来源:高顿网校 发布时间:2015-12-17 11:52 责编:Yuyu.zhang
2016年  CFA level II考纲变动的科目为:数量、经济、财报、固收、衍生和组合;
 
变动较大的科目为:数量、固收和组合;
 
其中,数量新增一个 reading;固收删除一个 reading,组合删除三个 reading,新增两个  reading.
 
具体变动情况如下:
 
1、数量
 
SS3,R10.Multiple Regression and Issues in Regression Analysis
 
a. formulate a multiple regression equation to describe the relation between a dependent variable and several
 
independent variables, determine the statistical significance of each independent variable, and interpret the
 
estimated coefficients and their p-values;
 
SS3,Reading 12. Excerpt from“Probabilistic   appraoches: scenario analysis,decision trees, and
 
simulations”(新增考点)
 
a. describe steps in running a simulation;
 
b. explain three ways to define the probability distributions for a simulation’s variables;
 
c. describe how to treat correlation across variables in a simulation;
 
d. describe advantages of using simulations in decision making;
 
e. describe some common constraints introduced into simulations;
 
f. describe issues in using simulations in risk assessment;
 
g. compare scenario analysis, decision trees, and simulations.
 
2、经济学
 
SS4,Reading 13: Currency Exchange Rates: Determination and Forecasting
 
n. describe objectives of central bank intervention and capital controls and describe the effectiveness of
 
intervention and capital controls;(新增)
 
3、财报
 
SS6,Reading 20: Multinational Operations
 
i. explain how changes in the components of sales affect the sustainability of sales growth;(修改)
 
4、固收
 
SS14,Reading 43. The term structure and interest rate dynamics
 
c. describe how zero-coupon rates (spot rates) may be obtained from the par curve by bootstrapping;(新增)
 
g calculate and interpret the swap spread for a given maturity;(修改)
 
SS14,Reading 45. Valuation and Analysis: Bonds with Embedded Options
 
m. calculate the value of a capped or floored floating-rate bond;(删除)
 
SS15,Reading46. Introduction to Asset-Backed Securities(删除)