The Bionic Turtle FRM Forum The Bionic Turtle FRM forum was created to provide our website visitors with a place where they can quickly find information about the FRM concepts without having to search through pages of study materials or different websites. The forum has been a tremendous asset to Read More
The forum has been VERY busy this past week! With the May exam approaching quickly, our forum offers an abundance of information! 🙂 Financial Risk Forum Discussions General Some advice and support on “how to combine FRM with work and life at home …” https://www.bionicturtle.com/forum/threads/i-can-use-advice-and-support.9511 Sharing your practice exam results https://www.bionicturtle.com/forum/threads/practice-exam-scores-and-actual-exam-result.7650/page-3#post-41895 Products P1.T3 puneet_, asks: CanRead More
The Bionic Turtle FRM forum was crazy busy last week, but we learned a lot! Please note that, as usual in answering some questions, David provided customized spreadsheet snippets. Last week, this included sheet that (i) demonstrate the “additive” property of expected shortfall (ES) under a normal distribution, (ii) semantics of default probability, and (iii)Read More
Financial Risk Forum Discussions Risk Appetite Who determines the firm’s risk appetite, the Board or the CRO? https://www.bionicturtle.com/forum/threads/p1-t1-505-mechanisms-for-transmitting-risk-governance-crouhy-galai-mark.8225/ Statistical significance of alpha The statistical significance of alpha (is a simple derivation) https://www.bionicturtle.com/forum/threads/p2-t8-18-statistical-significance-of-alpha.5578/#post-41451 Three-tiered securitization Continuing our discussion of the cashflow waterfall in Malz’ three-tiered securitization https://www.bionicturtle.com/forum/threads/p2-t6-313-three-tiered-securitization-structure-cashflows-malz-9-2.7013/ Calculating the value of risky debt How do we calculateRead More
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