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Financial Risk Manager (FRM). Free resource
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P2.T5. Market Risk (25%)
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Errors Found in Study Materials P2.T5. Market Risk
Nicole Seaman
Aug 5, 2015
3
4
5
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89
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12,766
Nov 8, 2019
tom87
Threads
D
Backtesting
delalma
Nov 4, 2019
Replies
6
Views
169
Thursday at 4:47 AM
delalma
A
Practice question 3 - Backtesting VaR
ami44
May 13, 2015
Replies
10
Views
4,021
Tuesday at 7:22 PM
David Harper CFA FRM
Q
Curve shape based on Vasicek model
queliujin
Tuesday at 11:55 AM
Replies
0
Views
36
Tuesday at 11:55 AM
queliujin
E
Comparison of VaR methods
Eveline
Oct 12, 2009
Replies
9
Views
3,400
Oct 24, 2019
hp97
V
Equity VaR
vivek8
Oct 16, 2019
Replies
0
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74
Oct 16, 2019
vivek8
A
Chapter 8 - Statistical Correlation models
ag0511
Aug 10, 2019
Replies
4
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326
Aug 13, 2019
ag0511
Q
Topic 5 Review video
queliujin
Apr 12, 2019
Replies
6
Views
374
Jul 23, 2019
oryan5000
K
Market Risk - Chapter 6, page 121, 10-day VaR
Kjetil
Jul 17, 2019
Replies
1
Views
138
Jul 17, 2019
David Harper CFA FRM
P
OAS spread
ps_ricky_son
Jul 14, 2019
Replies
3
Views
158
Jul 15, 2019
David Harper CFA FRM
K
Buying Correlation
kik92
Aug 1, 2017
Replies
6
Views
1,052
Jul 4, 2019
Hung Pham
C
L1.T3.159. Forward rates from spot (zero) rates (Hull)
Chibale
Jun 23, 2019
Replies
3
Views
155
Jun 25, 2019
Nicole Seaman
S
question 31 on practice exam 2017 - Implied vol
Sully MARIE
May 7, 2019
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4
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514
May 7, 2019
Sully MARIE
E
Indicator function - Expected shortfall
emilioalzamora1
Apr 29, 2019
Replies
1
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192
May 2, 2019
ami44
S
Jensen's inequality formula
saritay
Nov 12, 2013
Replies
7
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1,737
Apr 7, 2019
harsh092
K
Terminal Distribution
kkapoor
Mar 23, 2019
Replies
2
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161
Mar 24, 2019
kkapoor
P
LogVaR conflict?
pint0
Mar 7, 2019
Replies
0
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351
Mar 7, 2019
pint0
S
P.2 T5 Dowd study notes pg 10 confidence intervals
Stella G
Feb 3, 2018
Replies
5
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643
Mar 4, 2019
anniedu
S
[VaR Mapping] Cash-Flow Mapping
silver7
Feb 20, 2018
Replies
7
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1,143
Feb 27, 2019
arunkiyer
S
Correlation variance swap.
SP_SK
Feb 16, 2019
Replies
4
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549
Feb 24, 2019
David Harper CFA FRM
R
Short Equity T + long Mezzannine T (correlation impact?)
rajeshtr
Feb 16, 2017
Replies
7
Views
3,353
Feb 12, 2019
Vaishnevi
K
R40-P2-T5 Hull Problem 20.3 Volatility smile & Jumps in asset price
Karim_B
Mar 7, 2018
Replies
4
Views
916
Feb 5, 2019
David Harper CFA FRM
A
Backtesting Exceptions
ashm07
Oct 12, 2009
Replies
4
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1,332
Jan 24, 2019
Vaishnevi
P
jorion chapter 11 mapping var
Pflik
Apr 13, 2014
2
Replies
25
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4,216
Jan 24, 2019
m.shachee
J
Derivation of modified duration formula for par bond
Jose V
Jan 21, 2019
Replies
2
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459
Jan 21, 2019
David Harper CFA FRM
J
CFA
Question about CDO structure
jsun124
Dec 13, 2018
Replies
1
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386
Dec 15, 2018
emilioalzamora1
C
Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
cfa2015
Mar 10, 2018
Replies
13
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1,142
Nov 27, 2018
David Harper CFA FRM
G
Convexity and Volatility
GammaCurious
Nov 21, 2018
Replies
0
Views
472
Nov 21, 2018
GammaCurious
S
Backtesting VaR
shailthakker
Nov 18, 2018
Replies
1
Views
296
Nov 18, 2018
fxlprasetyo
X
GARP.FRM.PQ.P2
2016 Practice exam q 64 volatility smile (garp16-p2-64)
Xin Zhan
Nov 12, 2016
Replies
14
Views
3,930
Nov 16, 2018
rishikamlk
S
P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)
Shadma
Nov 15, 2018
Replies
2
Views
359
Nov 15, 2018
Shadma
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