Edge Designations

FRM PII - Introduction - 2025

FRM PII - INTRODUCTION - 2025

FRM PII - Syllabus - 2025

MR 1 - Estimating Market Risk Measures: An Introduction and Overview - NOTES

MR 2 - Non-parametric Approaches - NOTES

MR 3 - Parametric Approaches II: Extreme Value - NOTES

MR 4 - Backtesting - NOTES

MR 5 - VaR Mapping - NOTES

MR 6 - Validating Bank Holding Companies' VaR Models for Market Risk - NOTES

MR 7 - Methods for Backtesting the Entire Forecasting Distribution using PITs - NOTES

MR 8 - Correlation Basics: Definitions, Applications, and Terminology - NOTES

MR 9 - Empirical Properties of Correlation - NOTES

MR 10 - Financial Correlation Modelling - Bottom Up Approaches - NOTES

MR 11 - Regression Hedging and PCA - NOTES

MR 12 - Arbitrage Pricing with Term Structure Models - NOTES

MR 13 - Expectations, Risk Premium, Convexity, and the Shape of the Term Structure - NOTES

MR 14 - The Art of Term Structure Models: Drift - NOTES

MR 15 - The Art of Term Structure Models: Volatility and Distribution - NOTES

MR 16 - The Vasicek and Gauss+ Models - NOTES

MR 17 - Volatility Smiles - NOTES

MR 18 - Fundamental Review of the Trading Book - NOTES

BOOK 1 - FORMULA SHEET - 2025

CR 1 - Fundamentals of Credit Risk - NOTES

CR 2 - Governance - NOTES

CR 3 - Capital Risk Management - NOTES

CR 4 - Capital Structure in Banks - NOTES

CR 5 - Introduction to Credit Risk Modeling and Assessment - NOTES

CR 6 - Credit Scoring and Rating - NOTES

CR 7 - Credit Scoring and Retail Credit Risk Management - NOTES

CR 8 - Country Risk: Determinants, Measures, and Implication - NOTES

CR 9 - Estimating Default Probabilities - NOTES

CR 10 - Credit Value at Risk - NOTES

CR 11 - Portfolio Credit Risk - NOTES

CR 12 - Credit Risk - NOTES

CR 13 - Credit Derivatives - NOTES

CR 14 - Derivatives - NOTES

CR 15 - Counterparty Risk and Beyond - NOTES

CR 16 - Netting, Close-out and Related Aspects - NOTES

CR 17 - Margin Collateral and Settlement - NOTES

CR 18 - Central Clearing - NOTES

CR 19 - Future Value and Exposure - NOTES

CR 20 - CVA - NOTES

CR 21 - The Evolution of Stress Testing Counterparty Exposures - NOTES

CR 22 - Structured Credit Risk - NOTES

CR 23 - An Introduction to Securitization - NOTES

BOOK 2 - FORMULA SHEET - 2025

ORR 1 - Introduction to Operational Risk and Resilience - NOTES

ORR 2 - Risk Governance - NOTES

ORR 3 - Risk Identification - NOTES

ORR 4 - Risk Measurement and Assessment - NOTES

ORR 5 - Risk Mitigation - NOTES

ORR 6 - Risk Reporting - NOTES

ORR 7 - Integrated Risk Management - NOTES

ORR 8 - Cyber-Resilience: Range of Practices - NOTES

ORR 9 - Case Study: Cyberthreats and Information Security Risks - NOTES

ORR 9 - CASE STUDY - NOTES

ORR 10 - Sound Management of Risks Related to Money Laundering and Financing of Terrorism - NOTES

ORR 11 - Case Study: Financial Crime and Fraud - NOTES

ORR 11 - CASE STUDY - NOTES

ORR 12 - Guidance on Managing Outsourcing Risk - NOTES

ORR 13 - Case Study: Third-Party Risk Management - NOTES

ORR 13 - CASE STUDY - NOTES

ORR 14 - Case Study: Investor Protection and Compliance Risks in Investment Activities - NOTES

ORR 14 - CASE STUDY - NOTES

ORR 15 - Supervisory Guidance on Model Risk Management - NOTES

ORR 16 - Case Study: Model Risk and Model Variation - NOTES

ORR 16 - CASE STUDY - NOTES

ORR 17 - Stress Testing Banks - NOTES

ORR 18 - Risk Capital Attribution and Risk-Adjusted Performance Measurement - NOTES

ORR 19 - Range of Practices and Issues in Economic Capital Frameworks - NOTES

ORR 20 - Capital Planning at Large Bank Holding Companies - NOTES

ORR 21 - Capital Regulation Before the Global Financial Crisis - NOTES

ORR 22 - Solvency, Liquidity and Other Regulation After the Global Financial Crisis - NOTES

ORR 23 - High-Level Summary of Basel III Reforms - NOTES

ORR 24 - Basel III: Finalizing Post-Crisis Reforms - NOTES

BOOK 3 - FORMULA SHEET - 2025

LTR 1 - Liquidity Risk - NOTES

LTR 2 - Liquidity and Leverage - NOTES

LTR 3 - Early Warning Indicators - NOTES

LTR 4 - The Investment Function in Financial Services Management - NOTES

LTR 5 - Liquidity and Reserves Management: Strategies and Policies - NOTES

LTR 6 - Intraday Liquidity Risk Management - NOTES

LTR 7 - Monitoring Liquidity - NOTES

LTR 8 - The Failure Mechanics of Dealer Banks - NOTES

LTR 9 - Liquidity Stress Testing - NOTES

LTR 10 - Liquidity Risk Reporting and Stress Testing - NOTES

LTR 11 - Contingency Funding Planning - NOTES

LTR 12 - Managing and Pricing Deposit Services - NOTES

LTR 13 - Managing Non-deposit Liabilities - NOTES

LTR 14 - Repurchase Agreements and Financing - NOTES

LTR 15 - Liquidity Transfer Pricing - NOTES

LTR 16 - The US Dollar Shortage - NOTES

LTR 17 - Covered Interest Parity Lost - NOTES

LTR 18 - Risk Management for Changing Interest Rates - NOTES

LTR 19 - Illiquid Assets - NOTES

BOOK 4 - FORMULA SHEET - 2025

IM 1 - Factor Theory - NOTES

IM 2- Factors - NOTES

IM 3 - Alpha - NOTES

IM 4 - Portfolio Construction - NOTES

IM 5 - Portfolio Risk: Analytical Methods - NOTES

IM 6 - VaR and Risk Budgeting in Investment Management - NOTES

IM 7 - Risk Monitoring and Performance Measurement - NOTES

IM 8 - Portfolio Performance Evaluation - NOTES

IM 9 - Hedge Funds - NOTES

IM 10 - Performing Due Diligence on Specific Managers and Funds - NOTES

IM 11 - Predicting Fraud by Investment Managers - NOTES

BOOK 5 - FORMULA SHEET - 2025