GARP GAB

GARP GAB

News And Views From The Global Association Of Risk Professionals

MEMBERSHIP:

GARP now has close to 4,500 members in over 80 countries. Individual membership in GARP is free and can be obtained through our Internet site: http://www.garp.com.

FINANCIAL RISK MANAGER EXAM UPDATE

The 1998 Financial Risk Manager (FRM) Examination was held globally on Saturday, October 24th in North America, South America, Europe, Africa and Asia.

Over 200 members sat for the exam. Our largest test site was, as usual, New

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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