David Harper, CFA, FRM, CIPM
Last activity:
Jun 19, 2013 at 10:22 AM
Joined:
Sep 25, 2006
Messages:
10,159
Trophy Points:
113
Positive ratings received:
1,227
Neutral ratings received:
3
Negative ratings received:
0

Post Ratings

Received: Given:
Like 1,037 1,711
Dislike 0 8
Agree 109 226
Disagree 2 14
Funny 12 6
Winner 0 145
Informative 37 36
Friendly 4 4
Useful 25 0
Optimistic 0 0
Creative 3 1
Old 0 0
BT Admin Likes! 1 0
David's Reference 0 1

Followers 30

  1. matpel
  2. Junaid
  3. Turner737
  4. LL
  5. ABFRM
  6. shady007
Show All

Share This Page

David Harper, CFA, FRM, CIPM

David Harper

David Harper, CFA, FRM, CIPM was last seen:
Jun 19, 2013 at 10:22 AM
    1. Q2
      Hi, David!

      Can you help me understand LVaR a little more as I am getting confused between using a 1-tailed or a 2- tailed confidence parameter - what should I use for he VaR and what should I use for the exogenous spread?
      Apr 28, 2013
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Hi Q2, this has been discussed often in the forum, you want 1-tail for the exogenous spread (just like the VaR, we are only concerned with the adverse widening, not the favorable narrowing). thanks,
        Apr 28, 2013
    2. Tabriz
      Hi David
      Could you please explain also how to scale ES for time ? is it done like Var ? Besides where should I post my usual questions ?
      Apr 27, 2013
    3. Tabriz
      Hi David,
      Please could you tell me, how we could use ARCH, EWMA, GARCH models on calculating Var and ES. Also how to calculate weights for ARCH and GARCH, and how to find long ran variance? I calculated EWMA in a way that you've done. But I didn't see any materials by you on how exactly calculate the rest. I am thinking on which model (like hist. d-normal or MC) we can implement this volatility estimators.
      Thanks
      Apr 27, 2013
    4. FinanceBA
      Hi David - Good Evening. Did you guys get a chance to respond my question last week? My question was how long are the topic-wise videos for Part 1 and 2 FRM for 2012/2013? Please let me know since I am more of a videos person and want to enroll soon:)
      Apr 17, 2013
    5. Ifigeneia
      Dear David, I am sorry to bother you again, but as I am new here I am not familiar with Bionic Turtle yet. When you mean to post it tothe forum, where exactly should I post it? :) Even though I understand your lack of time..could it be possible to have a look at my question? :)
      Mar 13, 2013
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Mar 14, 2013
    6. Ifigeneia
      Dear David
      I have some questions regarding the forwards on commodities. Could you please help me?
      Mar 13, 2013
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Hi ifigeneia, can you post in the forum? I will try to answer but honestly I am extremely busy working on study notes and videos currently ... March - May are very busy, but if you post in the forum, I think you'll at least get some help thanks!
        Mar 13, 2013
    7. PL
      Hello David,
      I hope you are OK. I need your assistance regarding the close formula you provide for IRS valuation into the Irate-swap-mcs.xlsx. Could you please provide me a reference?

      Thank you in advance,
      PL
      Dec 13, 2012
    8. HopeToPassLvl2
      Hi David, I would like to ask if you could recommend me a software which can simulate various distributions, given its parameters.

      I know you're very busy, given the amount of traffic Bionic Turtle gets daily. Your reply would be very much appreciated. Thanks!
      Dec 4, 2012
    9. JC7118
      Hi David, Could You help me compute a HQM corporate spot yield curve?
      Jul 12, 2012
      2. JC7118
        JC7118
        As you know, LDI is focused on generating enough return to meet its future liabilities. Acceptance of liability-driven investing among pension funds is a direct acknowledgement that the true benchmark of a plan is the pension’s liability stream, not an industry-created benchmark.
        Jul 12, 2012
      3. JC7118
        JC7118
        Pension accounting rules (The Pension Plan Act of 2006) mandate that the liability stream is discounted by a high-quality, corporate-bond yield curve.
        Jul 12, 2012
    10. fatima
      Hi David,

      I need to buy FRM part 1 material, but i'm confused between tier 2, and tier 3. Tier 3 has learning spreadsheets. Do you have any sample of learning spreadsheet?

