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