列舉兩個章節(jié)金融市場和產(chǎn)品和信用風(fēng)險度量和管理的考試考點變化的部分,幫助大家梳理11月考試中的章節(jié)重點內(nèi)容。
一、金融市場和產(chǎn)品
Structure and mechanics of OTC and exchange markets
Structure,mechanics,and valuation of forwards,futures,swaps and options
Hedging with derivatives
Interestrates and measures of interestrate sensitivity
Foreign exchange risk
Corporate bonds
Mortgage backed securities(New—Moved from Part II—Market Risk Measurement)
Rating agencies
二、信用風(fēng)險度量和管理
Credit analysis
Default risk:Quantitative methodologies(Risk neutral valuations has been deleted)
Expected and unexpected loss
Credit VaR
Counterparty risk(Subpoints deleted)
Credit derivatives(Subpoints deleted)
Structured finance and securitization(Subpoints deleted)
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