PRM Handbook Digital Resources

The Professional Risk Manager Handbook Series, 2015 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.

Volume II: Mathematical Foundations of Risk Measurement, 2015 Edition

Chapter/Sub-Chapter Chapter Name Resource
II.A Foundations II.A.xls
II.B.1 Descriptive Statistics - Introduction II.B.1.xls
II.B.4 Measures of Location or Central II.B.4.xls
II.B.5 Measures of Dispersion II.B.5.xls
II.B.6 Bivariate Data II.B.6.xls
II.B.7 Case Study: Interpretation of Statistical Output II.B.7.xls
II.D Matrix Algebra II.D.xls
II.E Probability Theory in Finance II.E.xls
II.F Regression Analysis in Finance II.F.xls
II.G Numerical Methods II.G.xls
 

Volume III: Book 1 Risk Management Frameworks and Operational Risk, 2015 Edition

Chapter/Sub-Chapter Chapter Name Resource
Pre-4 Introduction to Operational Risk Basel Committee on Banking Supervision (BCBS): Principles for the Sound Management of Operational Risk
Pre-4 Introduction to Operational Risk Observed range of practice in key elements of Advanced Measurement Approaches (AMA), July 2009 – BCBS
Pre-4 Introduction to Operational Risk Operational Risk – Supervisory Guidelines for the Advanced Measurement Approaches, June 2011 – BCBS
Pre-4 Introduction to Operational Risk OCC – Interagency Guidance On The Advanced Measurement Approaches For Operational Risk
Pre-4 Introduction to Operational Risk OCC – Risk Management of New, Expanded, or Modified Bank Products and Services
Pre-4 Introduction to Operational Risk OCC - Third Party Relationships
Pre-4 Introduction to Operational Risk Basel Committee on Banking Supervision (BCBS): Principles for Effective Risk Data Aggregation and Risk Reporting
 

Volume III: Book 3 Market Risk, Asset Liability Management and Funds Transfer Pricing, 2015 Edition

Chapter/Sub-Chapter Chapter Name Resource
3 Value at Risk Overview VaR_Volatility_Models.xls
4 Value at Risk Overview VaR_Methods.xls
5 Value at Risk Overview VaR_PCA.xls
6 Advanced VAR Models - Univariate VaR_Backtesting.xls
7 Advanced VaR Models - Multivariate VaR_EVT.xls
8 Advanced VaR Models - Multivariate VaR_Copula.xls
12 Bank Funds Transfer Pricing FTP Exercises