      Please advice,
      Thanks
      Jul 11, 2012
    11. Krivetka
      May 29, 2012
    12. yukito
      Hi David, could you help me calculate Incremental Risk Charge in Basel II and Basel III, thank you ( I read somethings on the Internet but I still don't understand)
      May 15, 2012
    13. Turner737
      David, I had purchased your program with everything but the learning spreadsheets...beginning to regret that. Is it possible to purchase the remaining part with the spreadsheets retroactively and having that expire the same time my current subscription expires?

      Also, I use a Mac with Microsoft Excel...would that hinder any of the functionality of the spreadsheets?
      Apr 16, 2012
    14. Turner737
      FYI on your twitter page your product info background is partially blocked by your profile etc.
      Apr 16, 2012
    15. VMR
      Mr. Harper, I would like to get some career advice from you . Is there anyway I could PM you?
      Mar 15, 2012
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        I would love to help, I really would but currently I have no spare time, it is 12-hour days including weekends to prepare FRM videos (and give forum support). I apologize but i don't have time for anything else until we finish the T9. Current issue video set. Thanks for trusting me enough to ask, apologies!
        Mar 15, 2012
      3. VMR
        VMR
        Thank You . I will post my query on the forum. If you could add some inputs whenever its possible for you ,it would be of great help to me and also benefit other freshers seeking help .Thanks again ! :)
        Mar 15, 2012
    16. Gadit
      Mr. David Harper,
      I have made 3 attempts for FRM Level 1 and i will sit again in upcoming exams of May2012. I have read prescribed books such as Hull and others many times i need topic wise practice questions (alongwith answers) do you have any such type of product ? can u help me out ? . I shall be highly obliged if you kindly reply to my email : qasim_gadit@hotmail.com
      Mar 1, 2012
    17. ichew
      A credit simulation ran for a 15 day period, to calculate capital required to cover the credit risk. I understand an upcoming payment for the out-of-the-money counterparty within the 15 day period, would increase the capital required. However, how come when the in-the-money counterparty makes a payment the capital required also increases? so what would make counterparty exposure decrease in this scenario?
      Feb 15, 2012
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        This needs to go in the forum, I'm not sure it gives enough information .. but it's no use trying to debug such a query in the private profile (the forum could bring additional help). Thanks!
        Feb 15, 2012
      3. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        @ichew: thank you for posting to the general forum (I will take a stab at your question at my next opportunity)
        Feb 15, 2012
    18. Plirts
      Hi!
      Sorry, but I couldn't post my question into forum. No box for message...
      I'm confused about forward interest rate calculation, Hull (ch 4) uses RF=(R2T2-R1T1)/(T2-T1), Tuckman instead computes from formula (1+r(0,2)/2)^4=(1+r(0,1.5)/2)^3+(1+f(1.5,2.0)/2)^1. I'm sure the answer is just here but I can't see... Is it about compounding? Or can I just be happy with Hull's formula for the exam?
      Thank you!
      Kaari
      Feb 15, 2012
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Hi Plirts, I will post the question & answer to the forum ... I really need to receive on the forum or my organization gets unweildy. It's a good & useful question, I will get it to the forum ASAP. thanks, David
        Feb 15, 2012
    19. anakin316
      Cannot access the forums and getting error message I am not logged in, when clearly i am.
      Feb 13, 2012
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Hi anakin316, Per Suzanne's message, the detailed Q&A is reserved for paid members (but you are really welcome to use and contribute to the upper section which is free!). Thanks,
        Feb 13, 2012
    20. MVonRiffle
      Wanted to review the answer for P1.T2.212. Difference between two means. I have signed in and activated. not sure what else needs to be completed. Before I order I want to make sure the answers provide a good explanation. I am one of those who study best by reviewing questions.
      Feb 8, 2012
      2. David Harper, CFA, FRM, CIPM
        David Harper, CFA, FRM, CIPM
        Hi MVonRiffle,

        I'm not sure how to entirely sure how satisfy you (ex ante) on this count, the product has strengths and weaknesses, but detail of answers has never to my knowledge been cited

        I guess you could buy and, if you feel disappointed by the level of detail in the answers, we can issue a refund.

        Thanks for your interest in the product
        Feb 8, 2012
  • Loading...
  • Loading...

  • Interact

    Content: