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2017年CFA二级考纲变动对比分析!

2017年CFA二级考纲变动对比分析!

考试动态  |  2016-08-02

  了解CFA官方考纲是一个备考计划的开始,掌握好考试的侧重点,接下来按照学习时间来分配即可达到事半功倍的效果。温馨提示:CFA考试大纲变化的各个知识点是每年考试容易出现的重点,CFA备考复习过程中要尤其重视。金程CFA老师整理CFA协会发送的:
  2017年CFA二级考纲及2016年CFA二级考纲对比
2017年CFA二级考纲,CFA二级考纲内容有哪些,2017年CFA二级考纲是否有变动
  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 Ratios
3、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.
  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.

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  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
  2.2016年CFA考试纲提及到的Eurodollar Future ,cap and floor , contango and backwardation, FRA,2017年CFA考试大纲中并未重点提到。

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