Bionic Turtle
Cart
My Account
Log In
Sign up Free!
Study Planner
Features & Pricing
Forum
FAQs
Blog
Bionic Turtle
Home
Forums
>
Financial Risk Manager (FRM). Free resource
>
P2.T6. Credit Risk (25%)
Page 1 of 20
1
←
2
3
4
5
6
→
20
Next >
Sort By:
Title
Start Date
Replies
Views
Last Message ↓
Sticky
Errors Found in Study Notes P2.T6. Credit Risk
Thank you (again) @Karim_B ! @Nicole Seaman yes, as can be confirmed on page 333 of Malz (Chapter 9), Karim is correct. Thank you,
Thank you (again) @Karim_B ! @Nicole Seaman yes, as can be confirmed on page 333 of Malz (Chapter 9), Karim is correct. Thank you,
Thank you (again) @Karim_B ! @Nicole Seaman yes, as can be confirmed on page 333 of Malz (Chapter 9), Karim is correct. Thank you,
Thank you (again) @Karim_B ! @Nicole Seaman yes, as can be confirmed on page 333 of Malz (Chapter 9), Karim is correct. Thank you,
Nicole Seaman
,
Aug 5, 2015
...
2
Replies:
28
Views:
1,552
David Harper CFA FRM
Apr 3, 2018
NGR calculation for Netting Set which includes one single trade
Hi, under the CEM method for calculating credit risk for derivatives under basel II- if i have a netting set which includes only one trade and the fair value of that trade is negative, does the NGR equals to 1 or 0 ? Thanks
Hi, under the CEM method for calculating credit risk for derivatives under basel II- if i have a netting set which includes only one trade and the fair value of that trade is negative, does the NGR equals to 1 or 0 ? Thanks
Hi, under the CEM method for calculating credit risk for derivatives under basel II- if i have a netting set which includes only one trade and the fair value of that trade is negative, does the NGR equals to 1 or 0 ? Thanks
Hi, under the CEM method for calculating credit risk for derivatives under basel II- if i have a netting set which includes only one trade and the fair value of that trade is negative, does the...
BankEmoon123
,
Apr 12, 2018
Replies:
0
Views:
57
BankEmoon123
Apr 12, 2018
How to hedge Total return swap using CDS
Hi @andred0250_ I'm not following you, sorry, and I don't see the discrepancy between my comment above and question 209.2; the source to this question 209.2 is located here at and includes my subsequent clarifying comment: ... my comment above is a full decomposition, but as far as I can tell, 209.c and this thread are consistently asserting: TSR Payer (aka, protection buyer) = long CDS +...
Hi @andred0250_ I'm not following you, sorry, and I don't see the discrepancy between my comment above and question 209.2; the source to this question 209.2 is located here at and includes my subsequent clarifying comment: ... my comment above is a full decomposition, but as far as I can tell, 209.c and this thread are consistently asserting: TSR Payer (aka, protection buyer) = long CDS +...
Hi @andred0250_ I'm not following you, sorry, and I don't see the discrepancy between my comment above and question 209.2; the source to this question 209.2 is located here at and includes my subsequent clarifying comment: ... my comment above is a full decomposition, but as far as I can...
Hi @andred0250_ I'm not following you, sorry, and I don't see the discrepancy between my comment above and question 209.2; the source to this question 209.2 is located here at and includes my...
MongKoo
,
Jun 24, 2012
Replies:
5
Views:
10,859
David Harper CFA FRM
Apr 8, 2018
Effect of time to maturity on sub bonds
Hi @silver7 I moved your query to this thread, see above, let me know if this helps? Thanks!
Hi @silver7 I moved your query to this thread, see above, let me know if this helps? Thanks!
Hi @silver7 I moved your query to this thread, see above, let me know if this helps? Thanks!
Hi @silver7 I moved your query to this thread, see above, let me know if this helps? Thanks!
irwinchung
,
Apr 13, 2017
Replies:
3
Views:
136
David Harper CFA FRM
Mar 12, 2018
Delivery squeeze
Hi [USER=48426]@ , Thanks for bringing this thread up again, yes, it was one of the best discussions that we had in these forums and brings back fond memories
, in fact I had been wanting to answer your question a bit earlier, but paucity of time stopped me from doing so A shortage of deliverable bonds would increase the price of the Bond and reduce the Bond spread, theoretically this factor...
