Menu

Required Readings

2021 FRM Part II Online Readings

CURRENT ISSUES

“Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis”, Federal Reserve Bank of New York Staff Reports, June 2020.
View Reading

Andreas Schrimpf and Vladyslav Sushko, “Beyond LIBOR: a primer on the new benchmark rates,” BIS Quarterly Review, March 5, 2019.
View Reading

Bart van Liebergen, “Machine Learning: A Revolution in Risk Management and Compliance?” Institute of International Finance, April 2017.
View Reading

“Artificial intelligence and machine learning in financial services,” Financial Stability Board, Nov. 1, 2017.
View Reading

Chapter 5: Climate Change: Physical Risk and Equity, Global Financial Stability Report: Markets in the Time of COVID-19, International Monetary Fund (IMF), May 2020.
View Reading

Patrick Bolton, Morgan Despres, Luiz Awazu, Pereira Da Silva, Frédéric Samama, Romain Svartzman, “The Green Swan – Central Banking and Financial Stability in the Age of Climate Change”, Bank for International Settlements (BIS), January 2020. (Chapter 1 - Chapter 3 only)
View Reading

Valentin Haddad, Alan Moreira, and Tyler Mui, “When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response”
View Reading

Chapter 1: Global Financial Stability Report: Markets in the Time of COVID-19, International Monetary Fund (IMF), May 2020.
View Reading

Financial Crime in Times of COVID-19 – AML and Cyber Resilience Measures”, Financial Stability Institute, May 2020
View Reading

Stephen Cecchetti, Kim Schoenholtz, “Replacing LIBOR” https://voxeu.org/article/replacing-libor. September 2019.
View Reading

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals