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Today's Daily Questions
David writes totally fresh, totally original practice questions every week: a fresh set of three questions on Mon and Wed = 6 new practice questions per week. A few hungry customers like to follow along, so we post them here.
Paid members please note: you do not need to collect practice questions one at a time! After a chapter (or section of related chapters) is finished, Nicole collects them into a single PDF file and uploads to the Study Planner. Most paid members will want to go straight to the study planner (unless you want to discuss/etc in the forum). Thank you!
Paid members please note: you do not need to collect practice questions one at a time! After a chapter (or section of related chapters) is finished, Nicole collects them into a single PDF file and uploads to the Study Planner. Most paid members will want to go straight to the study planner (unless you want to discuss/etc in the forum). Thank you!
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David's Notebook
Here is where I post the Week in Risk (subsequently blogged and emailed to opt-in members). Also, I may share high-priority tips or alerts (e.g., discovered error in textbook).
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Partner Products
Our affiliate partner products are available as additional resources to help advance your education in various areas of risk.
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YouTube Videos
Bionic Turtle YouTube videos covering the concepts in the FRM exam
Bionic Turtle YouTube videos covering the concepts in the FRM exam
Financial Calculator Tutorials
Video tutorials on using your financial calculator
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P1.T1 Foundations of Risk
BT YouTube videos covering the concepts in Foundations of Risk Management
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P1.T2 Quantitative Analysis
BT YouTube videos covering the concepts in Quantitative Analysis
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P1.T3 Financial Markets & Products
BT YouTube videos covering the concepts in Financial Markets & Products
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P1.T3 FM&P: Exotic options
BT YouTube videos covering Exotic Options in Financial Markets & Products
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P1.T4. Valuation & Risk Models
BT YouTube videos covering the concepts in Valuation & Risk Models
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P2.T5. Market Risk Measurement & Management
BT YouTube videos covering the concepts in Market Risk Measurement & Management
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R Programming (Data Science)
BT YouTube Videos Introducing R Programming
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Chartered Financial Analyst® (CFA)
David Harper discusses the concepts covered on the CFA exam.
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Investment
Million Dollar Portfolio
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Financial Risk Manager (FRM). Free resource
These forums are available and free to the PUBLIC. Please note the generally follow the organization of GARP's syllabus. "P2.T6" = Part 2, Topic 6 and "(25%)" = 25% weight in the Part 2 exam.
These forums are available and free to the PUBLIC. Please note the generally follow the organization of GARP's syllabus. "P2.T6" = Part 2, Topic 6 and "(25%)" = 25% weight in the Part 2 exam.
About FRM
About the FRM or bionicturtle.com FRM prep service
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Part 1 FRM Study Groups
Create a new study group or look for existing study groups for Part 1 of the FRM exam
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Part 2 FRM Study Groups
Create a new study group or look for existing study groups for Part 2 of the FRM exam
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Risk (general)
General risk topics that don't fit neatly into the nine FRM topics
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Fixed Income (P1.T4 or P2.T5)
Tuckman L1 (Chapters 1,2,3 & 5) and L2 (Chapter 6, 7, 9, 21). Fabozzi's Handbook of MBS Chapters 1 & 31.
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P2.T7. Basel II & Regulatory
Classified under Operational Risk & Integrated Risk but a big topic
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P2.T8. Liquidity and Treasury Risk (15%)
This new topic was added to the FRM curriculum in 2020
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P2.T9. Investment Management (15%)
This was previously Topic 8 prior to 2020. This is the reason that some of the threads within this forum will be labeled T8 instead of T9.
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P2.T10. Current Issues (10%)
This was previously Topic 9 prior to 2020. This is why some of the threads in this forum will be labeled T9 instead of T10.
