All the Practice Lectures have to be done after the respective Chapters.

Details are given in the Practice Lecture Sheet.

Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
01. Introduction of the
1 Basic Concepts Calculator 00:03 Lecture
Calculator-1
1 Basic Concepts Calculator 02. The Basic Buttons-1 00:02 Lecture
03. Basic Mathematical
1 Basic Concepts Calculator 00:05 Lecture
Functions-1
1 Basic Concepts Calculator 04. TVM Buttons-1 00:07 Lecture
1 Basic Concepts Calculator 05. The Reset Button-1 00:02 Lecture
06. ChnAos, RandDate,
1 Basic Concepts Calculator 00:12 Lecture
Breakeven, Interest-1
07. LN, CF, NPV, IRR,
1 Basic Concepts Calculator 00:08 Lecture
Payback-1
1 Basic Concepts Calculator 08. Statistical Functions-1 00:05 Lecture
09. STO, Round, RCL, Trigo,
1 Basic Concepts Calculator 00:08 Lecture
Depreciation-1
1 Basic Concepts Calculator 10. Bond Functions-1 00:05 Lecture
11. Memory, xP By Y, P By Y,
1 Basic Concepts Calculator 00:02 Lecture
Amount-1
1 Basic Concepts Calculator 12. Conclusion-1 00:02 Lecture
Need TVM for Derivatives and Fixed
2 Basic Concepts The Time value of Money 01. Time Value of Money-1 00:42
Income
Need TVM for Derivatives and Fixed
2 Basic Concepts The Time value of Money 02. Time Value of Money-2 00:59
Income
01. Simple vs Compound No new concept covered. Additional
3 Basic Concepts Basic Mathematics 00:14 - Simple interest and compound interest sum Lecture
Interest-1 Explanation - Do if needed.
No new concept covered. Additional
Explanation - Do if needed.
3 Basic Concepts Basic Mathematics 02. Compound Interest-1 00:36 - Compound interest sum Lecture Notes
You may see the Q & Soln from the
class PDF & skip the Lecture if you want.
2 Basic Concepts The Time Value of Money 03. CF, Ordinary Annuity-1 00:38 Lecture Notes
2 Basic Concepts The Time value of Money 04. Annuity Due-1 00:52
2 Basic Concepts The Time value of Money 05. Unequal CF, Perpetuity-1 00:37
06. Compounding Frequency,
2 Basic Concepts The Time value of Money 01:19 Need for Derivatives and FIxed Income
Effective Rate-1
2 Basic Concepts The Time value of Money 07. Bond-1 00:30 Need for Fixed Income
2 Basic Concepts The Time value of Money 08. Loan Amortization-1 01:13 Need for MBS
Important and required for fixed
2 Basic Concepts The Time Value of Money 09. Loan Amortization-2 00:07 loan amortization, (Graphs of P, I, PMT) Lecture income and bond calculation in
'Liability' chapter in FSA subject
It is a quick revision of class 11-12
03. High School
3 Basic Concepts Basic Mathematics 00:51 - Log, Slope Factorial, Interpolation Lecture concepts like log, index number etc. Not
Mathematics-1
mandatory to attend.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Class 12 concept.
3 Basic Concepts Basic Mathematics 04. Coordinate Geometry-1 00:17 - Coordinate Geometry Lecture May attend if you want. Useful when
we discuss slopes and graphs
Continuous Rates and Relation between
2 Basic Concepts The Time value of Money 10. Continuous Rates-1 01:02
Compounding Frequency and EAY
2 Basic Concepts The Time value of Money 11. Continuous Rates-2 00:45 Continuous Rates
Additional Practice and Revision of
The concept of converting from one rate to concept - Do if needed.
2 Basic Concepts The Time Value of Money 12. Equivalent Rate-1 00:10 Lecture
another-Equivalent Rate LOS 1 C, E will be covered in Portfolio
Risk and Return Part I & II
May Skip. Needed for Zero Coupon
2 Basic Concepts The Time Value of Money 13. Perpetuity Sum-1 00:26 Perpetuity Difficult sum
Bonds in Fixed Income
14. Interest and Annuity Should know these basic terms as it
2 Basic Concepts The Time Value of Money 00:05 PVIF, PVAF, FVIF, FVAF
Factors-1 shall help in Fixed Income topic too
2 Basic Concepts The Time value of Money 15. Cash Flow Addivity-1 00:08 Cash Flow Addivity principal
Brief about Money market capital market
4 Basic Concepts Discounted Cash Flow 01. Rates-1 00:44 & conventions for rates-then covered HPY
& two examples
4 Basic Concepts Discounted Cash Flow 02. BEY MMS-1 00:41 BEY, MMS
-0-0:21: add on Yield , Discount Yield,
03. Add on Yield, Disc. Yield,
4 Basic Concepts Discounted Cash Flow 00:45 BDY - Example given Lecture Notes
BDY-1
-0:22-0:45: BDY Example Solved
4 Basic Concepts Discounted Cash Flow 04. NPV, IRR-1 00:30 NPV IRR
NPV IRR
4 Basic Concepts Discounted Cash Flow 05. NPV, IRR-2 00:39
Decision Making
NPV IRR
4 Basic Concepts Discounted Cash Flow 06. NPV, IRR-3 00:29 Assumed Reinvestment Rate and Multiple ,
no IRR
01. Measures of Central Introduction to Statistics, measures of
12 to 16 Quantitative Analysis Probability and Statistics 00:46 16 A
Tendancy-1 central tendency, mean median mode
02. Measures of Central Measures of central tendency, Range,
12 to 16 Quantitative Analysis Probability and Statistics 00:35 16 A
Tendancy-2 MAD, SD
Not needed as per Syllabus, but
03. AM, GM, HM, IRR vs AM, GM, HM, IRR vs GM(little bit through
12 to 16 Quantitative Analysis Probability and Statistics 01:18 recommended.
GM-1 an example)
Skip if you dont have time.
-(0-0:39): Skewness
12 to 16 Quantitative Analysis Probability and Statistics 04. Skewness, Kurtosis-1 00:57 16 H Lecture Notes
-(0:40-0:57): Kurtosis
12 to 16 Quantitative Analysis Probability and Statistics 05. Covariance, Correlation-1 00:53 Covariance and Correlation
12 to 16 Quantitative Analysis Probability and Statistics 06. Data Types-1 00:27 Data Types Lecture
12 to 16 Quantitative Analysis Probability and Statistics 07. Weights and Frequency-1 00:13 - weights and frequency Lecture Notes
12 to 16 Quantitative Analysis Probability and Statistics 08. Interpolation Sum-1 00:28 Interpolation sum Lecture Notes
09. Probability-Concept and
12 to 16 Quantitative Analysis Probability and Statistics 01:03 Basic Formula and table
Formula-1
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
12 to 16 Quantitative Analysis Probability and Statistics 10. Expected Value-1 00:33 R_p , E(R_p)
11. Expected Value Mean, SD, Cov, Correlation, SK_1, Kurt
12 to 16 Quantitative Analysis Probability and Statistics 00:31
Formulas-1 formulas with WTS & Probability
Example sum of Mean, SD, Cov,
12 to 16 Quantitative Analysis Probability and Statistics 12. Expected Value Sums-1 0:38 H Correlation, SK_1, Kurt formulas with WTS
& Probability
Example sum to Calc., x bar_1 y bar_1
13. Expected Value from
12 to 16 Quantitative Analysis Probability and Statistics 00:29 σ_x σ_y, r_A,B from joint probability
Probability Table-1
table of R_A & R_B given
Discrete, Continuous, Uniform or non
12 to 16 Quantitative Analysis Probability and Statistics 14. Distributions-1 00:36 13A
uniform, Cumulative non Cumulative
Prob fn, Cumulative fn, Prob Density fn,
12 to 16 Quantitative Analysis Probability and Statistics 15. Probility Functions-1 00:21
P(x), F(x)
16. Conditionally Conditionally Independent events formula,
12 to 16 Quantitative Analysis Probability and Statistics 00:07 C Lecture
Independent Events-1 example
12 to 16 Quantitative Analysis Probability and Statistics 17. Binomial Distribution-1 00:31 14A Binomial Distribution
12 to 16 Quantitative Analysis Probability and Statistics 18. Binomial Distribution-2 0:24 Sum on binomial dist Lecture Notes
12 to 16 Quantitative Analysis Probability and Statistics 19. Normal Distribution-1 00:34 Normal Distribution
20. Standard and Normal
12 to 16 Quantitative Analysis Probability and Statistics 0:50 Standard and Normal Distribution
Distribution-1
Confidence Interval and Example and
12 to 16 Quantitative Analysis Probability and Statistics 21. Confidence Interval-1 00:56
sums
12 to 16 Quantitative Analysis Probability and Statistics 22. Z Table-1 00:28 Z table
12 to 16 Quantitative Analysis Probability and Statistics 23. Log Normal Distribution-1 00:51 14 A Log Normal Distribution
12 to 16 Quantitative Analysis Probability and Statistics 24. Log Normal Distribution-2 00:17 Sum and Revision of last class
Sample & population, Unbiased estimate,
12 to 16 Quantitative Analysis Probability and Statistics 25. Sampling-1 01:10 16 B Very basic of simple random & Stratified
sampling
Sampling Distribution, Sampling Error,
12 to 16 Quantitative Analysis Probability and Statistics 26. Central Limit Theorem-1 00:53 16 F,G
Central Limit Theorem Standard Error
12 to 16 Quantitative Analysis Probability and Statistics 27. T Table-1 00:25 T table practice
12 to 16 Quantitative Analysis Probability and Statistics 28. Z or T Table-1 00:20 When to use Z or T table
29. Central Limit
Revise Central Limit Theorem & Properties
12 to 16 Quantitative Analysis Probability and Statistics Theorem-Recap, Good 00:41
of a good estimator
Estimator-1
30. Point Estimate, Confidence
12 to 16 Quantitative Analysis Probability and Statistics 00:51 16 C Point estimate & confidence interval
Interval-1
12 to 16 Quantitative Analysis Probability and Statistics 31. T-Distribution-1 01:04 14 A T-Distribution & sample sum
Normal Distribution- 2 tail vs 1 tail N() &
12 to 16 Quantitative Analysis Probability and Statistics 32. Normal Distribution-2 00:19 14 A
N^-1(), then Practice
No new concept covered.
33. A-N-1-Where to Use SD
12 to 16 Quantitative Analysis Probability and Statistics 00:12 If you are confused between 'n' and
vs SE-1
'n-1' and SD vs SE, then attend this.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
34. A-Calculating Sample
12 to 16 Quantitative Analysis Probability and Statistics Correlation Using 00:02 15 D, E correlation Lecture Tricks
Calculator-1
(0-0:09)
-13D: Probability Density Function
-13E: Quartile function Uniform Distribution part of 14A is
13D, 13E, 14A, -14A: Uniform Distribution covered here.
12 to 16 Quantitative Analysis Probability and Statistics 35. Random Variables-1 0:31 Lecture
13F, 15F (0:10-0:35) Linear Transformation part of 15F is
-13F: Linear Transformation of Random covered here.
