PRM Handbook Digital Resources

The Professional Risk Manager Handbook Series, 2024 Edition cites supplemental digital resources, which are provided below. Resources are listed based on the handbook volume, book and chapter where the reference is cited.

PRM Handbook - Book 2: Mathematical Foundations of Risk Measurement, 2024 Edition

Chapter Chapter Name Resource
Chapter 1
 Foundations II.A.xls
Chapter 3 Descriptive Statistics - Introduction II.B.1.xls
Chapter 3 Descriptive Statistics - Introduction II_B_1.xls
Chapter 3 Measures of Location or Central II.B.4.xls
Chapter 3 Measures of Dispersion II.B.5.xls
Chapter 3 Bivariate Data II.B.6.xls
Chapter 3 Case Study: Interpretation of Statistical Output II.B.7.xls
 Chapter 4  Numerical Methods  II.G.xls
Chapter 5 Matrix Algebra II.D.xls
Chapter 6 Probability Theory in Finance II.E.xls
Chapter 7
 Regression Analysis in Finance II.F.xls
 
PRM Handbook - Book 5: Market Risk, Asset Liability Management and Funds Transfer Pricing, 2024 Edition
Chapter Chapter Name Resource
Chapter 3 Value at Risk Overview VaR_Volatility_Models.xls
Chapter 4 Value at Risk Overview VaR_Methods.xls
Chapter 5 Value at Risk Overview VaR_PCA.xls
Chapter 6 Advanced VAR Models - Univariate                                          VaR_Backtesting.xls
Chapter 7 Advanced VaR Models - Multivariate VaR_EVT.xls
Chapter 8 Advanced VaR Models - Multivariate VaR_Copula.xls
Chapter 12 Bank Funds Transfer Pricing FTP Exercises

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