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P2.T5. Market Risk (25%)

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Nicole Seaman
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Errors Found in Study Materials P2.T5. Market Risk
3 4 5
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10,513
David Harper CFA FRM
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Market Risk - Chapter 6, page 121, 10-day VaR
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34
David Harper CFA FRM
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OAS spread
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74
David Harper CFA FRM
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Buying Correlation
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6
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851
Hung Pham
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L1.T3.159. Forward rates from spot (zero) rates (Hull)
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3
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73
Nicole Seaman
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question 31 on practice exam 2017 - Implied vol
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361
Sully MARIE
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Indicator function - Expected shortfall
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138
ami44
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Topic 5 Review video
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1
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105
David Harper CFA FRM
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Jensen's inequality formula
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7
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1,521
harsh092
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Terminal Distribution
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123
kkapoor
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LogVaR conflict?
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322
pint0
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P.2 T5 Dowd study notes pg 10 confidence intervals
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5
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507
anniedu
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[VaR Mapping] Cash-Flow Mapping
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7
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850
arunkiyer
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Correlation variance swap.
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342
David Harper CFA FRM
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Short Equity T + long Mezzannine T (correlation impact?)
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7
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2,745
Vaishnevi
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R40-P2-T5 Hull Problem 20.3 Volatility smile & Jumps in asset price
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4
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669
David Harper CFA FRM
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Backtesting Exceptions
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1,174
Vaishnevi
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jorion chapter 11 mapping var
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25
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m.shachee
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Derivation of modified duration formula for par bond
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293
David Harper CFA FRM
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CFA Question about CDO structure
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344
emilioalzamora1
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Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
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13
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929
David Harper CFA FRM
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Convexity and Volatility
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348
GammaCurious
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Backtesting VaR
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224
fxlprasetyo
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GARP.FRM.PQ.P2 2016 Practice exam q 64 volatility smile (garp16-p2-64)
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14
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3,509
rishikamlk
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P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)
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2
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226
Shadma
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VaR Mapping - Diversified VaR
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4
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612
Gareth
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DRIFT MODEL: Underlying Logic of Formula for Random Simulated Process
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5
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391
ABSMOGHE
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Expected shortfall
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8
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3,128
rana.nadeem
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Instructional Videos Access
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4
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425
Nicole Seaman
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IRC vs CVA
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4
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30,536
MM01
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Tuckman, equilibrium vs arbitrage-free
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13
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3,609
Nicole Seaman
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