Hi [USER=48426]@ , Thanks for bringing this thread up again, yes, it was one of the best discussions that we had in these forums and brings back fond memories
, in fact I had been wanting to answer your question a bit earlier, but paucity of time stopped me from doing so A shortage of deliverable bonds would increase the price of the Bond and reduce the Bond spread, theoretically this factor...
Hi [USER=48426]@ , Thanks for bringing this thread up again, yes, it was one of the best discussions that we had in these forums and brings back fond memories
, in fact I had been wanting to answer your question a bit earlier, but paucity of time stopped me from doing so A shortage of...
Hi [USER=48426]@ , Thanks for bringing this thread up again, yes, it was one of the best discussions that we had in these forums and brings back fond memories
, in fact I had been wanting to answer...
Arka Bose
,
Jul 10, 2016
Replies:
18
Views:
978
QuantMan2318
Mar 12, 2018
How can collateral create exposure??
Thanks David.
Thanks David.
Thanks David.
Thanks David.
jaivipin
,
Mar 4, 2018
Replies:
4
Views:
105
jaivipin
Mar 5, 2018
Credit risk scoring model types - Pooled Models
Hi, I am little bit confused with Crouhy's definition of "Pooled models", i.e. These models are built by outside vendors, such as Fair Isaac, using data collected from a wide range of lenders with similar credit portfolios. For example, a revolving credit pooled model might be developed from credit card data collected from several banks. Just to confirm the concept: do banks really share...
Hi, I am little bit confused with Crouhy's definition of "Pooled models", i.e. These models are built by outside vendors, such as Fair Isaac, using data collected from a wide range of lenders with similar credit portfolios. For example, a revolving credit pooled model might be developed from credit card data collected from several banks. Just to confirm the concept: do banks really share...
Hi, I am little bit confused with Crouhy's definition of "Pooled models", i.e. These models are built by outside vendors, such as Fair Isaac, using data collected from a wide range of lenders with similar credit portfolios. For example, a revolving credit pooled model might be developed from...
Hi, I am little bit confused with Crouhy's definition of "Pooled models", i.e. These models are built by outside vendors, such as Fair Isaac, using data collected from a wide range of lenders...
Bernardo
,
Feb 28, 2018
Replies:
0
Views:
74
Bernardo
Feb 28, 2018
Correlation in CDS
Hi David, I have been a member since the past 4 months and have found this forum very informative. I was searching the internet regarding correlation in nth to default CDS and found this thread. Just wanted to extend the logic for pricing nth to default and ask a question on it. Suppose I have a 3rd to default CDS and even the basket has 3 reference obligations(credits). Also suppose the 3...
Hi David, I have been a member since the past 4 months and have found this forum very informative. I was searching the internet regarding correlation in nth to default CDS and found this thread. Just wanted to extend the logic for pricing nth to default and ask a question on it. Suppose I have a 3rd to default CDS and even the basket has 3 reference obligations(credits). Also suppose the 3...
Hi David, I have been a member since the past 4 months and have found this forum very informative. I was searching the internet regarding correlation in nth to default CDS and found this thread. Just wanted to extend the logic for pricing nth to default and ask a question on it. Suppose I have...
Hi David, I have been a member since the past 4 months and have found this forum very informative. I was searching the internet regarding correlation in nth to default CDS and found this thread....
Sunil Natarajan
,
Aug 28, 2008
Replies:
11
Views:
5,511
abhineet.goel@gmail.com
Dec 29, 2017
Gaussian copula modelling
Thank you so much.
Thank you so much.
Thank you so much.
