Sr. No.

LOS Name
Foundation of Risk Management
1 Risk Management: A Helicopter View
2 Corporate Risk Management: A Primer
3 Corporate Governance and Risk Management
4 What is ERM
5 Risk Management, Governance Culture and Risk Taking in Banks
6 Financial Disaster
7 Deciphering
Getting uptothe Liqquididty
speed and Credit
on the Financial Crunch 2007-08
Crisis:
8 A one-weekend-Reader's Guide
9 Risk Management Failures: What are they and when do they happen?
Delineating Efficient Portfolios
10 The Standard
Applying CapitaltoAsset
the CAPM Pricing Model
Performance Measurement:
11 Single- Index Performance Measurement Indicators
12 Arbitrage Pricing Theory and Multifactor Models of Risk & Return
13 Principles for Effective Risk Data Aggregation and Risk Reporting
14 GARP Code of Conduct
Sub-Total
Quantitative Analysis
0 The Time Value of Money
15 Probabilities
16 Basic Statastics
17 Distributions
18 Beyesian Analysis
19 Hypothesis Testing and Confidence Intervals
20 Linear Regression
Regression with a with
SingleOne Regressor
Regressor:
21 Hypothesis Tests and Confidence Intervals
22 Linear Regression with Multiple Regressors
23 Hypothesis Tests and Confidence Intervals in Multiple Regression
24 Modeling and Forecasting Trend
25 Modeling and Forecasting Seasonality
26 Characterizing Cycles
27 Modeling Cycles: MA, AR and ARMA Models
28 Volatility
29 Correlations and Copulas
30 Simulation Methods
Sub-Total
Financial Markets and Products
31 Banks
32 Insurance Companies and Pension Plans
33 Mutual Funds and Hedge Funds
34 Introduction (Option, Futures and Other Derivatives)
35 Future Markets and Central Counterparties
36 Hedging Strategy using Futures
37 Interest Rates
38 Determination of Forward and Future Prices
39 Interest Rate Futures
40 Swaps
41 Machanics of Option Markets
42 Properties of Stock Options
43 Trading Strategies involving Options
44 Exotic Options
45 Commodity Forwards and Futures
46 Exchanges, OTC Derivatives, DPCs and SPVs
47 Basic Principles of Central Clearing
48 Risks caused by CCPs
49 Foreign Exchange Risk
50 Corporate Bonds
51 Mortgages and Mortgage-Based Securites
Sub-Total
Valuation and Risk Models
0 VAR Methods
52 Qualifying Volatility in VaR Models
53 Putting VaR to work
54 Measures of Financial Risk
55 Binomial Trees
56 The Black-Scholes-Marton Model
57 The Greek Letters
58 Prices, Discount Factors and Arbitrage
59 Spot, Forward and Par Rates
60 Returns, Spreads and Yields
61 One-Factor Risk Metrics and Hedges
62 Multi-Factor Risk Metrics and Hedges
63 Country Risk: Determinants, Measures and Implementations
64 External and Internal Ratings
65 Capital Structure in Banks
66 Operational Risk
67 Governance Over Stress Testing
68 Stress Testing and other Risk Management Tools
69 Principles for Sound Stress Testing Practices and Supervision
Sub-Total
Total
Pages Approx No of Hours we can devote to complete this: 150
Total No. of Pages 1040
14 Done Pages/Hour 7
11 Pages/Day(Atleast 5 Hours) 35
10 Suppose 2 Books at a time:
10 Quants (Pages Per Day) 17
12 No. of Days to complete it(2.5 Hours Per Day) 17
17 FMP(Pages Per Day) 18
13 No. of Days to complete it(2.5 Hours Per Day) 17
12 VAR(pages Per Day) 17
8 No. of Days to complete it(2.5 Hours Per Day) 16
15 FRM(Pages Per day) 18
15 No. of Days to complete it(2.5 Hours Per Day) 10
10
14
12
7
180

12 Done
16
24
22
13
40
14
14
14
19
17
8
15
10
12
18
13
281

9 Done
14 Done
16
16
14
12
16
13
 14
17
15
12
16
11
23
10
11
7
15
13
26
300

11
22
14
12
17
18
20
16
18
16
17
13
19
10
12
13
11
6
13
278
1039