Variables
-15F: Linear Transformation
14 Quantitative Analysis Common Univariate Random Variables 01. Poisson Distribution-1 00:28 14 A The Poisson Distribution
-A, B, C, H: What is Bivariate Distribution,
01. Bivariate Distribution, Bivariate Function
LOS I,J is from
15 Quantitative Analysis Multivariate Random Variables Variance Bivariate 01:00 A, B, C, H, G, I, J -G: Variance of Bivariate Distribution
Schweser
Distribution-1 -I, J: Interdependent and Identically
distributed random variables
Biased estimator BLUE, Law of Large
16 Quantitative Analysis Sample Moments 01. Estimators-1 00:27 D, E, J Lecture
Numbers
16 Quantitative Analysis Sample Moments 02. Coskewness Cokurtosis-1 00:51 16L , 15F Lecture
01. Introduction-Hypothesis
17 Quantitative Analysis Hypothesis Testing 00:40 A Introduction, H_a, H_0
Testing-1
17 Quantitative Analysis Hypothesis Testing 02. One, Two Tail-1 00:25 B One tail, Two tail
Q 1 a,b, 2
17 Quantitative Analysis Hypothesis Testing 03. Hypothesis Testing Sums-1 00:38 Sample sum for Hypothesis & Critical Class Notes
explained
17 Quantitative Analysis Hypothesis Testing 04. Hypothesis Testing Sums-2 00:43 Q 3-7
05. Types, Steps in
17 Quantitative Analysis Hypothesis Testing 00:30 Starting 7-8 mins Gyaan
Hypothesis Test-1
17 Quantitative Analysis Hypothesis Testing 06. Testing of Variances-1 00:30 Q 1-2
07. Testing Equality of
17 Quantitative Analysis Hypothesis Testing 00:30 Testing Equality of variance + Q 1-2 Class Notes
Variances-1
17 Quantitative Analysis Hypothesis Testing 08. P Value-1 00:36 E P value
Confidence Interval logic & Sum 1-3 done
17 Quantitative Analysis Hypothesis Testing 09. P Value Sum-1 00:45 F
(written on board) using all methods
10. Type I, II Error, Power of
17 Quantitative Analysis Hypothesis Testing 00:35 C Type I & type II error & Power of Test
Test-1
Not Important but Questions at times
Dependent Sample Hypothesis (Q 1-2
17 Quantitative Analysis Hypothesis Testing 11. Dependent Sample-1 00:25 have been seen. Recommended you do
from sheet)
it. Also it is there in Institute Material
Not Important but Questions at times
Independent Sample Hypothesis (1st Q
17 Quantitative Analysis Hypothesis Testing 12. Independent Sample-1 00:32 have been seen. Recommended you do
from sheet)
it. Also it is there in Institute Material
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Not Important but Questions at times
Independent Sample Hypothesis (2nd Q
17 Quantitative Analysis Hypothesis Testing 13. Independent Sample-2 00:24 have been seen. Recommended you do
from sheet), Formula for unequal variance
it. Also it is there in Institute Material
14. Statistical vs Economic Sampling Distribution, Sampling Error,
17 Quantitative Analysis Hypothesis Testing 00:06
Significance-1 Central Limit Theorem Standard Error
17 Quantitative Analysis Hypothesis Testing 15. Multiple Hypothesis-1 00:10 H ITC , Trading strategic Lecture
01. Journal, Trial Balance, PL, Non Commerce students have to watch
5 Basic Concepts Basics of Financial Reports 01:49 Journal, Account, Trail Balance, P/L, B/S Lecture Notes
BS-1 this. Basics of Accounts covered here.
basic introduction of the system of banks, Be very attentive. The understanding is
01. Introduction, Banks, 07-09
6 Basic Concepts Risk Concepts 01:02 and how and what cause the 2007-09 NFB a part of multiple chapters and also in
Crisis-1
crisis P-2
Non Commerce students have to watch
5 Basic Concepts Basics of Financial Reports 02. CFS-1 00:15 CFS Lecture Notes
this. Basics of Accounts covered here.
01. Anatomy of the Great
Foundation of Risk Anatomy of the Great Financial Crisis of Financial Crises Overview and
10 Financial Crisis of 00:53 A, B Lecture
Management 2007 2009 Contributing Factors
2007-2009-1
-(0-0:14): Role of financial Intermediaries
and Issues with Rating Agencies.
02. Anatomy of the Great -(0:15-0:35): Short term funding and
Foundation of Risk Anatomy of the Great Financial Crisis of
10 Financial Crisis of 00:54 C, D, E, F Liquidity issues. GARP
Management 2007 2009
2007-2009-2 -(036-0:54): Valuation uncertainty and
transparency issues, Central Bank to the
rescue, Systematic Risk in Action
Very important concept. You may revisit
Credit Spread, Credit Derivative, CDS,
6 Basic Concepts Risk Concepts 02. Credit Default Swaps-1 00:53 this again after derivatives has been
AIG wrong way risk example
covered.
6 Basic Concepts Risk Concepts 03. Introduction to Basel-1 00:06 Introduction to Basel Lecture
Important and thoroughly covered in
Book 4. But the Term VaR turns up in
6 Basic Concepts Risk Concepts 04. Value at Risk-1 00:08 VaR Lecture
multiple chapters. Do this after
completing Normal Distribution
05. Sensitivity, Scenario, What if Analysis - sensitivity, scenario,
6 Basic Concepts Risk Concepts 00:21 Lecture
Simulation-1 simulation
06. Efficient Markets and Efficient Market, Active Passive, Do this after basics of Finance has been
6 Basic Concepts Risk Concepts 00:21
Analysis-1 Fundamental Technical, IV BV MV covered
Make sure that Asset Securitization and
CDS from basics of Risk management is
Foundation of Risk 01. Types of Credit Introduction and overview of credit risk
4 Credit Risk Transfer Mechanisms 00:47 A Lecture completed and also Anatomy of the
Management Derivatives-1 transfer Mechanism
Great Financial Crisis before this
chapter.
Foundation of Risk
4 Credit Risk Transfer Mechanisms 02. Credit Risk Transfer-1 01:01 B How credit risk transfer can be useful Lecture
Management
The Mechanics of Securitization (SPV),
Foundation of Risk
4 Credit Risk Transfer Mechanisms 03. SPV-1 00:40 C, D From Buy & Hold to
Management
Originate-to-distribute
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
01. Correlation and
Short recap on Correlation covariance,
Covariance, Different
18 Quantitative Analysis Linear Regression 00:22 simple vs multiple vs non-liner Regression, Lecture
Regressions and its
the term 'Y' & 'X'
Variables-1
02. OLS and Intercept B0, B1
18 Quantitative Analysis Linear Regression 00:46 B OLS, B0, B1 formula Lecture
Formula-1
18 Quantitative Analysis Linear Regression 03. SSR, SSE, TSS, R2-1 00:26 SSR SSE TSS R2 Lecture
04. Assumptions and
Linear regression, assumption of linear
18 Quantitative Analysis Linear Regression Properties of OLS 00:54 C, D Lecture notes
regression, chart of biases, OLS estimator
Estimators-1
Regression with Multiple Explanatory 01. Simple, Multiple Simple regression, multiple
19 Quantitative Analysis 00:44 18H, 19A, B, C, E Lecture notes
Variables Regression, SER, R2-1 regression,SER,R2,Equation
Regression with Multiple Explanatory
19 Quantitative Analysis 02. Adjusted R Square-1 00:31 C, E Adjusted R2 Lecture notes
Variables
Regression with Multiple Explanatory 03. Joint Hypothesis Test and Joint Hypothesis Test And Confidence
19 Quantitative Analysis 01:06 D Lecture notes
Variables Confidence Intervals-1 Intervals
Data of homoskedastic, heteroskedastic,
graph, conditional, unconditional, effect of
20 Quantitative Analysis Regression Diagnostics 01. Heteroskedasticity-1 00:35 A, B Schweser
heteroskedastic, unreliable, detecting,
correcting, white , robust
Imperfect , perfect multicollinearity, effect,
20 Quantitative Analysis Regression Diagnostics 02. Multicollinearity-1 00:33 C Schweser
detecting, correction
-D: model specification
-E: bias-variance trade-off
-F: residual plots
20 Quantitative Analysis Regression Diagnostics 03. Model Misspecification-1 00:33 D, E, F, G, H
-G: identifying outliers
-H: BLUE (The best Linear Unbiased
Estimator)
Bank, risks faced by the bank, economic
capital and regulatory capital, deposit
Financial Markets insurance and moral hazard, investment
27 Banks 01. Banks-1 00:50 A, B, D, E, F, G, H Schweser
and Products banking financial arrangements, conflicts
of interest, banking book and trading
book, originate to distribute model
Financial Markets -C: Basel committee Regulations
27 Banks 02. Basel Regulation-1 00:28 C, G Lecture
and Products -G: Trading and banking book
Balance Sheet of bank, P/L, Interest
Financial Markets Expenditure, Net interest margin, average Not very important, do if you have time
27 Banks 03. Bank-Ke, Ratios-1 00:47 Lecture
and Products cost of borrowing, Kc, Ke, Kd, ROE, D/E, and if you do not know these terms.
A/E
basic knowledge of insurance, life
Financial Markets insurance , property and casualty
28 Insurance Companies and Pension Plans 01. Types of Insurances-1 00:33 A Schweser
and Products insurance , health insurance , risk facing by
insurance company
Financial Markets
28 Insurance Companies and Pension Plans 02. Mortality Table-1 00:34 B Sums Schweser
and Products
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
p&c insurance ratios, moral hazard and
Financial Markets adverse selection , mortality risk and
28 Insurance Companies and Pension Plans 03. Insurance Companies-1 00:22 F, G, C, I Schweser
and Products longevity risk, guaranty system for
insurance companies
Financial Markets
28 Insurance Companies and Pension Plans 04. Pension Funds-1 00:15 D benefit and contribution plan Schweser
and Products
Whole life insurance, Term life insurance,
Financial Markets Endowment life insurance, Group life
28 Insurance Companies and Pension Plans 05. Types of Life Insurance-1 00:25 Lecture
and Products insurance, Annuity contracts, Longevity &
Mortality Risk.
BANK BASEL, Insurance, solvency, solvency
Financial Markets
28 Insurance Companies and Pension Plans 06. Regulation-1 00:17 H capital requirement, minimum capital Lecture
and Products
requirement, based on risk
Foundation of Risk Modern Portfolio Theory and Capital
5 01. Risk and Return-1 00:21 A Risk and return Lecture
Management Asset Pricing Model
Foundation of Risk Modern Portfolio Theory and Capital portfolio variance - 2,3,n asset portfolio,
5 02. Portfolio Variance-1 01:09
Management Asset Pricing Model Covariance correlation, matrix
Foundation of Risk Modern Portfolio Theory and Capital 03. SD, 0 Variance
5 00:34 A σp r=0, r=1, r=-1, '0' variance portfolio Lecture
Management Asset Pricing Model Portfolio-1
Foundation of Risk Modern Portfolio Theory and Capital
5 04. MVF, Efficient Frontier-1 00:35 A MVF, Efficient Frontier Lecture notes
Management Asset Pricing Model
Foundation of Risk Modern Portfolio Theory and Capital
5 05. CAL-1 00:33 D CAL Lecture notes
Management Asset Pricing Model
This concept is needed for Portfolio
Lecture
Foundation of Risk Modern Portfolio Theory and Capital utility and indifference curve, investors theory but may not be testable in the
5 06. Utility and IC-1 00:35 notes+
Management Asset Pricing Model utility function exam. No practice shall be needed on
Schweser
this
Foundation of Risk Modern Portfolio Theory and Capital
5 07. CML and Active Passive-1 01:00 C, D CML & Active Passive
Management Asset Pricing Model
Foundation of Risk Modern Portfolio Theory and Capital Total Risk - Systematic, Unsystematic, Beta,
5 08. Total Risk-1 00:54 F
Management Asset Pricing Model Characteristic line.
Foundation of Risk Modern Portfolio Theory and Capital SML, IV, MV, BV, Over and Under
5 09. SML, Valuation-1 01:14 B, E
Management Asset Pricing Model Valuation
Sum- over/under valuation, Beta,
Foundation of Risk Modern Portfolio Theory and Capital 10. Valuation, Beta, CAL,
5 00:38 E comparing and summarising CAL, CML,
Management Asset Pricing Model CML, SML, CL-1
SML, CL
-(0-38:18): Performance evaluation -
Sharpe ratio, Treynor's ratio, Jensen's
Foundation of Risk Modern Portfolio Theory and Capital
5 11. Ratios-1 00:59 G Alpha,
Management Asset Pricing Model
-(38:19-59:48): Tracking Error,
Information ratio and Sortino Ratio
Proof of 'n' identical asset equally -
Foundation of Risk Modern Portfolio Theory and Capital 12. Equally Weighted n Asset
5 00:20 - weighted portfolio and Example Lecture
Management Asset Pricing Model Portfolio-1
discussed.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Foundation of Risk Modern Portfolio Theory and Capital
5 13. Sharpe Ratio-1 00:39 Sharpe Ratio
Management Asset Pricing Model
Foundation of Risk Arbitrage Pricing Theory and Multifactor multi factor model , examples, hedging
6 01. Multifactor Models-1 00:58 B, C, E
Management Models exposures , calculating expected returns
Formula, assumption, factors, example,
extension of CAPM, Type of multifactor,
Foundation of Risk Arbitrage Pricing Theory and Multifactor significant correlation difference,
6 02. APT-1 00:39 A, D
Management Models correlation between different stock,
correlation between different asset class,
sum
Foundation of Risk Arbitrage Pricing Theory and Multifactor 03. Fama French and
6 00:20 E fama French model
Management Models Carhart-1
basic concept of mutual fund and hedge
Financial Markets 01. Mutual Fund, Hedge
29 Fund Management 00:45 A, D fund, open end mutual fund , close end Schweser
and Products Fund, ETF-1
mutual funds, exchange traded funds
02. NAV, Hedge net asset value and sums, hedge fund,
Financial Markets
29 Fund Management Fund-Expected Returns and 00:38 C hedge funds expected returns and fee Schweser
and Products
Fee Structure-1 structure and example
- E&F (0-0:41): Hedge fund strategies,
Financial Markets 03. Hedge Fund Strategies hedge fund performance and
29 Fund Management 00:53 E, F, G GARP
and Products and Biases-1 measurement bias
- G (0:24-0:53): research on returns
Directed brokerage, late trading, market
Financial Markets 04. Undesirable Trading
29 Fund Management 00:24 B timing, front running, undesirable trading GARP
and Products Behavior-1
behavior
-Intro: Two types of time series, brief view
of both
-A: Covariance stationary
21 Quantitative Analysis Stationary Time Series 01. Time Series Analysis-1 01:00 Intro, A, B, D Mindmap
-B: autocovariance and autocorrelation
function
-D: Autoregressive process
-D: Autoregressive process
-G: Mean Reversion
21 Quantitative Analysis Stationary Time Series 02. Time Series Analysis-2 00:36 D, G, M, C -M: Mean Reversion in Long-horizon Lecture notes
forecast
-C: White Noise
-E: Moving average
-H: ARMA model
-I: Application of AR, MA, ARMA Processes
Modelling Seasonality in ARMA' part of
-L: Forecasts generated from ARMA
21 Quantitative Analysis Stationary Time Series 03. Time Series Analysis-3 00:44 E, H, I, L, J, K, F Lecture notes 21 N is covered in Non-Stationary Time
