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　　I:Market Risk Measurement and Management
　　Weight
　　Level II Exam Weight:20%
　　Full Exam Weight:10%
　　10 Main Points
　　Volatility smiles and volatility term structures
　　Exotic options
　　Duration and convexity of fixed income securities
　　Term structure models
　　Backtesting VaR
　　Mapping financial instruments to risk factors
　　Expected shortfall and coherent risk measures
　　Extreme value theory
　　Copulas and tail dependence
　　Mortgages and mortgage-backed measures