frm_study_guide_changes_2013英文版本.pdf

2013 FRM Examination Study Guide Changes 2012 to 2013 FR ® Examination Study Guide Changes for 2013 NEW READINGS FRM PART I—TOPICS AND READINGS New Read ngs for Foundat ons of R sk Management 1. “Risk Taking: A Corporate Governance Perspective,” (International Finance Corporation, World Bank Group, June 2012). Freely available on the GARP Digital Library. 2. Anthony Tarantino and Deborah Cernauskas, Risk Management in Finan e: Six Sigma and Other Nex t Generation Te hniques (Hoboken, NJ: John Wiley Sons, 2009). • Chapter 3 Information Risk and Data Quality anagement New Read ngs for Quant tat ve Analys s 3. ichael iller, Mathemati s and Statisti s for Finan ial Risk Management (Hoboken, NJ: John Wiley Sons, 2012). • Chapter 2 Probabilities • Chapter 3 Basic Statistics • Chapter 4 Distributions • Chapter 5 Hypothesis Testing Confidence Intervals New Read ngs for F nanc al Markets and Products 4. John B. Caouette, Edward I. Altman, Paul Narayanan, and Robert W.J. Nimmo, Managing Credit Risk, 2nd Edition (New York: John Wiley Sons, 2008). • Chapter 6 The Rating Agencies Moved to this section from the Valuation and Risk Models section. New Read ngs for Valuat on and R sk Models 5. Linda Allen, Jacob Boudoukh and Anthony Saunders, Understanding Market, Credit and Operational Risk: The Value at Risk Approa h (Oxford: Blackwell Publishing, 2004). • Chapter 2 Quantifying Volatility in VaR odels Moved to this section from the Quantitative Analysis section. © 2013 Global Association of Risk Professionals. All rights reserved. 1 FR ® Examination Study Guide Changes for 2013 FRM PA