models
Series
-J: Sample & partial Autocorrelation
-K: Testing correlation
-F: lag operators
Determinist, stochastic, trend time series
01. Non Stationary Time
22 Quantitative Analysis Non Stationary Time Series 00:22 A, G graph, nonlinear time series graph, Lecture notes
Series Analysis-1
constant growth rate, sums.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
-B: Seasonality
Dummy Variable' part of 18B is
-F: H-Step point forecast for a time-series
02. Non Stationary Time covered here.
22 Quantitative Analysis Non Stationary Time Series 00:44 B, F, 21 N, 18 B with a seasonality Schweser
Series Analysis-2 'Modelling Seasonality in ARMA' part
-21 N: Modelling Seasonality in ARMA
of 21 N is covered here.
-18 B: Dummy variable
-C: Unit root
03. Non Stationary Time -D: Modeling time series containing unit
22 Quantitative Analysis Non Stationary Time Series 00:42 C, D, E Lecture notes
Series Analysis-3 roots
-E: testing unit root.
Simple return, annually, quarterly, monthly,
multiple period horizon, computing
Measuring Returns, Volatility and compounding, formula of return, standard
23 Quantitative Analysis 01. Returns and Volatility-1 00:51 Schweser
Correlation deviation, volatility trading year, Sharpe
ratio, historical volatility, implied volatility,
volatility index
02. Non-Normal Distributions, Lecture
Measuring Returns, Volatility and Non-normal Distributions, Jarque Bera
23 Quantitative Analysis Jarque Bera Test, Power 00:24 notes+
Correlation Test, Power Law
Law-1 Schweser
data, dependent, independent,
relationship & dependent, linear, non
Measuring Returns, Volatility and
23 Quantitative Analysis 03. Correlations-1 01:06 linear, pearsons's correlation, spearman's Lecture
Correlation
rank, sums of spearsman rank, concordant,
discordant, ties, sums
Measuring Returns, Volatility and
23 Quantitative Analysis 04. Positive Definiteness-1 00:05 positive definiteness Lecture
Correlation
Important that you do this lecture. Shall
Financial Markets Direct, Indirect Quote, Appreciation be needed for Foreign Exchange
35 Foreign Exchange Markets 01. Basics of Currency-1 00:52 Lecture
and Products Depreciation, Bid-Ask Spread currency risk chapter. Also, you should
know the basics of currency calculations.
Financial Markets Derivative Definition, Forward Contracts,
30 Introduction to Derivatives 01. Derivatives-Introduction-1 01:20
and Products Terms- F_(O,T) S_0, Payoff value, Profit
Forward payoff graph, Contract(Right,
Financial Markets
30 Introduction to Derivatives 02. Forward Contract-1 00:31 Obligation), Payoff example & Physical
and Products
-> cash, cash -> Physical
Financial Markets
30 Introduction to Derivatives 03. Future Contracts-1 00:36 Futures Introduction & Forwards vs Futures
and Products
Financial Markets
30 Introduction to Derivatives 04. IM, MM, VM-1 01:03 Margin - IM, MM, VM, μ+3σ
and Products
Financial Markets
30 Introduction to Derivatives 05. Open Interest Volume-1 00:24 Open Interest Volume
and Products
Financial Markets 06. Cash and Carry Replicating portfolio, Cash & carry,
30 Introduction to Derivatives 00:43
and Products Artbitrage-1 Arbitrage, Arbitrage law of one price
Reverse cash & carry, Replicating
Financial Markets 07. Reverse Cash and Carry
30 Introduction to Derivatives 01:10 portfolio, Synthetic S^-=F^- B^-, B^-= etc.
and Products Artbitrage-1
Arbitrage revise
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Financial Markets
30 Introduction to Derivatives 08. Forward Price formula-1 00:45 Forward Price formula
and Products
Net cost of carry, PV/FV of storage
Financial Markets
30 Introduction to Derivatives 09. Pricing Forwards-1 00:49 benefits, example using equity with $
and Products
dividend & currency
Financial Markets
30 Introduction to Derivatives 10. MRR-1 00:22 MRR,-LIBOR replaced SOFR popular
and Products
Financial Markets
30 Introduction to Derivatives 11. FRA-Introduction-1 00:48 FRA - Concept, Payoffs, Example, MRR
and Products
Financial Markets
30 Introduction to Derivatives 12. Synthetic FRA-1 00:29 Synthetic FRA
and Products
Financial Markets
30 Introduction to Derivatives 13. FRA Recap-1 00:09 FRA quick revision for clarity
and Products
Financial Markets Futures pricing daily, Forward vs Futures
30 Introduction to Derivatives 14. Futures Pricing-1 00:27
and Products price (r_Int, Underlying)
Financial Markets F= right+obligation
30 Introduction to Derivatives 15. Futures and Options-1 00:36
and Products Intro call & put
Financial Markets Call Put - Graphs, table for payoff profit
30 Introduction to Derivatives 16. Options-Introduction-1 01:09
and Products etc. & Pg 13-14 -Homework sum given
Financial Markets Options sums (given last day. This is the
30 Introduction to Derivatives 17. Options Sums-1 00:51
and Products part of concepts practice)
Notional, 3 small quick concept sums,
Financial Markets Difference between buyer & seller, Types
30 Introduction to Derivatives 18. Option Types-1 01:01
and Products of option- American & European,
Exercising vs Selling
Financial Markets 19. Option Buyer vs Seller, Option Buyer vs Seller, Moneyness & IV,
30 Introduction to Derivatives 00:52
and Products Moneyness, IV, TV-1 TV
Financial Markets
30 Introduction to Derivatives 20. Payoff profit, IV TV-1 00:19 Payoff profit, IV TV Example for clarity
and Products
Financial Markets 21. Minimum Maximum
30 Introduction to Derivatives 00:38 Minimum Maximum Value
and Products Value-1
Financial Markets 22. Americal Call- Early
30 Introduction to Derivatives 00:42 Americal Call- Early Exercise
and Products Exercise-1
Financial Markets 23. Put Call Parity-European, Put Call Parity [European, American,
30 Introduction to Derivatives 00:52
and Products American, Synthetic-1 Synthetic]
Put Call Forward Parity, how at X=F, C0 =
Financial Markets
30 Introduction to Derivatives 24. Put Call Forward Parity-1 00:34 P0 & Forward futures vs Options for
and Products
Hedging
Financial Markets 25. Option Replication Using Call Put Equal at X 2 no arbitrage
30 Introduction to Derivatives 00:05
and Products Put–Call Parity-1 Forward Price
Financial Markets
30 Introduction to Derivatives 26. Time value of Option-1 00:37 Time value of Option (S, X, σ)
and Products
Financial Markets
30 Introduction to Derivatives 27. Time value of Option-2 00:26 Time value of Option (t)
and Products
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Financial Markets Factors affecting options r, dividend &
30 Introduction to Derivatives 28. Options-Factors-1 00:42
and Products revise all 6
Financial Markets Revised Payoff, Price, Value of an FRA No new concept covered. Additional
30 Introduction to Derivatives 29. FRA, Synthetic FRA-1 00:29 52 B
and Products and also Synthetic FRA Explanation - Do if needed.
01. Option Trading,
Financial Markets
38 Options Markets Commission and Margin 00:58 Market maker, sums Schweser
and Products
Requirements-1
Financial Markets
38 Options Markets 02. Option Like Securities-1 00:22 Warrants, ESOP, Convertible Bonds Lecture notes
and Products
stock , indicies, ETF, strike price, option on
RELIANCE, option strategies, exotic options
Financial Markets
38 Options Markets 03. Option Markets - Terms-1 01:12 ,nonstandard options. Maturity
and Products
cycle,example,imapct of dividend and
stock split ,bonus shares
Lecture
Financial Markets
39 Properties of Options 01. Use of Forward Prices-1 00:16 Put call parity using Futures price notes+
and Products
Schweser
Financial Markets 02. Value vs Premium vs Price
39 Properties of Options 00:11 Value vs Premium vs Price vs Payoff Lecture
and Products vs Payoff-1
01. Sensitivity, Scenario,
24 Quantitative Analysis Simulation and Bootstrapping 00:34 A Sensitivity Scenario, Stress, Simulation
Stress, Simulation-1
02. Monte Carlo, Reducing
24 Quantitative Analysis Simulation and Bootstrapping 00:46 A, B
Sampling Error-1
24 Quantitative Analysis Simulation and Bootstrapping 03. Antithetic Variable-1 00:20 C (half)
24 Quantitative Analysis Simulation and Bootstrapping 04. Control Variates-1 00:30 C Control Variates Schweser
Bootstrapping Method, situation where
05. Simulation and
24 Quantitative Analysis Simulation and Bootstrapping 00:51 D, F, E, G bootstrapping is ineffective, random Schweser
Bootstrapping-1
number generation, disadvantages
01. Machine Learning vs Machine Learning vs Classical Pre-requisite for the chap Linear
25 Quantitative Analysis Machine Learning Methods 00:43 Intro, A Schweser
Classical Econometrics-1 Econometrics regression & Multiple regression
02. Supervised Unsupervised
supervised, unsupervised, and
25 Quantitative Analysis Machine Learning Methods and Reinforcement Learning 00:47 G Schweser
reinforcement learning models.
Models-1
03. Training Validation and Training, Validation and Test Data
25 Quantitative Analysis Machine Learning Methods 00:37 B Schweser
Test Data Sub-Samples-1 Sub-Samples
04. Underfitting and
25 Quantitative Analysis Machine Learning Methods 00:22 C Undershifting and Overshifting Schweser
Overfitting-1
05. Principal Components -D (0-0:10): Principal Components
25 Quantitative Analysis Machine Learning Methods Analysis and K-Means 00:44 D, E Analysis Schweser
Clustering-1 -E (0:11-0:44):K-Means Clustering
06. Reinforcement Learning -H (0-0:36): Reinforcement Learning
25 Quantitative Analysis Machine Learning Methods and Natural Language 00:49 H, F -F (0:37-0:49): Natural Language Schweser
Processing-1 Processing
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Role of linear regression and logistic
26 Quantitative Analysis Machine Learning and Prediction 01. Logistic Regression-1 00:25 A Schweser
regression in prediction
26 Quantitative Analysis Machine Learning and Prediction 02. Confusion Matrix-1 00:42 H Confusion Matrix Schweser
26 Quantitative Analysis Machine Learning and Prediction 03. Decision Trees-1 01:00 D Decision Trees Schweser
-E (0-0:22): how ensembles of learners
04. Ensemble Learning,
are built.
