Financial Risk Manager Handbook Plus - FRM Part 1/Part 2 - Sixth Edition

Sep 4, 2026

A comprehensive finance and risk management reference designed for practitioners preparing for the FRM curriculum. The handbook plus test bank covers foundations of risk management and quantitative analysis, then extends to financial markets and products, valuation and risk models, and market, credit, operational, integrated, and investment risk. It includes detailed learning structure across multiple chapters, supporting probability, statistics, Monte Carlo, derivatives, fixed income, credit exposure, and Basel-related concepts.

LanguageEnglish

CategoryExam

FormatPDF

Pages819

Reading Time34 h 24 min

AccessFree to download

Preface

About the Author

About GARP

Introduction

PART ONE - Foundations of Risk Management

CHAPTER 1 - Risk Management

PART TWO - Quantitative Analysis

CHAPTER 2 - Fundamentals of Probability

CHAPTER 3 - Fundamentals of Statistics

CHAPTER 4 - Monte Carlo Methods

CHAPTER 5 - Modeling Risk Factors

PART THREE - Financial Markets and Products

CHAPTER 6 - Bond Fundamentals

CHAPTER 7 - Introduction to Derivatives

CHAPTER 8 - Option Markets

CHAPTER 9 - Fixed-Income Securities

CHAPTER 10 - Fixed-Income Derivatives

CHAPTER 11 - Equity, Currency, and Commodity Markets

PART FOUR - Valuation and Risk Models

CHAPTER 12 - Introduction to Risk Models

CHAPTER 13 - Managing Linear Risk

CHAPTER 14 - Nonlinear (Option) Risk Models

PART FIVE - Market Risk Management

CHAPTER 15 - Advanced Risk Models: Univariate

CHAPTER 16 - Advanced Risk Models: Multivariate

CHAPTER 17 - Managing Volatility Risk

CHAPTER 18 - Mortgage-Backed Securities Risk

PART SIX - Credit Risk Management

CHAPTER 19 - Introduction to Credit Risk

CHAPTER 20 - Measuring Actuarial Default Risk

CHAPTER 21 - Measuring Default Risk from Market Prices

CHAPTER 22 - Credit Exposure

CHAPTER 23 - Credit Derivatives and Structured Products

CHAPTER 24 - Managing Credit Risk

PART SEVEN - Operational and Integrated Risk Management

CHAPTER 25 - Operational Risk

CHAPTER 26 - Liquidity Risk

CHAPTER 27 - Firmwide Risk Management

CHAPTER 28 - The Basel Accord

PART EIGHT - Investment Risk Management

CHAPTER 29 - Portfolio Risk Management

CHAPTER 30 - Hedge Fund Risk Management

Index

Financial Risk Manager Handbook Plus Test Bank Sixth Edition Founded in 1807, John Wiley & Sons is the oldest independent publishing company in the United States. With ofﬁces in North America, Europe, Australia, and Asia, Wiley is globally committed to developing and marketing print and electronic products and services for our customers’ professional and personal knowledge and understanding. The Wiley Finance series contains books written speciﬁcally for ﬁnance and investment professionals as well as sophisticated individual investors and their ﬁnancial advisors. Book topics range from portfolio management to e-commerce, risk management, ﬁnancial engineering, valuation, and ﬁnancial instrument analysis, as well as much more. For a list of available titles, visit our Web site [at](at www.WileyFinance.com)[ www.WileyFinance.com](at www.WileyFinance.com). Financial Risk Manager Handbook Plus Test Bank FRM Part I/Part II Sixth Edition PHILIPPE JORIONGARP John Wiley & Sons, Inc. Copyright 2011 by Philippe Jorion, except for FRM sample questions, which are copyright 1997–2011 by GARP. The FRM designation is a GARP trademark. All rights reserved. Published by John Wiley & Sons, Inc., Hoboken, New Jersey. Published simultaneously in Canada. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except as permitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923,(978) 750-8400, fax (978) 646-8600, or on the web [at](at www.copyright.com. Requests)[ www.copyright.com](at www.copyright.com. Requests)[. Requests](at www.copyright.com. Requests) to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 111 River Street, Hoboken, NJ 07030,(201) 748-6011, fax (201) 748-6008, or online at [http://www.wiley.com/go/permissions](http://www.wiley.com/go/permissions). Limit of Liability/Disclaimer of Warranty: While the publisher and author have used their best efforts in preparing this book, they make no representations or warranties with respect to the accuracy or completeness of the contents of this book and speciﬁcally disclaim any implied warranties of merchantability or ﬁtness for a particular purpose. No warranty may be created or extended by sales representatives or written sales materials. The advice and strategies contained herein may not be suitable for your situation. You should consult with a professional where appropriate. Neither the publisher nor author shall be liable for any loss of proﬁt or anyother commercial damages, including but not limited to special, incidental, consequential, or other damages. For general information on our other products and services or for technical support, please contact our Customer Care Department within the United States at (800) 762-2974, outside the United States at (317) 572-3993 or fax (317) 572-4002 . Wiley also publishes its books in a variety of electronic formats. Some content that appears in print may not be available in electronic books. For more information about Wiley products, visit our web site [at](at www.wiley.com)[ www.wiley.com](at www.wiley.com). Library of Congress Cataloging-in-Publication Data: Jorion, Philippe. Financial risk manager handbook plus test bank : FRM Part I/Part II, 6th Edition / Philippe Jorion.– 6th ed. [p. cm](p. cm). Includes index. ISBN 978-0-470-90401-5 (paper/online) 1. Financial risk management. 2. Risk management. 3. Corporations–Finance. I. Title. HD61.J67 2009 658.15􀀂 5–dc22 2010047263 Printed in the United States of America 10 9 8 7 6 5 4 3 2 1 Contents Preface ix About the Author x

FAQs

What topics does the Financial Risk Manager Handbook Plus cover across FRM Part I and Part II?

It spans foundations of risk management and quantitative analysis, then moves through financial markets and products, valuation and risk models, market risk management, credit risk management, and operational and integrated risk management, ending with investment risk management topics.

How does the book support quantitative skills like probability, statistics, and simulation?

It includes dedicated chapters on probability fundamentals, statistics fundamentals, and Monte Carlo methods, plus guidance on modeling risk factors.

Which risk areas are addressed beyond market risk?

Beyond market risk, it covers credit risk management (including default risk and credit exposure), operational and integrated risk (operational risk, liquidity risk, firmwide risk, and the Basel Accord), and investment risk management.

Sep 4, 2026

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