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Archive Fall 2016: Strategic Decision Making Exam

Syllabus

Updates

June 3, 2016

For the Fall 2016 session, in Learning Objective 2, candidates may also use “The xVA Challenge”, by Gregory, Third Edition (This is the new edition of “Counterparty Credit Risk”). The following sections apply:

Chapter 1 -3 (Background) 
Chapter 4  
Sections 5.1.1–5.2.7, 5.4.1–5.5, 6.1.1–6.2.9, 6.6.1–6.6.6, 7.1.1–7.4.4, 8.1.1–8.7.6, 9.1.1–9.2.1, 9.2.4–9.4, 10.4.1–10.5.4, 12.1.1–12.2.5, 13.1.1-13.3.1, 14.1.1–14.5.2, 17.1.1–17.4.7, and 18.1.1–18.3.9

February 17, 2016

The  case study is now available.

December 16, 2015

In Learning Objective 2 the code for study note “CVA the wrong way” has been corrected to SDM-165-16.