26 Quantitative Analysis Machine Learning and Prediction K-Nearest Neighbors, 00:46 E, F Schweser
-F (0:23-0:46): K-Nearest Neighbors and
Support Vector Machines-1
Support Vector Machines
Neural network and how their weights are
26 Quantitative Analysis Machine Learning and Prediction 05. Neural Networks-1 00:30 G Schweser
determined
-B: How to encode categorial Variables
06. Categorial Variables and
26 Quantitative Analysis Machine Learning and Prediction 00:32 B, C -C: Regularization, ridge regression VS Schweser
Regularization-1
LASSO approaches
Sums of Forwards / Futures on Equity,
Financial Markets 01. Forward and Futures -
36 Pricing Financial Forwards and Futures 01:15 Index, Currency. Lecture notes
and Products Pricing-1
Q1-5
investment assets and consumption assets,
Financial Markets 02. Forwards and Futures - short selling , BID ASK RATE, arbitrageurs,
36 Pricing Financial Forwards and Futures 00:24 Lecture notes
and Products Terms-1 speculators , hedgers, advantages and
disadvantages of derivatives
Financial Markets investment assets and consumption assets,
36 Pricing Financial Forwards and Futures 03. Short Selling-1 00:27 NFB
and Products short selling ,
Commodity Futures pricing, Expected Lecture
Financial Markets 01. Commodity Forwards and Important and may be a little difficult,
37 Commodity Forwards and Futures 01:16 return, Lease rate, Convenience yield, notes+
and Products Futures-1 be very attentive
Alpha Schweser
revision of forward price . contango and
Financial Markets 02. Contango
37 Commodity Forwards and Futures 00:35 backwardation .normal contango and Lecture notes
and Products Backwardation-1
normal backwardation
diff between commodity and financial
Financial Markets
37 Commodity Forwards and Futures 03. Commodities, Types-1 00:59 assets, types of commodity (agricultural , Lecture notes
and Products
metal,energy,weather derivatives,
Financial Markets Types of Order
33 Futures Markets 01. Types of Orders-1 00:23 GARP
and Products (GARP 7.7)
Financial Markets 02. Regulation and Regulation and Accounting for Futures
33 Futures Markets 00:26 Lecture notes
and Products Accounting-1 (GARP 7.8)
Financial Markets
33 Futures Markets 03. Futures Markets-1 00:39
and Products
Financial Markets 01. Long, Short Hedge, Pros, -A&E (0-0:34): Long and Short Hedge,
34 Using Futures for Hedging 00:58 A, E, B GARP
and Products Cons of Hedging-1 -B (0:35-0:58): Pros and Cons of Hedging
Financial Markets
34 Using Futures for Hedging 02. Basis Risk-1 00:44 C Basis Risk GARP Important Concept
and Products
Financial Markets 03. Optimal Hedge Ratio,
34 Using Futures for Hedging 00:34 D Optimal Hedge Ratio, Hedge Effectiveness GARP Important Concept
and Products Hedge Effectiveness-1
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Beta Hedging, Hedging Equity Positions,
Financial Markets 04. Hedging, Managing
34 Using Futures for Hedging 00:37 F, G Managing Beta, Difficult sum on Lecture notes Important Concept
and Products Beta-1
calculating RM & Duration Hedging
-F (0-0:10): Tailing the Hedge
Financial Markets 05. Hedging, Stack and
34 Using Futures for Hedging 00:35 F, H -H (0:11-0:35): Creating Long term Lecture notes
and Products Roll-1
Hedge, Stack and Roll
Introduction, Revising Open interest,
Lecture
Financial Markets 01. Exchanges and OTC Volume, Margin, Difference between
31 Exchanges and OTC Markets 00:55 notes+
and Products Markets-Introduction-1 forwards and futures, Exchange, Netting
Schweser
and Margins
Financial Markets
31 Exchanges and OTC Markets 02. Margin on Buying-1 00:45 Margin on Buying
and Products
Lecture
Financial Markets 03. Margin on Short Sales Margin on Short Sales, Margin on 'Options
31 Exchanges and OTC Markets 01:00 notes+
and Products and Options on Stocks-1 on Stocks
Schweser
Lecture
Financial Markets 04. OTC market, Bilateral Make sure CDS is completed from the
31 Exchanges and OTC Markets 01:06 OTC market, Bilateral Netting, Collateral notes+
and Products Netting, Collateral-1 basics of Risk Management
Schweser
The terms Netting, Margining have
Financial Markets already been covered in the chapter '
32 Central Clearing 01. Introduction to CCP-1 00:40 Introduction to CCP GARP
and Products Exchange and OTC Markets' in more
details
Operation and Regulation of CCP,
Financial Markets 02. Operation, Regulation of Standard vs Non-Standard Transactions
32 Central Clearing 00:40 Lecture notes
and Products CCP, Transactions-1 (GARP 6.1 - 25 mins, 6.2 - next 7mins,
6.3 - next 8 mins)
Central Clearing, Advantages and
Lecture
Financial Markets 03. Central Clearing, Pros, Disadvantages, Risks with CCP
32 Central Clearing 00:45 notes+
and Products Cons, Risks with CCP-1 (GARP 6.4 - 17mins, 6.5 - next 16mins,
Schweser
6.6 - next 11mins)
Financial Markets 01. Covered Calls and Covered Calls and Protective Put,
40 Trading Strategies 00:33 A Lecture
and Products Protective Put-1 fiduciary call
Financial Markets 02. Covered Calls and
40 Trading Strategies 00:25 A Covered Calls and Protective Put Lecture
and Products Protective Put-2
Financial Markets
40 Trading Strategies 03. Bull and Bear Spread-1 00:45 C Bull and Bear Spread Lecture notes
and Products
Financial Markets 04. Straddle Strangle Strip
40 Trading Strategies 00:12 D Straddle Strangle Strip Strap Lecture notes
and Products Strap-1
Financial Markets 05. Butterfly Calendar Butterfly Calendar Diagonal and Box
40 Trading Strategies 00:46 C Lecture notes
and Products Diagonal and Box Spreads-1 Spreads
Financial Markets 06. Principal Protected
40 Trading Strategies 00:28 B Principal Protected Notes Lecture notes
and Products Notes-1
Valuation and Risk Graphs, Basics, one period tree sum, all Understand the formulas. Binomial tree
60 Binomial Trees 01. Binomial Trees-1 00:49 Lecture notes
Models Formulas with proof will have applications in P2 as well
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Valuation and Risk American & European call and put with
60 Binomial Trees 02. Binomial Trees-2 00:43 Lecture notes
Models sums using 2 period tree
Example of stock price, payoff, call off,
Valuation and Risk borrowed pv and buy stock, time, greek,
60 Binomial Trees 03. Replicating Portfolio-1 00:15 Lecture
Models delta for call, delta for stock, hedge ratio,
formula of call option
Valuation and Risk 01. The Black Scholes-Merton Assumption, formula of BSM explained,
61 The Black Scholes Merton Model 00:38 Lecture notes
Models Model-1 and calculating historical returns
Stock prices following Lognormal,
Valuation and Risk 02. The Black Scholes-Merton
61 The Black Scholes Merton Model 00:59 Volatility, Dividend and American Options Schweser
Models Model-2
for BSM, Warrants, calculating Volatility
Valuation and Risk Delta and Gamma are very important
62 Options Sensitivity Measures The Greeks 01. Greek Letters-1 00:39 Introduction to all Greeks & delta gamma Lecture notes
Models topics
Valuation and Risk 02. Delta and Gamma
62 Options Sensitivity Measures The Greeks 00:51 C, D, E delta and Gamma hedging Lecture notes Important
Models hedging-1
-A: Naked and Covered Position,
Valuation and Risk 03. Naked, Covered Position,
62 Options Sensitivity Measures The Greeks 00:38 A, B, F -B: Stop Loss strategy, Future Delta, Schweser
Models Stop Loss Strategy, Delta-1
-F: Portfolio Delta
Valuation and Risk 04. Greeks Relationship, Theta, Gamma, Vega, Rho, Relationship, Formula for theta, gamma vega and
62 Options Sensitivity Measures The Greeks 00:46 G, H, I, J Schweser
Models Portfolio Insurance-1 Portfolio Insurance relationship not needed
Valuation and Risk 05. Delta Gamma Vega sum on delta gamma vega neutral
62 Options Sensitivity Measures The Greeks 00:16 Lecture notes
Models Neutral Portfolio-1 portfolio
Valuation and Risk 06. Signs of Delta and Delta, Gamma-signs for both Call and Put,
62 Options Sensitivity Measures The Greeks 00:26 Lecture
Models Gamma-1 Buyers and sellers.
The difference between the following
Valuation and Risk 07. Volatility - Historical,
62 Options Sensitivity Measures The Greeks 00:08 Volatilities - Historical, Implied, Actual, Lecture
Models Implied, Actual, Expected-1
Expected
-A, B: exotic option development
-C: using packages to formulate a zero
cost product Lecture
Financial Markets
41 Exotic Options 01. Exotic Options-1 00:51 A, B, C, D, E(half) -D: transforming standard american option notes+
and Products
into non standard american options Schweser
-E: Types of Exotic Options: gap options ,
forward start option, compound options
Financial Markets
41 Exotic Options 02. Compound Options-1 00:29 E explanation of compound options Lecture Extra explanation. Do if needed.
and Products
Financial Markets
41 Exotic Options 03. Cliquet Options-1 00:12 E Cliquet Options Lecture
and Products
-E : Types of Exotic Options: chooser
options, barrier option , binary option , Chooser option has been deleted. You
04. Exotic Options-Types, Lecture
Financial Markets lookback option , Asian option , exchange may skip that part, although I will
41 Exotic Options Volatility, Variance Swaps, 00:47 E(half), F, G notes+
and Products option , basket option, recommend you to do the same
Static Option Replication-1 Schweser
-F: volatility and variance swaps, anyways.
-G: static option replication.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Introduction
Foundation of Risk
11 GARP Code of Conduct 01. GARP Code of Conduct-1 00:32 A (1st half) -A: Professional integrity and ethical Lecture notes
Management
conduct
-A: Conflict of Interest, Confidentiality,
Foundation of Risk Fundamental Responsibilities, Best
11 GARP Code of Conduct 02. GARP Code of Conduct-2 00:23 A (2nd Half), B Lecture notes
Management Practices
-B: Violations of the Code of Conduct
data, internal, external , transaction etc,
01. Principles for Effective
Foundation of Risk Principles for Effective Data Aggregation inflation etc, cdo, bcbs, risk data
7 Data Aggregation and Risk 00:11 A, B Lecture
Management and Risk Reporting aggregation, model risk, input risk
Reporting-1
estimation risk, valuation risk , hedging risk
You need to know the category in which
the principle is classified. Do the
Foundation of Risk Principles for Effective Data Aggregation 02. Risk Data Aggregation, risk data aggregation, principles (all 14
7 01:04 C, D Class Notes Lectures, then do the practice and then
Management and Risk Reporting 14 Principles-1 principles)
go through the chapter. It shall be more
effective.
Financial Markets 01. Forward Rate forward rate agreement ,payoff, sum ,
42 Properties of Interest Rates 00:51 Lecture notes
and Products Agreement-1 interest rate , LIBOR , SYNTHETIC fra
Market segment theory, pure expectation
Financial Markets
42 Properties of Interest Rates 02. Term Structure Theories-1 00:23 theory, liquidity preference theory, Lecture notes
and Products
borrower, investors
There is nothing new done. In case you
Financial Markets Revised Payoff, Price, Value of an FRA
42 Properties of Interest Rates 03. FRA Detailed Recap-1 00:29 Lecture have issues in this topic, only then
and Products and also Synthetic FRA
attend for a quick revision, else skip
Bond pricing basic sum (annual coupon).
Valuation and Risk
55 to 57 Fixed Income 01. Bond Pricing-1 00:50 A, B Premium- Par Discount
Models
Premium- Amortization Schedule
Yield price relation, Price yield curve.
