Featured Links
TYPE
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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
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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
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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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Kidder Peabody [foundations] 08 Mar 2010
AIM: Describe the key factors that led to and the lessons learned from the Kidder Peabody case study About Kidder Peabody Between 1992 and 1994, Joseph … read more
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Chase and Drysdale Securities [foundation] 08 Mar 2010
AIM: Describe the key factors that led to and the lessons learned from Drysdale Securities Allen divides financial disasters into three types: cases where investors … read more
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Bankruptcy of Barings [foundation] 08 Mar 2010
AIM: Describe the factors that led to the bankruptcy of Barings. Nick Leeson was general manager of the Barings Futures (Singapore) office. He created a fictitious … read more
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Week in risk (3/5/2010) 07 Mar 2010
We conducted the first live webinar review (FRM Level 1) on Saturday. Reminder to paid members: the recording of the webinar (and the associated PowerPoint deck) … read more
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Put-call parity L1 [practice, products] 05 Mar 2010
24. The current price of stock ABC is USD 42 and the call option with a strike at USD 44 is trading at USD 3. Expiration … read more
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Covariance L1 [practice, quantitative] 04 Mar 2010
23. Let X and Y be two random variables representing the annual returns of two different portfolios. If E[X] = 3, E[Y] = 4 and E[XY] … read more
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Role of risk metrics [foundation] 04 Mar 2010
AIM: Explain the role of risk metrics and discuss the shortcomings of existing risk metrics. Shortcomings of existing risk metrics include: May not scale over long … read more
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- Are orders in hand included in the calculation of the exposure? 12 Mar 2010
- It is useful to try everything in practice anyway and I like that here it's always possible to find something new. :) 10 Mar 2010
- David , great stuff , thanks for helping me pass FRM Full exam Nov 2009 , your website is so compelling that even now I keenly … 08 Mar 2010
- David is going to conduct our 2nd 2010 FRM review webinar on Saturday April 3rd at 9 AM U.S. EST. What time is that for you? …13 Mar 2010
- In preparation for the review sessions (which will try to concentrate high “bang for buck” ideas), I thought I would collect here the running list of …13 Mar 2010
- Hi David, A portfolio manager invests $100 million in a 5-year inverse floater paying 18%-2*LIBOR. The modified duration of a 6% 5-year bond is 4.5 year. …13 Mar 2010