimated coefficients and their p-values; 　　 　　SS3，Reading 12. Excerpt from“Probabilistic appraoches: scenario analysis,decision trees, and 　　 　　simulations”（新增考点） 　　 　　a. describe steps in running a simulation; 　　 　　b. explain three ways to define the probability distributions for a simulation’s variables; 　　 　　c. describe how to treat correlation across variables in a simulation; 　　 　　d. describe advantages of using simulations in decision making; 　　 　　e. describe some common constraints introduced into simulations; 　　 　　f. describe issues in using simulations in risk assessment; 　　 　　g. compare scenario analysis, decision trees, and simulations. 　　 　　2、经济学 　　 　　SS4，Reading 13: Currency Exchange Rates: Determination and Forecasting 　　 　　n. describe objectives of central bank intervention and capital controls and describe the effectiveness of 　　 　　intervention and capital controls;（新增） 　　 　　3、财报 　　 　　SS6，Reading 20: Multinational Operations 　　 　　i. explain how changes in the components of sales affect the sustainability of sales growth;（修改） 　　 　　4、固收 　　 　　SS14，Reading 43. The term structure and interest rate dynamics 　　 　　c. describe how zero-coupon rates (spot rates) may be obtained from the par curve by bootstrapping;（新增） 　　 　　g calculate and interpret the swap spread for a given maturity;（修改） 　　 　　SS14，Reading 45. Valuation and Analysis: Bonds with Embedded Options 　　 　　m. calculate the value of a capped or floored floating-rate bond;（删除） 　　 　　SS15，Rea