You can try Kolej Kasturi in Bellisa Row in Pulau Tikus : http://www.kasturi.edu.my/contact_us.html

But let me tell you this CFA is one tough exam that requires your 100% effort and time. I know because I myself took the exam in 2004. There were about 6 of us with financial background and experiences, and 7 others are engineers from Motorola. Sad to say not a single of us pass the first level exam.

Classes normally begins around 7.30pm till 10.30pm. So for working people like me I only have weekends to study which is not enough to say the least. Even one of my ex-colleague totally gave up though she passed her level one exam !

You can have a clear view about CFA and on how to tackle the exam from this link : http://www.angelfire.com/nc3/normancafe/StudyRoom_CFA.htm

Kolej Kasturi do provide notes and stuffs, but for recommended text books you can buy from one of the shop in from of USM. I even subscribed to one online study notes and paid some RM300 for it. And I think I still got my old notes that I'm gladly want to get rid of for free if anybody interested !