What's new

Bionic Turtle

P2.T5. Market Risk (25%)

Sticky Threads
Nicole Seaman
  • Sticky
Errors Found in Study Materials P2.T5. Market Risk
3 4 5
Replies
87
Views
11,420
David Harper CFA FRM
Threads
A
Chapter 8 - Statistical Correlation models
Replies
4
Views
223
ag0511
Q
Topic 5 Review video
Replies
6
Views
343
oryan5000
K
Market Risk - Chapter 6, page 121, 10-day VaR
Replies
1
Views
105
David Harper CFA FRM
P
OAS spread
Replies
3
Views
120
David Harper CFA FRM
K
Buying Correlation
Replies
6
Views
950
Hung Pham
C
L1.T3.159. Forward rates from spot (zero) rates (Hull)
Replies
3
Views
126
Nicole Seaman
S
question 31 on practice exam 2017 - Implied vol
Replies
4
Views
426
Sully MARIE
E
Indicator function - Expected shortfall
Replies
1
Views
171
ami44
S
Jensen's inequality formula
Replies
7
Views
1,631
harsh092
K
Terminal Distribution
Replies
2
Views
141
kkapoor
P
LogVaR conflict?
Replies
0
Views
337
pint0
S
P.2 T5 Dowd study notes pg 10 confidence intervals
Replies
5
Views
583
anniedu
S
[VaR Mapping] Cash-Flow Mapping
Replies
7
Views
1,006
arunkiyer
S
Correlation variance swap.
Replies
4
Views
466
David Harper CFA FRM
R
Short Equity T + long Mezzannine T (correlation impact?)
Replies
7
Views
3,017
Vaishnevi
K
R40-P2-T5 Hull Problem 20.3 Volatility smile & Jumps in asset price
Replies
4
Views
795
David Harper CFA FRM
A
Backtesting Exceptions
Replies
4
Views
1,262
Vaishnevi
P
jorion chapter 11 mapping var
2
Replies
25
Views
4,061
m.shachee
J
Derivation of modified duration formula for par bond
Replies
2
Views
370
David Harper CFA FRM
J
CFA Question about CDO structure
Replies
1
Views
368
emilioalzamora1
C
Tuckman, Chapter 6: Empirical Approaches to Risk Metrics and Hedging
Replies
13
Views
1,024
David Harper CFA FRM
G
Convexity and Volatility
Replies
0
Views
406
GammaCurious
S
Backtesting VaR
Replies
1
Views
260
fxlprasetyo
X
GARP.FRM.PQ.P2 2016 Practice exam q 64 volatility smile (garp16-p2-64)
Replies
14
Views
3,673
rishikamlk
S
P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)
Replies
2
Views
276
Shadma
G
VaR Mapping - Diversified VaR
Replies
4
Views
712
Gareth
A
DRIFT MODEL: Underlying Logic of Formula for Random Simulated Process
Replies
5
Views
449
ABSMOGHE
I
Expected shortfall
Replies
8
Views
3,225
rana.nadeem
C
Instructional Videos Access
Replies
4
Views
490
Nicole Seaman
R
IRC vs CVA
Replies
4
Views
30,802
MM01
You must log in or register to post here.

Stay connected

YoutubeGoogle +LinkedinFacebookTwitter
  • This field is for validation purposes and should be left unchanged.
Top