Valuation and Risk
55 to 57 Fixed Income 02. Price Yield Curve-1 00:55 A, B Homework to make amortization schedule
Models
for a discount bond given
Last 2 classes revision, amortization
Valuation and Risk schedule for discount bond, constant yield
55 to 57 Fixed Income 03. Bond Amortization-1 00:31 A, B
Models price trajectory, value of bond if interest
rate=0
YTM Sum - Calculating YTM from Bond
price, Semiannual pay bond, Connecting
Valuation and Risk 04. YTM, Semiannual, Value
55 to 57 Fixed Income 00:36 YTM, IRR, BEY & computing EAY from BEY,
Models vs Price-1
over/undervalued and difference
between value and price
Valuation and Risk Full and Flat Price, Accrued Interest,
55 to 57 Fixed Income 05. Full, Flat Price-1 00:59 D Full and Flat Price, AI
Models Actual, 30/360-day count convention
Valuation and Risk 06. Day Count Convention, Day Count Convention and a Pricing
55 to 57 Fixed Income 00:10
Models Pricing for Dirty Price-1 formula for Dirty Price
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Zero Coupon Bond introduction, STRIPS,
Valuation and Risk Stripping and reconstitution of Bond to
55 to 57 Fixed Income 07. ZCB, STRIPS-1 00:51 I
Models ZCB and vice versa. [this is the 1st for spot
rate, next lecture shall be spot rate]
Spot Rate, Discount Factor, Valuing a Bond
using Spot Rates, Discount Factors, Using
Valuation and Risk Connected to previous lecture if you
55 to 57 Fixed Income 08. Spot Rate-1 01:17 Semiannual compounding for spot rate,
Models replace
YTM(Re-based in IV, IRR-based on MP),
Decision making to buy/sell
Little revision of ZCB, Spot, Forward Rate -
Valuation and Risk 09. Calculating Forward
55 to 57 Fixed Income 00:42 Calculation proof using borrow invest &
Models Rates-1
invest borrow
Forward Rate-Sums-to understand
Valuation and Risk
55 to 57 Fixed Income 10. Forward Rate-Sums-1 00:23 calculation using semiannual &
Models
complicated sum
Valuation and Risk 11. Calculating Spot and Calculating spot from series of forward
55 to 57 Fixed Income 00:28
Models Bond from Forward Rates-1 rate, Valuing a bond from forward rates
Bootstrapping Spot Rates - Using a series
Valuation and Risk 12. Bootsrapping Spot
55 to 57 Fixed Income 00:30 of Bonds, Backcalculating Spot Rates &
Models Rate-1
Forward Rate
Valuation and Risk Calculating Par Rate from Spot and
55 to 57 Fixed Income 13. Par Rates-1 00:43
Models Calculating Spot Rates from Par Rates
Valuation and Risk Term Structure, Yield, Spot, Par Forward
55 to 57 Fixed Income 14. Yield Curves-1 00:28 I
Models curves
Yield spread, Benchmark spread,
Valuation and Risk
55 to 57 Fixed Income 15. Spreads-1 00:30 G-Spread, Z-Spread, Parallel vs non
Models
parallel shift
Valuation and Risk
55 to 57 Fixed Income 16. OAS-CB, PB-1 00:21 OAS-CB, PB
Models
Continuous Rates revision, Discount Factor,
Spot Rate, Forward Rate using Continuous
Valuation and Risk
55 to 57 Fixed Income 17. Bond-Continuous Rates-1 00:55 Rate, Bond Valuation using Continuous
Models
Spot Rate, Bootstrapping Spot Rate using
Continuous Rate
Replicating Bond Portfolio - Law of One
Valuation and Risk 18. Replicating Bond
55 to 57 Fixed Income 00:20 Price-Dominance Principle, Value
Models Portfolio-1
Additivity Principle
Valuation and Risk 01. Bootstrapping Spot
56 Interest Rates 00:29 SUMS Lecture notes
Models Rates-1
sums, spot par rate calculate sums, Lecture
Valuation and Risk
56 Interest Rates 02. Spot Forward Par Rate-1 00:51 maturity spot sums, term structure, flat, notes+
Models
upward, downward graph Schweser
No new concept covered. Additional
Valuation and Risk Explanation - Do if needed.
56 Interest Rates 03. Forward Rate and FRA-1 00:31 52 B Forward Rate and FRA relation Lecture Notes
Models Attend this after Fixed Income and
Derivatives is completed.
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Valuation and Risk 04. Yield Curve Shapes and Graph of yield curve shapes, graphs of
56 Interest Rates 00:32 Lecture notes
Models Shifts-1 shift, twits, butterfly shift
Valuation and Risk 05. Different Compounding Time value of Money Revision, Types of
56 Interest Rates 00:47 Lecture notes
Models Frequencies, Types of Rates-1 rate
-B, C(0-0:19): Law of One price,
-D (0:20-0:26): Bond
Valuation and Risk Pricing Conventions, Discounting and 01. Law of One Price, STRIPS,
55 01:05 B, C, D, E Components(Strips-Pstrips and Cstrips), Lecture
Models Arbitrage Replicating Portfolio-1
-E (0:27-01:05): replicating portfolio and
examples
What is Realized return, Types of
Valuation and Risk 01. Realized Returns, Bond
57 Bond Yields and Return Calculations 00:35 Realized return, Bond spread, Japanese Lecture notes
Models Spreads-1
Yield
Valuation and Risk 02. Bond Return bond return decomposition, bond return,
57 Bond Yields and Return Calculations 01:03 Lecture notes
Models Decomposition-1 sums
Valuation and Risk 03. YTM, Coupon for
57 Bond Yields and Return Calculations 00:15 Lecture Notes
Models Different Term Structure-1
Valuation and Risk
57 Bond Yields and Return Calculations 04. Reinvesting Coupons-1 00:15 Sums Lecture Notes
Models
Valuation and Risk 01. Duration, Convexity
58 Applying Duration, Convexity, and DV01 00:17 Duration, Convexity quick revision
Models Recap-1
Valuation and Risk
58 Applying Duration, Convexity, and DV01 02. DV01Recap-1 00:01 DV01 very quick revision
Models
Valuation and Risk 03. Hedging, Duration,
58 Applying Duration, Convexity, and DV01 00:04 Hedging, Duration and Convexity
Models Convexity-1
Valuation and Risk
58 Applying Duration, Convexity, and DV01 04. Barbell Bullet Portfolio-1 00:04 Barbell Bullet Portfolio
Models
Reinvestment Rate = YTM
Reinvestment Rate < YTM
Valuation and Risk 05. Reinvestment Rate vs
58 Applying Duration, Convexity, and DV01 00:26 Reinvestment Rate > YTM
Models YTM-1
If Interest Rate changes - Sums done.
YTM - Reinvestment rate assumption
Valuation and Risk Duration, Macaulay Duration, Duration
58 Applying Duration, Convexity, and DV01 06. Duration, MD-1 01:04
Models Gap
Valuation and Risk Duration of ZCB, Duration ↑↓ factors,
58 Applying Duration, Convexity, and DV01 07. Duration-ZCB, Factors-1 00:38 Continuation of previous lecture
Models Sources of Return
Valuation and Risk ED and EC and sum on Pricing using ED,
58 Applying Duration, Convexity, and DV01 08. ED, EC-1 01:20
Models EC, Full revaluation
Valuation and Risk ED, EC Sum - Calculating value & also a You need to practice this sum as a part
58 Applying Duration, Convexity, and DV01 09. ED, EC-Sum-1 00:38
Models tricky sum of class
Valuation and Risk
58 Applying Duration, Convexity, and DV01 10. Callable, Putable Bond-1 00:43 Callable Putable Bond
Models
Valuation and Risk
58 Applying Duration, Convexity, and DV01 11. Long, Short Duration-1 00:03 Long on Duration and Short of Duration
Models
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Valuation and Risk
58 Applying Duration, Convexity, and DV01 12. Modified Duration-1 00:18 Modified Duration
Models
Valuation and Risk
58 Applying Duration, Convexity, and DV01 13. Duration Factors-1 00:22 Factors affecting Duration
Models
Valuation and Risk
58 Applying Duration, Convexity, and DV01 14. Portfolio Duration-1 00:33 Portfolio Duration 2 methods
Models
Valuation and Risk
58 Applying Duration, Convexity, and DV01 15. PVBP-1 00:19 PVBP
Models
Valuation and Risk
58 Applying Duration, Convexity, and DV01 16. Dollar Duration-1 00:10 Dollar Duration
Models
Valuation and Risk 17. Term Structure of Yield
58 Applying Duration, Convexity, and DV01 00:11 Term Structure of Yield Volatility
Models Volitility-1
-B: DV01
Valuation and Risk 18. Applying Duration, -C: DV01 in Hedging,
58 Applying Duration, Convexity, and DV01 01:14 B, C, H Lecture
Models Convexity and DV01-1 -H: Duration and Convexity Hedging
-Duration Hedging using future,
-D (0-0:10): Duration of Callable Bond
and Putable Bond,
Valuation and Risk 19. Applying Duration,
58 Applying Duration, Convexity, and DV01 00:48 D, G, I -G (0:11-0:21): Portfolio Duration and Lecture
Models Convexity and DV01-2
Convexity,
-I (0:22-0:48): Barbell Portfolio
No new concept covered. Additional
Explanation - Do if needed.
Valuation and Risk 20. Difference Between Difference between Macaulay Modified
58 Applying Duration, Convexity, and DV01 00:11 - Lecture This is a revision of all terms in case you
Models Durations-1 Effective Key rate Empirical
get confused between all types of
Duration
-A: Principal component analysis
Valuation and Risk Modelling Non Parallel Term Structure 01. PCA, Key Rate -B: Key rate exposure and its
59 00:32 A, B Schweser
Models Shifts and Hedging Exposure-1 characteristics (partial '01s and
forward-bucket '01s)
02. Key-Rate Shift Analysis, -C: Key-Rate shift analysis;
Valuation and Risk Modelling Non Parallel Term Structure
59 Key-Rates, Exposure and 00:44 C, D, E -D: Key-Rate 01 and Key Rate Duration, Schweser
Models Shifts and Hedging
Hedging-1 -E: Key-Rate Exposure and Hedging.
-F: Forward Buckets & Volatility
Valuation and Risk Modelling Non Parallel Term Structure 03. Forward Buckets, KRD,
59 00:33 F, G -G: Key Rate & Multi-factor analysis in Schweser
Models Shifts and Hedging Multi Factor-1
estimating portfolio volatility.
-A (0-0:26): Bond Trading Lecture
Financial Markets 01. Corporate Bonds, Bond
43 Corporate Bonds 00:46 A, B -B (0:27-0:46): Bond Indenture and notes+
and Products Indenture-1
corporate Trustee Schweser
Lecture
Financial Markets
43 Corporate Bonds 02. Bond Classification-1 01:05 F Bond classification notes+
and Products
Schweser
Lecture
Financial Markets
43 Corporate Bonds 03. Methods for Retiring-1 00:27 G method for retiring notes+
and Products
Schweser
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
-D, E (0-0:14): What is Credit Risk, Event
Risk,
Lecture
Financial Markets 04. Credit, Event Risk, HY -C (0:15-0:27): High Yield Bonds,
43 Corporate Bonds 00:41 D, E, C, H, I notes+
and Products Bonds, RR, PD-1 -H (0:28-0:34): Recovery Rate, Default
Schweser
rate
-I (0:35-0:41): Expected Return
Weighted Average Maturity (WAM),
Financial Markets Mortgages and Mortgage Backed 01. Prepayment Risk Weighted Average Coupon (WAC), Single
44 00:49 C, D Lecture notes
and Products Securities Calculation-1 monthly Mortality rate (SMM), Conditional
Prepayment Rate (CPR).
Financial Markets Mortgages and Mortgage Backed 02. Level Payment Fixed Rate, Level-Payment Mortgages,
44 00:42 B Lecture notes
and Products Securities Mortgages-1 Example Sums, graph
Lecture
Financial Markets Mortgages and Mortgage Backed prepayment option refinance burnout , spv
44 03. Prepayment Option-1 00:36 H notes+
and Products Securities , pass through securities
Schweser
Lecture
Financial Markets Mortgages and Mortgage Backed 04. Modelling Simulation and
44 00:47 notes+
and Products Securities OAS-1
Schweser
Tranching of MBS - CMO, Introduction to Lecture
Financial Markets Mortgages and Mortgage Backed
44 05. CMO-1 00:51 E, F Prepayment, Planned Amortization Tranch, notes+
and Products Securities
Stripped MBS Schweser
Lecture
Financial Markets Mortgages and Mortgage Backed 06. Mortgage Loans and Conventional mortgage, mortgage back
44 00:42 A notes+
and Products Securities Payments-1 securities
Schweser
-G: Dollar Roll Transaction
Financial Markets Mortgages and Mortgage Backed 07. Dollar Roll Transaction,
44 00:31 G, H (half) -H: Principal-only and interest-only Lecture notes
and Products Securities IO, PO Strips-1
securities
basic concept of valuation of bonds, day
Financial Markets count conventions and quotations for t Make sure Basics of Fixed Income
45 Interest Rate Futures 01. Interest Rate Futures-1 00:40 Schweser
and Products bonds (including examples), quotation for t Valuation has been completed
