Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
Bionic Turtle
Cart
My Account
Log In
Sign up Free!
Shop FRM
Shop CFA
Forum
FAQs
Blog
Menu
Home
Forums
New posts
Search forums
What's new
New posts
New profile posts
Latest activity
Members
Current visitors
New profile posts
Search profile posts
Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
New posts
Search forums
Menu
Log in
Navigation
Install the app
Install
More options
Contact us
Close Menu
Home
Forums
Financial Risk Manager (FRM). Free resource
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
P2.T5. Market Risk (25%)
1
2
3
…
Go to page
Go
25
Next
1 of 25
Go to page
Go
Next
Last
Filters
Show only:
Loading…
Sticky
Course
Errors Found in 2021 Study Materials P2.T5. Market Risk
Nicole Seaman
Jan 22, 2021
Replies
5
Views
263
Jul 9, 2021
Branislav
K
Question on Choudry's Inherent Leverage
kchristo
Jul 14, 2021
Replies
1
Views
58
Jul 24, 2021
lushukai
C
Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
cfa2015
Mar 10, 2018
Replies
14
Views
2K
Jun 26, 2021
Ellie_10
J
Calculation of Tail VaR in ES and Normal Deviate in Spectral Measure
Jul Jul
Feb 10, 2021
Replies
5
Views
418
May 17, 2021
Jul Jul
J
Option Pricing using binomial method
W0LF
Nov 2, 2015
Replies
4
Views
798
May 3, 2021
David Harper CFA FRM
A
Practice question 3 - Backtesting VaR
ami44
May 13, 2015
Replies
13
Views
6K
Apr 19, 2021
rishivala
R
R
GARP 2016 Q61
rohinjain
Apr 17, 2021
Replies
1
Views
100
Apr 18, 2021
David Harper CFA FRM
Is there any difference in calculation of type 1 and 2 errors?
Steve Jobs
Mar 19, 2014
Replies
5
Views
770
Apr 16, 2021
gitusrini
G
B
OAS v/s Z spread
BharatSHarma
Sep 6, 2010
Replies
3
Views
4K
Apr 11, 2021
danghara
D
N
Testability of TSM (Term Structure Models)
nicholasjalonso
Apr 8, 2021
Replies
4
Views
138
Apr 10, 2021
nicholasjalonso
N
S
Vasicek model recombining tree
SalinaMiao
Jul 27, 2018
Replies
5
Views
1K
Apr 8, 2021
David Harper CFA FRM
R
GARP Practice Exam 2017 Q9 (Part II)
rohinjain
Apr 5, 2021
Replies
1
Views
209
Apr 5, 2021
David Harper CFA FRM
G
EVT Learning objective
gitusrini
Mar 23, 2021
Replies
1
Views
82
Mar 24, 2021
David Harper CFA FRM
R
Lessons from academia - Can someone explain that Remark? (FRM part 2)
RajivBoolell
Mar 5, 2021
Replies
0
Views
134
Mar 5, 2021
RajivBoolell
R
G
VaR is not subadditivity, yet there is formula for diversified VaR?
Guannn
Feb 17, 2021
Replies
2
Views
173
Feb 17, 2021
Guannn
G
R
Short Equity T + long Mezzannine T (correlation impact?)
rajeshtr
Feb 16, 2017
Replies
8
Views
5K
Feb 2, 2021
yzhang
Y
Locked
Errors Found in Study Materials P2.T5. Market Risk (OLD thread)
Nicole Seaman
Aug 5, 2015
3
4
5
Replies
98
Views
25K
Jan 22, 2021
Nicole Seaman
T
Mapping VaR
thanhtam92
Jan 14, 2021
Replies
1
Views
166
Jan 14, 2021
David Harper CFA FRM
P
Evolution of short term rates
Puneeta
Nov 20, 2020
Replies
1
Views
353
Nov 20, 2020
David Harper CFA FRM
M
Backtesting VaR Calculations
monsieuruzairo3
Sep 28, 2014
Replies
4
Views
4K
Oct 23, 2020
siddharthmahanty
S
S
Key Rate
sipanivishal
Jun 17, 2008
Replies
10
Views
1K
Oct 21, 2020
dtammerz
D
P
OAS spread
ps_ricky_son
Jul 14, 2019
Replies
9
Views
921
Sep 28, 2020
Headfield
H
F
Dv01 for interest rate swap
frm2008
Sep 11, 2008
Replies
2
Views
19K
Aug 27, 2020
msoler96
M
I
Evolution of short term interest rates (Construction of Tree in case of upward sloping curve)
imran88
Aug 22, 2020
Replies
0
Views
171
Aug 22, 2020
imran88
I
R
Delta of Short EUR Call Option
rahul.goyl
Sep 3, 2009
Replies
8
Views
3K
Aug 17, 2020
Nicole Seaman
M
Black-Scholes the cumulative normal distribution function parameters d1 and d2.
Mwgmwg
Mar 3, 2008
Replies
13
Views
11K
Aug 13, 2020
San955
S
D
Market risk internal model input in capital adequacy ratio
delalma
Jul 11, 2020
Replies
0
Views
194
Jul 11, 2020
delalma
D
K
L2.T5.43 Multi-period binomial interest rate tree (Tuckman)
kausthub
May 11, 2020
Replies
5
Views
410
May 11, 2020
David Harper CFA FRM
A
P2.T5. Jorion - VAR mapping - currency futures - Practice question number 19 on page 57
Amns233
Apr 24, 2020
Replies
4
Views
405
Apr 27, 2020
Nicole Seaman
M
Calculating Expected Shortfall
MG250
May 4, 2017
2
Replies
22
Views
26K
Mar 9, 2020
David Harper CFA FRM
J
DV01 neutral hedge
Jose V
Feb 18, 2020
Replies
2
Views
455
Feb 25, 2020
Jose V
J
1
2
3
…
Go to page
Go
25
Next
1 of 25
Go to page
Go
Next
Last
You must log in or register to post here.
Home
Forums
Financial Risk Manager (FRM). Free resource
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
Accept
Learn more…
Top