Thank you so much.
daweinzettl
,
Jan 12, 2015
Replies:
6
Views:
1,975
GayatriBT
Nov 29, 2017
Benefits of Securitisation
Thank you @David Harper CFA FRM ..This is crystal clear now! Thanks, Vinay
Thank you @David Harper CFA FRM ..This is crystal clear now! Thanks, Vinay
Thank you @David Harper CFA FRM ..This is crystal clear now! Thanks, Vinay
Thank you @David Harper CFA FRM ..This is crystal clear now! Thanks, Vinay
VinayB
,
Nov 15, 2017
Replies:
2
Views:
175
VinayB
Nov 16, 2017
z-score calibration (adjustment)
Hi @uness_o7 Apologies but I haven't examined carefully his Cost of Classification; it's not technically in the LO syllabus, right? We didn't include in our notes .... That looks interesting, I will take a closer look what I get a chance ... thanks,
Hi @uness_o7 Apologies but I haven't examined carefully his Cost of Classification; it's not technically in the LO syllabus, right? We didn't include in our notes .... That looks interesting, I will take a closer look what I get a chance ... thanks,
Hi @uness_o7 Apologies but I haven't examined carefully his Cost of Classification; it's not technically in the LO syllabus, right? We didn't include in our notes .... That looks interesting, I will take a closer look what I get a chance ... thanks,
Hi @uness_o7 Apologies but I haven't examined carefully his Cost of Classification; it's not technically in the LO syllabus, right? We didn't include in our notes .... That looks interesting, I...
uness_o7
,
Nov 14, 2017
Replies:
1
Views:
82
David Harper CFA FRM
Nov 14, 2017
Impact of Default Correlations on EL
Thank you @David Harper CFA FRM , appreciate the confirmation!
Thank you @David Harper CFA FRM , appreciate the confirmation!
Thank you @David Harper CFA FRM , appreciate the confirmation!
Thank you @David Harper CFA FRM , appreciate the confirmation!
VinayB
,
Jul 1, 2017
Replies:
7
Views:
270
VinayB
Nov 8, 2017
CVA, independent amount & margin period of risk
Hi there, I am puzzled with the graph below; isn't the independent amount posted as collateral, either way, whatever happens? Does the margin period of risk then still have an impact?
Hi there, I am puzzled with the graph below; isn't the independent amount posted as collateral, either way, whatever happens? Does the margin period of risk then still have an impact?
Hi there, I am puzzled with the graph below; isn't the independent amount posted as collateral, either way, whatever happens? Does the margin period of risk then still have an impact?
Hi there, I am puzzled with the graph below; isn't the independent amount posted as collateral, either way, whatever happens? Does the margin period of risk then still have an impact?
Gdb
,
Nov 4, 2017
Replies:
0
Views:
181
Gdb
Nov 4, 2017
FRM Handbook Example 23.9: FRM Exam 2008 Q 3-31
Hello @dbansal, We have not updated the focus review videos recently (they are on our update list for 2018), but this post is already tagged for revision so we will make sure that the new video is correct. Videos take a great deal of time, especially when there is so much material to cover with study notes, writing in-depth PQs, creating new instructional videos, preparing detailed XLS and...
Hello @dbansal, We have not updated the focus review videos recently (they are on our update list for 2018), but this post is already tagged for revision so we will make sure that the new video is correct. Videos take a great deal of time, especially when there is so much material to cover with study notes, writing in-depth PQs, creating new instructional videos, preparing detailed XLS and...
Hello @dbansal, We have not updated the focus review videos recently (they are on our update list for 2018), but this post is already tagged for revision so we will make sure that the new video is correct. Videos take a great deal of time, especially when there is so much material to cover with...
Hello @dbansal, We have not updated the focus review videos recently (they are on our update list for 2018), but this post is already tagged for revision so we will make sure that the new video...
RM1
,
Sep 28, 2011
Replies:
8
Views:
2,492
Nicole Seaman
Oct 23, 2017
Margin stepup
Hi @saurabhpal49 I assume that Choudhry is referring to a coupon with an increasing step function. If the bond/tranche is based on an index, then the margin would be added to determine the floating coupon rate; e.g., maybe the floating rate for a senior tranche = LIBOR + 50 basis point margin = coupon rate, where 50 basis points is the margin. Note the text that I located below (from...
Hi @saurabhpal49 I assume that Choudhry is referring to a coupon with an increasing step function. If the bond/tranche is based on an index, then the margin would be added to determine the floating coupon rate; e.g., maybe the floating rate for a senior tranche = LIBOR + 50 basis point margin = coupon rate, where 50 basis points is the margin. Note the text that I located below (from...
Hi @saurabhpal49 I assume that Choudhry is referring to a coupon with an increasing step function. If the bond/tranche is based on an index, then the margin would be added to determine the floating coupon rate; e.g., maybe the floating rate for a senior tranche = LIBOR + 50 basis point margin =...
