GARP FRM الجزء الثاني — المخاطر التشغيلية والمرونة (الكتاب الثالث)

Scope, boundaries, frameworks, risk features and operational resilience.

• • Operational-risk definition
• • ORM cycle
• • Impact tolerance

Prudential regulation, board oversight, three lines, appetite and culture.

• • PSMOR
• • Risk appetite
• • Risk culture

Top-down and bottom-up tools, scenarios, taxonomies and risk inventories.

• • Process mapping
• • Scenario analysis
• • Cause-event-impact

Loss data, RCSA, KRIs, factor methods, scenarios and operational-risk capital.

• • RCSA
• • FAIR and bowtie
• • LDA

Risk responses, controls, process design, continuity, crisis management and transfer.

• • Control types
• • Control testing
• • BCM and insurance

Internal audiences, risk profiles, combined assurance and external disclosure.

• • Board reporting
• • Data aggregation
• • Pillar 3

ERM, appetite, regulatory and economic capital, RAROC and stress testing.

• • Risk aggregation
• • RAROC
• • Reverse stress testing

Cyber governance, architecture, testing, response, sharing and third parties.

• • Cyber lifecycle
• • Incident response
• • Provider dependency

Cyber frameworks, protection, monitoring and the Equifax breach.

• • Vulnerability management
• • Defense in depth
• • Incident lessons

Risk assessment, customer acceptance, due diligence, monitoring and group-wide controls.

• • Beneficial ownership
• • Customer risk profile
• • Suspicious reporting

Fraud drivers, prevention, monitoring, investigation and remediation.

• • Internal and external fraud
• • Case management
• • Root cause

Due diligence, contracts, monitoring, continuity, concentration and exit.

• • Provider assessment
• • Contract controls
• • Exit strategy

Inventory, criticality, residual risk, cloud dependency and provider incidents.

• • Fourth parties
• • SLA monitoring
• • Termination assistance

Suitability, conflicts, execution, product governance, client assets and surveillance.

• • Investor protection
• • Market conduct
• • Compliance remediation

Development, implementation, use, validation, governance and model inventory.

• • Conceptual soundness
• • Outcomes analysis
• • Independent validation

Copula, spreadsheet and unit-error cases and their governance lessons.

• • Tail assumptions
• • End-user computing
• • Data and units

Scenario design, loss and revenue models, balance sheet, capital and disclosure.

• • PPNR
• • Management actions
• • Use test

Risk capital, capital budgeting, performance, PIT/TTC, hurdle rates and diversification.

• • RAROC
• • Confidence level
• • Capital allocation

Governance, tail measures, aggregation, validation and attribution.

• • VaR and expected shortfall
• • Dependence
• • Capital attribution

Risk identification, controls, policy, scenarios, projections and capital adequacy.

• • Capital goals
• • Scenario severity
• • Projection aggregation

Basel I, Basel II, credit approaches, mitigation, operational risk and Solvency II.

• • RWA
• • Three pillars
• • Standardized and IRB

Basel 2.5, Basel III capital, leverage, liquidity and resolution.

• • Stressed VaR and IRC
• • Capital buffers
• • Living wills

Credit-risk revisions, model constraints, CVA, operational risk, leverage and output floor.

• • Input floors
• • Output floor
• • Revised frameworks

Business Indicator, BIC, ILM, loss-data standards, exclusions and disclosure.

• • Standardized approach
• • Gross and net loss
• • Merger and divestment data