Preparing for the Advanced Financial Modeler (AFM) Exam

Estimating Market Risk Measures: An Introduction and Overview

Non-parametric Approaches

Parametric Approaches (II): Extreme Value

Backtesting VaR

VaR Mapping

Messages from the academic literature on risk measurement for the trading book

Correlation Basics: Definitions, Applications, and Terminology

Empirical Properties of Correlation: How Do Correlations Behave in the Real World?

Financial Correlation Modeling—Bottom-Up Approaches

Empirical Approaches to Risk Metrics and Hedging

The Science of Term Structure Models

The Evolution of Short Rates and the Shape of the Term Structure

The Art of Term Structure Models: Drift

The Art of Term Structure Models: Volatility and Distribution

Volatility Smiles

Fundamental Review of the Trading Book

The Credit Decision

The Credit Analyst

Capital Structure in Banks

Rating Assignment Methodologies