TYPE

• OpRisk VaR L1 [practice, valuation] 11 Mar 2010

  29. Your supervisor is an expert in market and credit risk. He recruits you to manage the operational risk department. He would like to use … read more

• Methodology of econometrics [quantitative] 11 Mar 2010

  AIM:  Describe the methodology of econometrics. Create a statement of theory or hypothesis Collect data: time-series, cross-sectional, or pooled (combination of time-series and cross-sectional) Specify the … read more

• Potential consequences of violating the GARP Code of Conduct [foundation] 11 Mar 2010

  AIM:  Describe the potential consequences of violating the GARP Code of Conduct. Violation(s) of this Code by may result in, among other things, the temporary suspension … read more

• PD implied yield [practice, credit] 10 Mar 2010

  Please note the source referenced in the sample exam is incorrect so this may not really apply to L1 FRM but rather L2 FRM - David … read more

• Banker’s Trust [foundation] 10 Mar 2010

  AIM: Describe the key factors that led to and the lessons learned from Banker’s Trust About To reducing their funding expenses, Proctor & Gamble (P&G) and … read more

• Responsibility of each GARP member [foundation] 10 Mar 2010

  AIM:  Describe the responsibility of each GARP member with respect to professional integrity, ethical conduct, conflicts of interest, confidentiality of information and adherence to generally accepted … read more

• Convexity L1 [practice, products] 09 Mar 2010

  26. Bonds issued by the XYZ Corp. are currently callable at par value and trade close to par. The bonds mature in 8 years and … read more

• Long-term capital management, LTCM [foundation] 09 Mar 2010

  AIM:  Describe the factors that led to the downfall of Long‐Term Capital Management (LTCM). About LTCM LTCM was formed in 1994 by about a dozen partners. … read more

• Financial crisis at Metallgesellschaft [foundation] 09 Mar 2010

  AIM:  Identify and discuss the factors that led to the financial crisis at Metallgesellschaft (MG) You can also find a good resource at PRMIA Web-based Study … read more

• Treasury bond futures L1 [practice, products] 08 Mar 2010

  25. Nicholas is responsible for the asset and liability management of JerseyBeech Bank, a small retail bank with USD 300 million in interest-bearing assets that … read more

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