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2017年CFA二级考纲解读

发表时间:2016/12/20 13:46:54 编辑:金小程 告诉小伙伴:
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[编考按]温馨提示:了解最新考纲是一个优秀备考计划的开始,CFA考纲变化的各个知识点是每年考试容易出现的考点。

  2017年CFA二级考纲及2016年CFA二级考纲有所变化,下面金程CFA小编就帮大家整理出详细的考纲变动列表: 》》点我了解更多CFA二级考纲变化情况

CFA二级考纲变动,2017年CFA二级考纲,CFA二级考纲变化情况

  1、经济学

  无变化

  2、财务报表分析

  原2016年Reading 16删除

  Inventories:Implications for Financial Statements and Ratios原2016年Reading 17删除

  Long-lived Assets:Implications for Financial Statements and Ratios3、股权投资

  原2016年Reading 31删除

  The Five Competitive Forces That Shape Strategy原2016年Reading 32删除

  Your Strategy Needs a Strategy

  4、另类投资

  原2016年Reading 42改变

  从2016 A Primer on Commodity Investing

  改变为2017 Commodities and Commodity Derivatives:An Introduction以下为2017年新内容

  A.compare characteristics of commodity sectors;B.compare the life cycle of commodity sectors from production through trading or consumption;C.contrast the valuation of commodities with the valuation of equities and bonds;D.describe types of participants in commodity futures markets;E.analyze the relationship between spot prices and expected future prices in markets in contango and markets in backwardation;F.compare theories of commodity futures returns;G.describe,calculate,and interpret the components of total return for a fully collateralized commodity futures contract;H.contrast roll return in markets in contango and markets in backwardation;I.describe how commodity swaps are used to obtain or modify exposure to commodities;J.describe how the construction of commodity indexes affects index returns.

      》》CFA全套备考资料

  5、投资组合

  新增2017年

  Measuring and Managing Market Risk

  Algorithmic trading and high-frequency trading以下为2017年新内容

  Measuring and Managing Market Risk

  A.explain the use of value at risk(VaR)in measuring portfolio risk;B.compare the parametric(variance-covariance),historical simulation,and Monte Carlo simulation methods for estimating VaR;C.estimate and interpret VaR under the parametric,historical simulation,and Monte Carlo simulation methods;D.describe advantages and limitations of VaR;E.describe extensions of VaR;

  F.describe sensitivity risk measures and scenario risk measures and compare these measures to VaR;G.demonstrate how equity,fixed-income,and options exposure measures may be used in measuring and managing market risk and volatility risk;H.describe the use of sensitivity risk measures and scenario risk measures;I.describe advantages and limitations of sensitivity risk measures and scenario risk measures;J.describe risk measures used by banks,asset managers,pension funds,and insurers;K.explain constraints used in managing market risks,including risk budgeting,position limits,scenario limits,and stop-loss limits;L.explain how risk measures may be used in capital allocation decisions.

  Algorithmic trading and high-frequency tradingA.define algorithmic trading;

  B.distinguish between execution algorithms and high-frequency trading algorithms;C.describe types of execution algorithms and high-frequency trading algorithms;D.describe market fragmentation and its effects on how trades are placed;E.describe the use of technology in risk management and regulatory oversight;F.describe issues and concerns related to the impact of algorithmic and high-frequency trading on securities markets.

  6、道德

  无变化

  7、量化分析

  无变化

  8、公司金融

  无变化

  9、固定收益

  新增:

  READING 39.CREDIT DEFAULT SWAPS

  The candidate should be able to:

  a describe credit default swaps(CDS),single-name and index CDS,and the parameters that define a given CDS product;b describe credit events and settlement protocols with respect to CDS;c explain the principles underlying,and factors that influence,the market’s pricing of CDS;d describe the use of CDS to manage credit exposures and to express views regarding changes in shape and/or level of the credit curve;e describe the use of CDS to take advantage of valuation disparities among separate markets,such as bonds,loans,equities,and equity-linked instruments.

  10、衍生品

  结构虽然有大的调整,但是核心知识点并未改变,见下面黄色字体标注关键变动:

  1.CDS删除,实际移动到固定收益

  2.16年考纲提及到的Eurodollar Future,cap and floor,contango and backwardation,FRA

  金程推荐

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