Level II Topic |
Approximate Exam Weight |
|
---|---|---|
Multiple Choice | Constructed Response | |
Ethics, Regulation, and ESG | 0% | 10% |
Models | 8-12% | 0-10% |
Institutional Asset Owners and Investment Policies | 8-12% | 0-10% |
Risk and Risk Management | 8-12% | 0-10% |
Methods for Alternative Investing | 8-12% | 0-10% |
Due Diligence and Selecting Strategies | 8-12% | 0-10% |
Volatility and Complex Strategies | 8-12% | 0-10% |
Current and Integrated Topics | 0% | 10% |
CAIA Level II - Exam Topics (March 2021 Exam)
CAIA Level II - Outline
• Asset Manager Code
• Recommendations and Guidance
• Global Regulation
• ESG and Alternative Investments
• ESG Analysis and Application
• Modeling Overview and Interest Rate Models
• Risk Credit Models
• Multi-Factor Equity Pricing Models
• Asset Allocation Processes and the Mean-Variance Model
• Other Asset Allocation Approaches
• Types of Asset Owners and the Investment Policy Statement
• Foundations, and The Endowment Model
• Pension Fund Portfolio Management
• Sovereign Wealth Funds
• Family Offices and the Family Office Model
• Cases in Tail Risk
• Benchmarking and Performance Attribution
• Liquidity and Funding Risks
• Hedging, Rebalancing, and Monitoring
• Risk Measurement, Risk Management, and Risk Systems
• Valuation and Hedging Using Binomial Trees
• Directional Strategies and Methods
• Multivariate Empirical Methods and Performance Persistence
• Relative Value Methods
• Valuation Methods for Private Assets: The Case of Real Estate
• Hedge Fund Replication
• Diversified Access to Hedge Funds
• Access to Real Estate and Commodities
• Access Through Private Structures
• The Risk and Performance of Private and Listed Assets
• Active Management and New Investments
• Selection of a Fund Manager
• Investment Process Due Diligence
• Operational Due Diligence
• Due Diligence of Terms and Business Activities
• Volatility as a Factor Exposure
• Volatility, Correlation, and Dispersion Products and Strategies
• Complexity and Structured Products
• Insurance-Linked and Hybrid Securities
• Complexity and the Case of Cross-Border Real Estate Investing
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Course Curriculum
CAIA-L2: Demo Lectures | FREE | 00:00:00 | |
CAIA-L2: Ethics, Regulation, and ESG | 00:00:00 | ||
CAIA-L2: Models | 00:00:00 | ||
CAIA-L2: Institutional Asset Owners and Investment Policies | 00:00:00 | ||
CAIA-L2: Risk and Risk Management | 00:00:00 | ||
CAIA-L2: Methods for Alternative Investing | 00:00:00 | ||
CAIA-L2: Accessing Alternative Investments | 00:00:00 | ||
CAIA-L2: Due Diligence and Selecting Strategies | 00:00:00 | ||
CAIA-L2: Volatility and Complex Strategies | 00:00:00 |
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