2009 Full Exam I

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Associate PRM Exam

2 1492

Bonds

0 452
Posted: 12-16-2009 07:23 AM
Author: teetaz

Studying

0 516
Posted: 12-16-2009 07:21 AM
Author: teetaz

2009 FRM EXAM (FULL) - ACTUAL EXAM

2 1318

2009 Full I question 16

3 397

Question 1 (portfolio var)

2 821

Merton model for credit risk (Question 8)

4 779

FRM 2009 Full I q46

0 326
Posted: 11-12-2009 11:50 AM
Author: fullofquestions

Question 26

0 170
Posted: 11-12-2009 11:29 AM
Author: fullofquestions

Implied LGD from bond rates (Question 9)

5 798

Implied LGD from bond rates (Question 9) revisited

1 260

Portfolio duration (Question 3)

3 1430

Transition matrix (Question 41)

4 913

Q40

1 250

Default swap spread (Question 42)

2 830

Gold lease rate (Question 19)

2 712

SPV in a CDO (Question 43)

0 501
Posted: 07-13-2009 11:41 AM
Author: David Harper, CFA, FRM, CIPM

DV01 vs. maturity (question 37)

0 1184
Posted: 07-08-2009 09:16 AM
Author: David Harper, CFA, FRM, CIPM

Credit risk transfer (Question 10)

0 444
Posted: 07-06-2009 11:11 AM
Author: David Harper, CFA, FRM, CIPM

Question about Jorion Chapter 5 (Var) Figure 5-2

4 1178

Compounding Frequencies

1 402

Hedge fund alpha (Question 2)

0 424
Posted: 06-30-2009 01:29 PM
Author: David Harper, CFA, FRM, CIPM
   

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