bill and sums
treasury bond futures, cheapest to deliver
Financial Markets
45 Interest Rate Futures 02. Interest Rate Futures-2 00:47 bond, treasury bond futures price and Schweser
and Products
example
Financial Markets sums, eurodollar, convexity adjustment and
45 Interest Rate Futures 03. Interest Rate Futures-3 00:50 Schweser
and Products libor , duration based hedging
Financial Markets
45 Interest Rate Futures 04. Eurodollar Futures-1 01:07
and Products
Financial Markets 01. Swap, Pricing, Basics of SWAP, Int. Rate swap, Pricing
46 Swaps 00:42 Lecture notes
and Products Valuation-1 Valuation
Financial Markets 02. Swap- Example, Pricing,
46 Swaps 00:44 Example of pricing, Valuation, payoff Lecture notes
and Products Valuation, Payoff-1
Financial Markets
46 Swaps 03. Currency Swaps-1 01:24 Currency Swap Lecture
and Products
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
-N: Currency swaps, credit risk in swaps,
Financial Markets
46 Swaps 04. Terms and Types-1 00:52 N, M, H type of swaps, valuing swaps using Lecture notes
and Products
forward rate
Financial Markets 05. Swaps-Price vs Payoff vs
46 Swaps 00:13 Price vs Payoff vs Value Lecture Notes Extra explanation.
and Products Value-1
Spot and future markets, Market
Financial Markets
35 Foreign Exchange Markets 02. Interest Rate Parity-1 01:14 participants, Forward rate, currency and
and Products
sums on currency forward rate, libor
formula of irp & ppp, expected loss,
Financial Markets 03. Purchasing Power
35 Foreign Exchange Markets 00:15 I inflation, inflation differential with
and Products Parity-1
examples
-G (0-0:15): Factors affecting Exchange
Financial Markets Rate,
35 Foreign Exchange Markets 04. Factors and Risks-1 00:42 G, D, E Lecture
and Products -D, E (0:16-0:42): Transaction, Translation
and Economic Risks
-C (0-0:09): FX Swap
05. FX Swap, Multicurrency
Financial Markets -F (0:10-0:16): Multicurrency Hedging
35 Foreign Exchange Markets Hedge, Quoted Currency, 00:36 C, F, A, L
and Products -A (0:17-0:19): Quote Currency
IRP-1
-L (0:20-0:36): Covered Uncovered IRP
- (0-0:14): Introduction (general)
Valuation and Risk Country Risk Determinants, Measures And
51 01. Country Risk-Sources-1 00:53 Intro, A -A (0:15-0:53): Sources of Country Risk Lecture
Models Implications
(till Political Risk)
-A (0-0:15): Legal Risk, Economic Structure
02. Country Risk-Sources and -B (0:16-0:30): Evaluating Country Risk
Valuation and Risk Country Risk Determinants, Measures And
51 Evaluation, Sovereign Credit 00:48 A, B, C -C (0:31-0:48): Sovereign Credit Risk - Schweser
Models Implications
Risk-1 Foreign Currency Defaults, Local Currency
Defaults
03. Factors Influencing and -D: Consequences of Sovereign Default. Some personal finance extra gyaan
Valuation and Risk Country Risk Determinants, Measures And
51 Consequences of Sovereign 00:51 D, E -E: Factors influencing Sovereign Default Schweser also very very diplomatic things
Models Implications
Default-1 Risk
Valuation and Risk Country Risk Determinants, Measures And 04. The Sovereign Default
51 00:29 F The sovereign default spread
Models Implications Spread-1
Valuation and Risk 01. External and Internal
50 External and Internal Credit Ratings 00:56 Introduction NFB
Models Credit Ratings-Introduction-1
-D (0-0:08): Expected Loss
02. EL, Rating Scales,
Valuation and Risk -A (0:09-0:27): Rating Scales
50 External and Internal Credit Ratings Probability Matrix, Hazard 00:59 D, A, C, H GARP
Models -C, H (0:27-0:59): Probability Matrix and
Rates-1
Hazard rates
-D (0-0:12): Recovery Rate,
Valuation and Risk 03. Recovery Rate, Credit Refer GARP
50 External and Internal Credit Ratings 00:50 D, H -D (0:13-0:23): Credit spread
Models Spread, Rating Transition-1 for LOS D.
-H (0:24-0:50): Rating Transition
Valuation and Risk 04. Hazard Rate Concept, -(0-0:44): Hazard Rate concept
50 External and Internal Credit Ratings 01:13 C GARP Make sure you know CC, PD before this.
Models Practice-1 -(0:45-1:13): Hazard Rate practice
-E (0-0:28): Rating process
Valuation and Risk 05. Rating Process, Transitions,
50 External and Internal Credit Ratings 01:09 E, H, G -H (0:29-0:1:09): rating transitions & LOS GARP
Models Internal Ratings-1
G - internal ratings
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Anticipating Rating Changes, Rating
Valuation and Risk 06. Rating - Changes,
50 External and Internal Credit Ratings 00:09 J, F, I structured Products, Alternative Methods to GARP
Models Products, Methods-1
Credit Rating
Introduction to Risk, What is Risk, Risk Lecture
Foundation of Risk We shall mathematically cover Risk
1 The Building Blocks of Risk Management 01. Typology of Risk-1 00:47 A, B return trade-off, major risk factors and notes+
Management Return trade-off in Portfolio chapter.
importance of risk manager Schweser
Different types of risk will be a part of
Lecture
Foundation of Risk Types of Risks P2. Also, you will understand better as
1 The Building Blocks of Risk Management 02. Typology of Risk-2 00:42 E notes+
Management From GARP 1.1 (table) we progress with the syllabus, this is just
Schweser
an introduction explaining the terms
Types of Risks
Foundation of Risk
1 The Building Blocks of Risk Management 03. Typology of Risk-3 00:44 (From GARP 1.1) Schweser
Management

Types of Risks
Foundation of Risk
1 The Building Blocks of Risk Management 04. Typology of Risk-4 00:33 (From GARP 1.1), The Risk Management GARP
Management
Process (GARP 1.2)
Foundation of Risk 05. Balancing Risk and
1 The Building Blocks of Risk Management 00:28 1.9: Balancing Risk & Reward GARP
Management Reward-1
-1.3: Identifying Risk: Knows & Unknows.
-1.4: Quantitative Risk Metrics
-1.5: Risk factor breakdown & interactions
06. Risks, Metrics, Factors,
Foundation of Risk between Factors.
1 The Building Blocks of Risk Management Structural Change, Human 00:42 GARP
Management -1.6: Structural change: from Tail Risk to
Agency, Aggregation-1
System Crisis
-1.7: Human Agency & Conflicts of interest
-1.8: Risk Aggregation
01. Mean Variance, Normal mean-variance, normal distribution,
Valuation and Risk
47 Measures of Financial Risk Distribution, EF, VaR, Coherent 00:46 A, B, C, E efficient frontier, value at risk, Coherent Schweser
Models
Risk-1 risk measurers
Valuation and Risk 02. Expected Shortfall
47 Measures of Financial Risk 00:09 D, F expected shortfall sums Lecture
Models Sums-1
Calculation VaR in %, $ form, VaR for
Valuation and Risk
48 Calculating and Applying VaR 01. VaR Calculation-1 00:43 different time horizon & changing time Lecture
Models
horizon & calculating VaR
Valuation and Risk Delta normal & Gamma. VaR , future C+,
48 Calculating and Applying VaR 02. VaR Delta and Gamma-1 01:10 Lecture
Models P+ sum, C-, P- Sums.
Text Book Reading (Linear and Non-Linear
Derivatives, Var, Historical Simulation,
Valuation and Risk A, B, C, D, E, F, G,
48 Calculating and Applying VaR 03. VaR Calculation-2 00:57 Delta Normal Approach, Monte Carlo Schweser
Models H
Simulation, Stress Testing, Worst case
scenario testing)
Valuation and Risk VaR, deviations from normal dist, regime
49 Measuring and Monitoring Volatility 01. Return Distributions-1 00:22 Intro, A, B, C Schweser
Models switching
Valuation and Risk
49 Measuring and Monitoring Volatility 02. Estimating VaR-1 00:39 D Estimating VaR and sums Schweser
Models
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Valuation and Risk implied volatility , EWMA and GARCH
49 Measuring and Monitoring Volatility 03. Estimating Volatility-1 01:11 E, F, G, H, I Schweser
Models model
-A: stress testing, integration and methods.
Valuation and Risk -B: key aspects,
54 Stress Testing 01. Stress Testing-1 00:32 A, B, C, D Schweser
Models stress inputs and VAR, advantages and
disadvantage
Valuation and Risk
54 Stress Testing 02. Stress Testing-2 01:00 E, F, H, I, J, K Schweser
Models
Valuation and Risk 01. Economics vs Regulatory -A: Economics VS Regulatory Capital
52 Measuring Credit Risk 00:42 A, B Schweser
Models Capital, Default Data-1 -B: Default Data - PD, EAD, LGD
02. Expected and
-C, D: expected and unexpected loss;
Valuation and Risk Unexpected Loss, Measuring
52 Measuring Credit Risk 00:48 C, D, E -E: mean and standard deviation of credit Schweser
Models Credit Loss, Modeling Credit
loss assuming a binomial distribution, sums.
Risk-1
Valuation and Risk 03. Gaussian Copula, Vasicek
52 Measuring Credit Risk 00:36 F, G Gaussian copula model and vasicek model Schweser
Models Model-1
-H, I (0-0:23): Credit Metrics Model &
Ewer's Theorem
04. Credit Metrics- Eulers
Valuation and Risk -J, K (0:24-0:48): Difficulty in calculating
52 Measuring Credit Risk Theorem and Challenges in 00:48 H, I, J, K Schweser
Models credit risk capital for derivatives than for
Assessing Credit Risk-1
loans & challenges in quantifying Credit
risk and summary of entire chapter
01. Defining, Measuring,
Valuation and Risk Defining and measuring Operational Risk
53 Operational Risk Categories of Operational 00:30 Intro, A GARP
Models -A: Categories of Operational Risk
Risk-1
02. Large Operational
Valuation and Risk Large Operational Risks (cyber risk ,
53 Operational Risk Risks-cyber, compliance, 00:39 A GARP
Models compliance risk , rogue trader risk)
rogue trader-1
-B: Operational Risk Capital
03. Operational Risk Capital requirement(Basel Committee)- Basic
Valuation and Risk
53 Operational Risk Requirement, Standardized, 00:50 B, C Indicator GARP
Models
AMA Approach, SMA-1 -C: Standardized and AMA approach,
SMA
Valuation and Risk 04. Loss Distribution
53 Operational Risk 01:05 D Loss Distribution Approach GARP
Models Approach-1
-E: Data Limitations(Estimation Procedure
05. Data Limitations, Scenario and Potential Biases),
Valuation and Risk
53 Operational Risk Analysis, Operational Risk, 01:05 E, F, H, I -F: Applying Scenario Analysis, GARP
Models
Power law-1 -H: Allocating Operational Risk
-I: Power law
Valuation and Risk 06. Forward Looking -G: Forward Looking approach,
53 Operational Risk 00:42 G, J GARP
Models Approach, Insurance-1 -J: Insurance
-(0-0:18): Case Study on Interest Rate
01. Case Study-Interest Rate
Foundation of Risk Risk.
9 Learning from Financial Disasters Risk, Liquidity Risk, Hedging 01:04 A Schweser
Management -(0:19-0:40): Liquidity Risk
Strategy-1
-(0:41-1:04): Hedging Strategy
All the Practice Lectures have to be done after the respective Chapters. Details are given in the Practice Lecture Sheet.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)
Foundation of Risk 02. Case Study-Model
9 Learning from Financial Disasters 00:35 A Case Study on Model Risks Schweser
Management Risks-1
03. Rogue Trading, Financial -(0-0:7): Rogue Trading.
Foundation of Risk Engineering, Corporate -(0:08-0:18): Financial Engineering
9 Learning from Financial Disasters 00:41 A Schweser
Management Governance, Reputation and -(0:19-0:41): Reputation Risk, Corporate
Cyber Risk-1 Governance, Cyber Risk
Do the chapter very attentively, you will
barely need time to study, Do the
Foundation of Risk Enterprise Risk Management and Future
8 01. ERM and Why ERM-1 00:35 What is ERM and why do firms need ERM GARP Lectures, then do the practice and then
Management Trends
go through the chapter. It shall be more
effective.
Foundation of Risk Enterprise Risk Management and Future 02. Importance of Risk
8 00:41 D The Critical Importance of Risk Culture GARP
Management Trends Culture-1
-(0-0:12): ERM:from vision to action
Foundation of Risk Enterprise Risk Management and Future
8 03. ERM Vision, Why ERM-1 00:37 -(0:13-0:37): Why Enterprise Risk demand GARP
Management Trends
ERM: 4 key reason
Foundation of Risk Enterprise Risk Management and Future 04. Scenario Analysis, Stress
8 00:54 E, F Scenario Analysis and Stress Testing GARP
Management Trends Testing-1
Foundation of Risk 01. Governance of Risk
3 The Governance of Risk Management 00:29 Introduction Lecture
Management Management-1
02. Regulation and
Foundation of Risk Regulation and Governance after the
3 The Governance of Risk Management Governance after the Global 00:47 A Schweser
Management Global financial crisis
Financial Crisis-1
03. Corporate Governance, Corporate Governance,
Foundation of Risk Risk-Management, Risk-Management, Governance,
3 The Governance of Risk Management 00:48 B, C, D, E, F Schweser
Management Governance, Implementation, Implementation, Appetite,
Appetite, Interdependence-1 Interdependence
-(0-0:14): Introduction, brief overview
Foundation of Risk 01. How do Firms Manage -(0:15-0:48): Background and risk
2 How do Firms Manage Financial Risk 01:01 B(Half) GARP
Management Financial Risk-1 appetite (half)
-(0:49-1:01): Risk Appetite
-(0-0:30): Risk Mapping, Strategy
Selection: Accept, Avoid, Mitigation,
Foundation of Risk 02. How do Firms Manage Transfer; Rightsizing risk management More of an application of what you
2 How do Firms Manage Financial Risk 01:14 A, B(Half), E, D, C GARP
Management Financial Risk-2 -(0:31-1:03): Risk Transfer Tool box have learnt in derivatives and Hedging
-(1:04-1:14): What can go wrong in
Corporate Hedging.
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Foundations of The Building Blocks of Risk P-The Building Blocks of Risk

1 00:18 - Q1-6 Practice Book
Risk Management Management Management-1
Foundations of How Do Firms Manage P-How Do Firms Manage
1 00:37 - Q1-6 Practice Book
Risk Management Financial Risk Financial Risk-1
Foundations of The Governance of Risk P-The Governance of Risk
3 00:41 - Q 1-9 Practice Book
Risk Management Management Management and ERM-1
Foundations of P-Credit Risk Transfer
4 Credit Risk Transfer Mechanisms 00:21 - Q 1-3 Practice Book
Risk Management Mechanisms-1
P-Modern Portfolio Theory
Foundations of Modern Portfolio Theory and
5 and Capital Asset Pricing 01:00 - Q 1-25 Practice Book
Risk Management Capital Asset Pricing Model
Model-1
Foundations of Modern Portfolio Theory and P-Dilineating Efficient
5 00:24 - Q 32-38 Practice Book
Risk Management Capital Asset Pricing Model Portfolios-1
Foundations of Modern Portfolio Theory and P-The Standard Capital
5 00:16 - Q 13,14,15,16,17,18 Practice Book
Risk Management Capital Asset Pricing Model Asset Pricing Model-1
Foundations of Modern Portfolio Theory and P-Portfolio Risk and Return
5 00:15 - Q 18-28 Extra Practice
Risk Management Capital Asset Pricing Model Part I-1
Foundations of Modern Portfolio Theory and P-Portfolio Risk and Return
5 00:32 - Q 29-42 Extra Practice
Risk Management Capital Asset Pricing Model Part I-2
Foundations of Modern Portfolio Theory and P-Portfolio Risk and Return
5 00:10 - Q 1-14 Extra Practice
Risk Management Capital Asset Pricing Model Part II-1
Foundations of Modern Portfolio Theory and P-Portfolio Risk and Return
5 00:13 - Q 15-17 & 21-30 Extra Practice
Risk Management Capital Asset Pricing Model Part II-2
Foundations of Modern Portfolio Theory and P-Portfolio Risk and Return Q 31-41 except 34,
5 00:11 - Extra Practice
Risk Management Capital Asset Pricing Model Part II-3 36
basic concept of
mutual fund and
hedge fund, open end
Foundations of Arbitrage Pricing Theory and P-Arbitrage Pricing Theory mutual fund , close
6 00:41 - Practice Book
Risk Management Multifactor Models and Multifactor Models-1 end mutual funds,
exchange traded
funds
Q1-14
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

net assest value and

sums, hedge fund,
Foundations of Arbitrage Pricing Theory and P- Arbitrage Pricing Theory hedge funds expected
6 00:08 - Practice Book
Risk Management Multifactor Models and Multifactor Models-2 returns and fee
structure +example,
Q15-21
hedge fund
strategies,hedge fund
Foundations of Arbitrage Pricing Theory and P- Arbitrage Pricing Theory performance and
6 00:32 - Practice Book
Risk Management Multifactor Models and Multifactor Models-3 measurement bias,
research on returns
Q22-28
Principles for Effective Data
Foundations of P-Data Aggregation, Risk
7 Aggregation and Risk 00:13 - Q 1-6 Practice Book
Risk Management Reporting-1
Reporting
P-Enterprise Risk
Foundations of Enterprise Risk Management
8 Management and Future 00:27 - Q 1-7 Practice Book
Risk Management and Future Trends
Trends
P-Anatomy of the Great
Foundations of Anatomy of the Great Financial
10 Financial Crisis of 00:45 - Q 1-12 Practice Book
Risk Management Crisis of 2007-2009
2007-2009-1
P-Anatomy of the Great
Foundations of Anatomy of the Great Financial
10 Financial Crisis of 00:16 - Q 13-18 Practice Book
Risk Management Crisis of 2007-2009
2007-2009-2
Foundations of
11 GARP Code of Conduct P-GARP Code of Conduct-1 00:26 - Q 1-10 Practice Book
Risk Management
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:25 - Q 1.5, 1.6 IM'20
Analysis Probability-1
12 Basics of Quants Probability Concepts P-Probability-1 00:22 - Q 2, 3 GARP 10 Years
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:11 - Q 1.7, 1.8, 1.9 IM'22
Analysis Probability-2
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:44 - Q 1-6, 8 Practice Book
Analysis Probability-3
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:46 - Q 9-16 Practice Book
Analysis Probability-4
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:09 - Ex 5 Extra Practice
Analysis Probability-5
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:05 - Q1 Extra Practice
Analysis Probability-6
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:16 - Q 2-11 Extra Practice
Analysis Probability-7
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:17 - Q 12-18 Extra Practice
Analysis Probability-8
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:18 - Q 19-27 Extra Practice
Analysis Probability-9
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:15 - Q 28-37 Extra Practice
Analysis Probability-10
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:12 - 1-5 IM 2024
Analysis Probability-11
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:17 - 6-10 IM 2024
Analysis Probability-12
Quantitative P-Fundamentals of
12 Fundamentals of Probability 00:10 - 11-18 IM 2024
Analysis Probability-13
Quantitative P-Sample Skewness, A sum on Sample You may skip if you want. It is
13 Random Variables 00:08 - Lecture Notes
Analysis Kurtosis-1 Skewness and Kurtosis additional Practice done.
Try these Questions after
13 Basics of Quants Basic of Quants P-Basic Statistics-1 00:37 - Q 1-16 Practice Book completing Basics of Quants entire
Lectures
13 Basics of Quants Basic of Quants P-Basic Statistics-2 00:30 - Q 17-35 Practice Book
13 Basics of Quants Basic of Quants P-Basic Statistics-3 00:20 - Q 28-36 Extra Practice
Quantitative Common Univariate Random Q 3.9 (Z table
14 P-Common Univariate-1 00:14 - IM'22 N(0,0)=N(µ,σ2)
Analysis Variables practice)
Quantitative Common Univariate Random
14 P-Common Univariate-2 00:49 - Q 1-7 Practice Book
Analysis Variables
Quantitative Common Univariate Random
14 P-Common Univariate-3 00:20 - Q 14-21 Practice Book
Analysis Variables
Quantitative P-Multivariate Random
15 Multivariate Random Variables 00:31 - Q 1-9 Practice Book
Analysis Variables-1
Quantitative P-Multivariate Random
15 Multivariate Random Variables 00:41 - Q 10-14 Practice Book
Analysis Variables-2
Quantitative P-Multivariate Random
15 Multivariate Random Variables 00:17 - Q 15-18 Practice Book
Analysis Variables-3
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Quantitative P-Multivariate Random

15 Multivariate Random Variables 00:04 - Q 19,20 Practice Book
Analysis Variables-4
Quantitative P-Multivariate Random
15 Multivariate Random Variables 00:17 - Q 30-34 Practice Book
Analysis Variables-5
P-Linear Regression With
Quantitative Hypothesis Testing, Linear
17,18 One Regressor, Hypothesis 00:17 - Q 1-6 Practice Book Please check Regression Diagnostics
Analysis Regression
Tests-1
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-1 00:50 - Q 1-9 Practice Book
Analysis
Quantitative Q 24, 26,29-31,
17 Hypothesis Testing P-Hypothesis Testing-2 00:49 - Practice Book
Analysis 38-44
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-3 00:22 - Q 10,11 Practice Book
Analysis
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-4 00:07 - Q 13 Practice Book
Analysis
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-5 00:30 - Q 1-6,8 GARP 10 Years
Analysis
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-4 00:10 - Q 1-5 Extra Practice
Analysis
Quantitative
17 Hypothesis Testing P-Hypothesis Testing-5 00:11 - Q 6-16 Extra Practice
Analysis
Quantitative P-Linear Regression With
18 Linear Regression 00:16 - Q 1-6 Practice Book
Analysis One Regressor-1
Quantitative
18 Linear Regression P-Linear Regression-1 00:16 - Q 9-12 Extra Practice
Analysis
Quantitative
18 Linear Regression P-Linear Regression-2 00:18 - Q 13-17 Extra Practice
Analysis
Quantitative
18 Linear Regression P-Linear Regression-3 00:14 - Q 18-26 Extra Practice
Analysis
Quantitative
18 Linear Regression P-Linear Regression-4 00:15 - Q 27-31 Extra Practice
Analysis
Quantitative
18 Linear Regression P-Loglinear-1 00:12 - Q 35-38 Extra Practice
Analysis
Financial Markets
27 Banks P-Banks-1 00:34 Q 1-3 Practice Book
and Products
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Financial Markets Insurance Companies and P-Insurance Companies and

28 00:21 Q 1-6 Practice Book
and Products Pension Plans Pension Plans-1
Financial Markets
29 Fund Management P-Fund Management-1 00:25 Q 1-6 Practice Book
and Products
Financial Markets
30 Introduction to Derivatives P-QFP Sum-1 00:04 Q 17 Extra Practice
And Products
Financial Markets P-Exchanges and OTC Try these Questions after
31 Exchanges and OTC Markets 00:33 Q 1-21 Practice Book
and Products Markets-1 completing Basics of Quants
Financial Markets P-Exchanges and OTC
31 Exchanges and OTC Markets 00:18 Q 1-8 Practice Book
and Products Markets-2
Financial Markets P-Exchanges and OTC
31 Exchanges and OTC Markets 00:27 Q 9-21 Practice Book
and Products Markets-3
Financial Markets
32 Central Clearing P-Central Clearing-1 00:27 Q 1, 2, 4, 5 GARP 10 Years
and Products
Financial Markets
33 Futures Markets P-Futures Markets-1 00:13 Q 1-4 GARP 10 Years
and Products
Financial Markets
33 Futures Markets P-Futures Markets-2 00:36 Q 1-5, 7-16 Practice Book
and Products
Financial Markets Q 17-18, 20-33, 36,
33 Futures Markets P-Futures Markets-3 00:35 Practice Book
and Products 38
Financial Markets P-Using Futures for
34 Using Futures for Hedging 00:29 Q 1-6, 10-12 GARP 10 Years
and Products Hedging-1
Financial Markets P-Using Futures for
34 Using Futures for Hedging 00:26 Q 21, 22 Practice Book
and Products Hedging-2
Financial Markets P-Using Futures for
34 Using Futures for Hedging 00:21 Q 24 - 28 Practice Book
and Products Hedging-3
Q
Financial Markets P-Foreign Exchange
35 Foreign Exchange Markets 00:34 1,22,2,3,25,20,21,23, Practice Book
and Products Markets-1
24
Financial Markets P-Foreign Exchange
35 Foreign Exchange Markets 01:12 Q 4-19,26-28 Practice Book
and Products Markets-2
Financial Markets Pricing Financial Forwards and P-Pricing Financial Forwards
36 00:02 Lecture Notes
and Products Futures and Futures-1
Financial Markets Pricing Financial Forwards and P-Pricing Financial Forwards
36 00:26 Q 1-6, 8-10 GARP 10 Years
and Products Futures and Futures-2
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Financial Markets Pricing Financial Forwards and P-Pricing Financial Forwards Try these Questions after
36 00:54 Q 1-13,17-24 Practice Book
and Products Futures and Futures-3 completing basics of Derivatives
Financial Markets Pricing Financial Forwards and P-Pricing Financial Forwards
36 00:17 Q 14 -16 Practice Book
and Products Futures and Futures-4
Pricing Financial Forwards and
36 Extra Practice P-Forward Price-1 00:22 Extra Practice
Futures
Financial Markets Commodity Forwards and P-Commodity Forwards and
37 00:33 Q 1-13 GARP 10 Years
and Products Futures Futures-1
Financial Markets Commodity Forwards and P-Commodity Forwards and
37 00:09 Q 5, 9 Practice Book
and Products Futures Futures-2
Financial Markets Commodity Forwards and P-Commodity Forwards and
37 01:07 Q1-24 Practice Book