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FRM Practice Questions (PQs; for PAID customers)
These forums (below) are for PAID BT CUSTOMERS ONLY. Each fresh, original practice question is posted here first and becomes a future reference for (i) follow-up questions, (ii) related comments, or (iii) proposed corrections if you have a disagreement or perceive a potential error or typo
These forums (below) are for PAID BT CUSTOMERS ONLY. Each fresh, original practice question is posted here first and becomes a future reference for (i) follow-up questions, (ii) related comments, or (iii) proposed corrections if you have a disagreement or perceive a potential error or typo
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P1.T1. Foundations of Risk
Practice questions for Foundations: Intro, CAPM, APT, Stulz, and Case Studies
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P1.T2. Quantitative Analysis
Practice questions for Quantitative Analysis: Econometrics, MCS, Volatility, Probability Distributions and VaR (Intro)
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P1.T3. Financial Market & Products
Practice questions for financial markets & products: Hull (options, futures & derivatives), commodities, FX, and corporate bonds
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P1.T4. Valuation & Risk Models
Practice questions for valuation and risk models: value at risk (VaR), binomial, BSM, Greeks, Tuckman's bonds, bond sensitivities, stress testing, credit ratings, expected/unexpected loss, OpRisk intro
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P2.T5. Market Risk
Practice questions for Market Risk Measurement & Management
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P2.T6. Credit Risk
Practice questions for credit risk
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P2.T7. Operational Risk
Practice questions for operational risk and Basel II (Basel III)
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P2.T8. Liquidity and Treasury Risk
Practice questions for liquidity and treasury risk. Note: This is a new topic that was added to the curriculum in 2020.
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P2.T9. Investment Management
Practice questions for investment management and risk management. Note: This was previously Topic 8 prior to 2020. This is the reason that many of the threads within this forum will be listed under T8 instead of T9.
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P2.T10. Current Issues
Practice questions for current issues. Note: This was previously Topic 9 prior to 2020. This is why many of the threads in this forum will be labeled T9 instead of T10.
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BT Part 1
Part 1 practice questions
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BT Part 2
Part 2 practice questions
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Miscellaneous Practice Questions
Prior Exam or Not Classified
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FRM Archive
Older forums are located (eventually transferred) to the location below. These forums are often LESS RELEVANT to current FRM candidates. However, due to the relative continuity of the FRM's underlying structure--despite its continuous churn--they continue to offer some relevance.
Older forums are located (eventually transferred) to the location below. These forums are often LESS RELEVANT to current FRM candidates. However, due to the relative continuity of the FRM's underlying structure--despite its continuous churn--they continue to offer some relevance.
[P1 & P2]Text: Options, Futures & Derivatives, 7th
Assigned in 2010: Estimating volatility & correlation (Ch 21); Chapters 1 - 7, 9 and 10; Binomial (Ch 11), BSM (Ch 13), Greeks (Ch 17), Credit risk (Ch 22), Credit derivatives (Ch 23), Volatility smile (Ch 18), and Exotic options (Ch 24)
Private
Latest posts
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P1.T1.20.8. Modern portfolio theory (MPT)
- Latest: Elizabeth_Babalola
Latest resources
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FRM prior Managing Credit RiskThe Great Challenge for the Global Financial Markets
- David Harper CFA FRM
- Updated:
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FRM prior Measuring and Managing Credit Risk by de ServignyQuantitative approaches for default risk
- David Harper CFA FRM
- Updated:
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Practice Part 2 (P2) 2018 Part 2 GARP Practice Exam2018 Part 2 GARP Practice Exam- Nicole Seaman
- Updated:
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Practice Part 1 (P1) 2018 Part 1 GARP Practice Exam2018 Part 1 GARP Practice Exam- Nicole Seaman
- Updated:
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FRM reading 2019: R78 - Kopp, Cyber Risk, Market Failures, and Financial StabilityIMF Working Paper 2017- Nicole Seaman
- Updated:
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owias wrote on Nicole Seaman's profile.
Hello. Hope you and your family stay healthy. Kindly provide me answer posted below
Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding). Assume that defaults can take place every year (immediately before coupon payment) and the recovery rate is 50%.
Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding). Assume that defaults can take place every year (immediately before coupon payment) and the recovery rate is 50%.
sxk1116 wrote on David Harper CFA FRM's profile.
Hello David, can you help me solve this question?
Consider a ten-year mortgage loan secured by residential real estate, with an EAD of Euro 250,000 and an estimated LGD of 10 %. Supposing the customer’s PD is 2%, compute the capital requirement under the Basel II IRB approach, the standardized approach of Basel II, and under Basel I? Please explain step by step
Consider a ten-year mortgage loan secured by residential real estate, with an EAD of Euro 250,000 and an estimated LGD of 10 %. Supposing the customer’s PD is 2%, compute the capital requirement under the Basel II IRB approach, the standardized approach of Basel II, and under Basel I? Please explain step by step
I'm a business analyst for the market/credit risk simulation (CVA/PFE) unit in a bank's investment department
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