GARP會提供一系列的教科書，GARP會在五月中公佈建議的教科書目。GARP所出版的Handbook （作者： Dr. Philippe Jorion，第二版）內容涵 蓋FRM考試重點，歷屆重點考題並附上詳盡解說，此外還有近年最 新的制度與規範，是考生準備考試的最佳工具書。

FRM STUDY GUIDE OUTLINE下載

1. Quantitative Analysis 

• Murray R. Spiegel, John Schiller, and R. Alu Srinivasan, Probability and Statistics, Schaum's Outlines, 2nd ed. (New York: McGraw-Hill, 2000). 

• John Hull, Options, Futures, and Other Derivatives, 5th ed. (New York: Prentice Hall, 2002). 

• Philippe Jorion, Value at Risk, 2nd ed. (New York: McGraw-Hill, 2001). 

2. Market Risk Measurement and Management

• Anthony Saunders, Financial Institutions Management, 4th ed. (New York: McGraw-Hill, 2003). 

• Hull, Options, Futures, and Other Derivatives. 

• Jorion, Value-at-Risk. 

• Pearson, Risk Budgeting. 

• Ren Stulz, Risk Management & Derivatives (Mason, Ohio: South-Western, 2003). 

3. Credit Risk Measurement and Management 

• Bruce Tuckman, Fixed Income Securities, 2nd ed. (New York: Wiley, 2002). 

• Pearson, Risk Budgeting 

• John B. Caouette, Edward I. Altman, and Paul Narayanan, Managing Credit Risk (New York: Wiley, 1998). 

• Saunders, Financial Institutions Management. 

• Hull, Options, Futures, and Other Derivatives. 

4. Operational and Integrated Risk Management, Legal, Accounting, and Ethics

• Saunders, Financial Institutions Management. 

• Jorion, Value at Risk. 

• Carol Alexander, ed., Operational Risk (New York: Financial Times Prentice Hall, 2003). 

• Douglas G. Hoffman, Managing Operational Risk (New York: Wiley, 2002). 

• Robert J. Schwartz and Clifford W. Smith, Jr., eds., Derivatives Handbook: Risk Management and Control (New York: Wiley, 1997).