and Products Futures Futures-3
Financial Markets
38 Options Markets P-Option Markets-1 00:10 Q 1-5 GARP 10 Years
and Products
Financial Markets
38 Options Markets P-Option Markets-2 00:54 Q 1-10 Practice Book
and Products
Financial Markets
39 Properties of Options P-Properties of Options-1 00:28 Q 1-5, 7-10, 12 GARP 10 Years
and Products
Financial Markets
39 Properties of Options P-Properties of Options-2 00:42 Q 1-10 Practice Book
and Products
Financial Markets
39 Properties of Options P-Properties of Options-3 00:30 Q 11-21 Practice Book
and Products
Financial Markets
40 Trading Strategies P-Option Strategies-1 00:59 Q 7-23 Practice Book
and Products
Financial Markets
40 Trading Strategies P-Trading Strategies-1 00:17 Q 1,3-8 Practice Book
and Products
Financial Markets
40 Trading Strategies P-Trading Strategies-2 00:06 Q 12-14 Practice Book
and Products
Financial Markets
40 Trading Strategies P-Trading Strategies-3 00:22 Q 15 - 20 Practice Book
and Products
Financial Markets
41 Exotic Options P-Exotic Options-1 00:43 Q 1-11 GARP 10 Years
and Products
Financial Markets
41 Exotic Options P-Exotic Options-2 00:28 Q - 1-6 Practice Book
and Products
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Financial Markets
41 Exotic Options P-Exotic Options-3 00:36 Q - 7-18 Practice Book
and Products
Financial Markets
41 Exotic Options P-Exotic Options-4 00:32 Q - 19-27 Practice Book
and Products
Financial Markets
41 Exotic Options P-Exotic Options-5 00:29 Q 29 - 34 Practice Book
and Products
Financial Markets
41 Exotic Options P-Exotic Options-6 00:19 Q 32-37 Practice Book
and Products
Financial Markets P-Properties of Interest
42 Properties of Interest Rates 00:31 Q 1-11 Practice Book
and Products Rates-1
Financial Markets P-Properties of Interest
42 Properties of Interest Rates 00:34 Q 12-25 Practice Book
and Products Rates-2
Financial Markets
42 Properties of Interest Rates P-FRA Valuation Sum-1 00:12 Example 10 Extra Practice
and Products
Try these Questions after
Financial Markets
43 Corporate Bonds P-Corporate Bonds-1 01:05 Q 72-84, 17, 57, 24 Practice Book completing this chapter and Basics
and Products
of Fixed Income
Financial Markets Mortgages and Mortgage P-Mortgages and Mortgage
44 00:09 Q 1-3 GARP 10 Years
and Products Backed Securities Backed Securities-1
Financial Markets Mortgages and Mortgage P-Mortgages and Mortgage
44 00:10 Q 4-7 GARP 10 Years
and Products Backed Securities Backed Securities-2
Financial Markets Mortgages and Mortgage P-Mortgages and Mortgage
44 00:11 Q 8-10 GARP 10 Years
and Products Backed Securities Backed Securities-3
Financial Markets Mortgages and Mortgage P-Mortgages and Mortgage
44 00:16 Q 11-16 GARP 10 Years
and Products Backed Securities Backed Securities-4
Financial Markets
45 Interest Rate Futures P-Interest Rate futures-1 00:12 Q 1-2 GARP 10 Years
and Products
Financial Markets
45 Interest Rate Futures P-Interest Rate futures-2 00:08 Q 3-7 GARP 10 Years
and Products
Financial Markets
45 Interest Rate Futures P-Interest Rate futures-3 00:43 Q 1-14 Practice Book
and Products
Financial Markets
45 Interest Rate Futures P-Interest Rate futures-4 00:45 Q 15-29 Practice Book
and Products
Financial Markets
46 Swaps P-Swaps-1 00:38 Q 1-6 GARP 10 Years Q 6 is good.TRS-sum
and Products
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Financial Markets
46 Swaps P-Swaps-2 00:29 Q 9-16 GARP 10 Years
and Products
Financial Markets
46 Swaps P-Swaps-3 00:11 Q 17-21 GARP 10 Years
and Products
Financial Markets
46 Swaps P-Swaps-4 00:46 Q 1-7 Practice Book
and Products
Financial Markets
46 Swaps P-Swaps-5 00:37 Q 9-13, 16-22 Practice Book
and Products
Valuation and P-Measures of Financial
47 Measures of Financial Risk 00:56 Q-1, 2, 3, 6, 7, 9-15 GARP 10 Years
Risk Models Risk-1
Valuation and P-Measures of Financial
47 Measures of Financial Risk 00:06 Q 1,3 GARP 10 Years
Risk Models Risk-2
Valuation and P-Calculating and Applying
48 Calculating and Applying VaR 00:12 Q 1,2,3 GARP 10 Years
Risk Models VaR-1
Valuation and P-Calculating and Applying
48 Calculating and Applying VaR 00:18 Q 4-10 GARP 10 Years
Risk Models VaR-2
Valuation and P-Calculating and Applying
48 Calculating and Applying VaR 00:28 Q 1-5 Practice Book
Risk Models VaR-3
Valuation and Measuring and Monitoring P-Measuring and Monitoring
49 00:43 Practice Book
Risk Models Volatility Volatility-1
Valuation and External and Internal Credit P-External and Internal
50 00:22 Q 1-9 GARP 10 Years
Risk Models Ratings Credit Ratings-1
P-Country Risk -
Valuation and Country Risk - Determinants,
51 Determinants, Measures And 00:10 Q 1-3 GARP 10 Years
Risk Models Measures And Implications
Implications-1
Valuation and
54 Stress Testing P-Stress Testing-1 00:29 Q 1-8 Practice Book
Risk Models
Valuation and Pricing Conventions, Discounting P-Pricing Conventions, Try these Questions after
55 00:34 Q1-8 Practice Book
Risk Models and Arbitrage Discounting and Arbitrage-1 completing basics of Fixed Income
Valuation and Pricing Conventions, Discounting P-Pricing Conventions,
55 00:24 Q9-13,20 Practice Book
Risk Models and Arbitrage Discounting and Arbitrage-2
Valuation and Try these Questions after
56 Interest Rates P-Interest Rates-1 00:45 Q 25, 1-8 Practice Book
Risk Models completing basics of Fixed Income
Valuation and
56 Interest Rates P-Interest Rates-2 00:14 Q 9-14,26,27 Practice Book
Risk Models
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Valuation and Bond Yields and Return P-Bond Yields and Return Try these Questions after
57 00:38 Q1-10 Practice Book
Risk Models Calculations Calculations-1 completing basics of Fixed Income
Valuation and Bond Yields and Return P-Bond Yields and Return
57 00:52 Q11-16. Practice Book
Risk Models Calculations Calculations-2
Valuation and Applying Duration, Convexity P-Applying Duration, Try these Questions after
58 00:46 Q1-6 Practice Book
Risk Models and DV01 Convexity and DV01-1 completing basics of Fixed Income
Valuation and Applying Duration, Convexity P-Applying Duration,
58 00:43 Q 7-25 Practice Book
Risk Models and DV01 Convexity and DV01-2
P-Modeling Non-Parallel
Valuation and Modelling Non-Parallel Term
59 Term Structure Shifts and 00:34 Q 1-6, 32, 7 Practice Book
Risk Models Structure Shifts and Hedging
Hedging-1
P-Modeling Non-Parallel
Valuation and Modelling Non-Parallel Term
59 Term Structure Shifts and 00:47 Q 8,12-21 Practice Book
Risk Models Structure Shifts and Hedging
Hedging-2
Valuation and
60 Binomial Trees P-Binomial Trees-1 00:29 Q 1-5 Practice Book
Risk Models
Valuation and
60 Binomial Trees P-Binomial Trees-2 00:18 Q 6-10 Practice Book
Risk Models
Valuation and
60 Binomial Trees P-Binomial Trees-3 00:56 Q 11-20 Practice Book
Risk Models
Valuation and The Black Scholes-Merton P-Black Scholes-Merton
61 01:11 Q 1-5 Practice Book
Risk Models Model Model-1
Valuation and The Black Scholes-Merton P-Black Scholes-Merton
61 00:27 Q 6-19 Practice Book
Risk Models Model Model-2
Valuation and Options Sensitivity Measures - P-Options Sensitivity
62 00:39 Q 1-11 Practice Book
Risk Models The Greeks Measures - The Greeks-1
Valuation and Options Sensitivity Measures - P-Options Sensitivity
62 00:22 Q 12-20 Practice Book
Risk Models The Greeks Measures - The Greeks-2
Basics of
- Forwards and Futures P-FRA Sum-1 00:20 Lecture Notes
Derivatives
- Basics of Quants The Time Value of Money P-Time Value of Money-1 00:28 Q 1-15 Practice Book
P-Forward Commitment and
Basics of
- Derivatives Contingent Claim Features 00:12 Q 1-4 Extra Practice
Derivatives
and Instruments-1
P-Perpetuity Using
- Basics of Quants The Time Value of Money 00:24 Lecture Notes
Continuous Rates-1
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Basics of P-Pricing and Valuation of

- Derivatives 00:21 Q 1-5 Extra Practice
Derivatives Options-1
- Basics of Quants Continuous Rates P-Continuous Rates-1 00:50 Lecture
example of BDY,
treasury bill, annual
based on 360
- Basics of Quants BDY P-BDY-1 00:35 Lecture Notes
days.Sums of
purchased price, EAY,
quoted price.
Try these Questions after
- Basics of Quants Basic of Quants P-Distributions-1 00:38 Q 1-17 Practice Book completing Basics of Quants entire
Lectures
- Basics of Quants Basic of Quants P-Distributions-2 00:33 Q 18-30 Practice Book
- Basics of Quants Basic of Quants P-Distributions-3 00:36 Q 32-40 Practice Book
- Basics of Quants Basic of Quants P-Distributions-4 00:50 Q 41-58 Practice Book
P-N-1-Where to Use SD vs
- Basics of Quants Basic of Quants 00:12 Lecture
SE-1-1
A sum using SD and You may skip if you want. It is
- Basics of Quants Basic of Quants P-SD SE-1 00:09 Lecture Notes
SE additional Practice done.
Q 1 of Anatomy of
the Great Financial
Anatomy of the Great Financial
Foundations of P-Anatomy,GARP Code of Crisis of 2007-2009
10,11 Crisis of 2007-2009, GARP 00:07 Practice Book
Risk Management Conduct-1 upto 3:45
Code of Conduct
Q 1-3 of GARP Code
of Conduct
Linear Regression, Regression
Quantitative with Multiple Explanatory P-Linear Regression with Please check Regression with
18-20 00:20 Q 1-6 Practice Book
Analysis Variables & Regression Multiple Regressors-1 Multiple Explanatory Variables
Diagnostics
Linear Regression, Regression
P-Linear Regression with
Quantitative with Multiple Explanatory Please check Regression with
18-20 Multiple Regressors and 00:26 Q 7-10, 13-15 Practice Book
Analysis Variables & Regression Multiple Explanatory Variables
Hypothesis Testing-1
Diagnostics
Quantitative Stationary Time Series & P-Stationary Time Series,
21,22 00:24 Q 4-9 Practice Book
Analysis Non-Stationary Time Series Non-Stationary Time Series-1
Reading
Duration LOS Reference
number Subject Chapter Lecture Name Content Covered Lecture Remarks
hh:mm (Sch 2023) Material
(2023)

Quantitative Stationary Time Series & P-Stationary Time Series,

21,22 00:30 Q 13-22 Practice Book
Analysis Non-Stationary Time Series Non-Stationary Time Series-2
Quantitative Stationary Time Series & P-Stationary Time Series,
21,22 00:23 Q 23-31 Practice Book
Analysis Non-Stationary Time Series Non-Stationary Time Series-3
Quantitative
24 Simulation and Bootstrapping P-Bootstrapping-1 00:44 Q 1-16 Practice Book
Analysis
Measures of Financial Risk, P-Measures of Financial Risk,
Valuation and Calculating and Applying VaR Calculating and Applying
47-49 00:25 Practice Book
Risk Models & Measuring and Monitoring VaR, Measuring and
Volatility Monitoring Volatility-1
Measures of Financial Risk, P-Measures of Financial Risk,
Valuation and Calculating and Applying VaR Calculating and Applying
47-49 00:23 Practice Book
Risk Models & Measuring and Monitoring VaR, Measuring and
Volatility Monitoring Volatility-2
Measures of Financial Risk, P-Measures of Financial Risk,
Valuation and Calculating and Applying VaR Calculating and Applying
47-49 00:36 Practice Book
Risk Models & Measuring and Monitoring VaR, Measuring and
Volatility Monitoring Volatility-3
0 Basic Concepts The Time value of Money P-Annuity Due-1 00:22