Hi @saurabhpal49 I assume that Choudhry is referring to a coupon with an increasing step function. If the bond/tranche is based on an index, then the margin would be added to determine the...
FrmL2_Aspirant
,
May 16, 2017
Replies:
3
Views:
849
David Harper CFA FRM
Oct 19, 2017
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Yes David....that surely helped.....thanks so much...hopefully the question in exam shall provide the number of defaults
Yes David....that surely helped.....thanks so much...hopefully the question in exam shall provide the number of defaults
Yes David....that surely helped.....thanks so much...hopefully the question in exam shall provide the number of defaults
Yes David....that surely helped.....thanks so much...hopefully the question in exam shall provide the number of defaults
Taunk
,
Oct 30, 2016
Replies:
5
Views:
426
baheti.meenal@rediffmail.com
Oct 14, 2017
Malz Chapter 8:Portfolio Credit Risk
Excellent David, it's just what I was asking you. Million thanks!
Excellent David, it's just what I was asking you. Million thanks!
Excellent David, it's just what I was asking you. Million thanks!
Excellent David, it's just what I was asking you. Million thanks!
kik92
,
Jun 4, 2017
Replies:
8
Views:
343
BaserMad
Oct 6, 2017
First to default put ( crouhy)
Hi @saurabhpal49 I'd explain with a simple illustration. Imagine the basket contains only two credits, each with (unconditional) default probability of, respectively say, 10.0% and 7.0%. Also, let's simplify and approximate spread by S = PD*LGD but assume LGD = 100%, so that spread approximated default probability. Now compare: If these credits are uncorrelated, what is the approximate...
Hi @saurabhpal49 I'd explain with a simple illustration. Imagine the basket contains only two credits, each with (unconditional) default probability of, respectively say, 10.0% and 7.0%. Also, let's simplify and approximate spread by S = PD*LGD but assume LGD = 100%, so that spread approximated default probability. Now compare: If these credits are uncorrelated, what is the approximate...
Hi @saurabhpal49 I'd explain with a simple illustration. Imagine the basket contains only two credits, each with (unconditional) default probability of, respectively say, 10.0% and 7.0%. Also, let's simplify and approximate spread by S = PD*LGD but assume LGD = 100%, so that spread approximated...
Hi @saurabhpal49 I'd explain with a simple illustration. Imagine the basket contains only two credits, each with (unconditional) default probability of, respectively say, 10.0% and 7.0%. Also,...
saurabhpal49
,
Sep 24, 2017
Replies:
1
Views:
224
David Harper CFA FRM
Sep 24, 2017
Settled vs actual recovery rates
It's very clear as usual, thanks a lot David.
It's very clear as usual, thanks a lot David.
It's very clear as usual, thanks a lot David.
It's very clear as usual, thanks a lot David.
saurabhpal49
,
Sep 13, 2017
Replies:
4
Views:
299
Eltanariel
Sep 14, 2017
Netting vs closeout netting
@saurabhpal49 But I do not think payment netting is triggered by counterparty default. The difference is between payment netting and close-out netting. The classic example of payment netting is an interest rate swap where, at each (eg) six-month settlement (aka, exchange), the fixed "coupon" payment is exchanged for the floating "coupon" payment, but they are netted (as in payment netting). If...
@saurabhpal49 But I do not think payment netting is triggered by counterparty default. The difference is between payment netting and close-out netting. The classic example of payment netting is an interest rate swap where, at each (eg) six-month settlement (aka, exchange), the fixed "coupon" payment is exchanged for the floating "coupon" payment, but they are netted (as in payment netting). If...
@saurabhpal49 But I do not think payment netting is triggered by counterparty default. The difference is between payment netting and close-out netting. The classic example of payment netting is an interest rate swap where, at each (eg) six-month settlement (aka, exchange), the fixed "coupon"...
@saurabhpal49 But I do not think payment netting is triggered by counterparty default. The difference is between payment netting and close-out netting. The classic example of payment netting is an...
saurabhpal49
,
Sep 11, 2017
Replies:
4
Views:
444
David Harper CFA FRM
Sep 11, 2017
Malz single factor model
Hi @saurabhpal49 Malz single-factor model is intermediate/advanced, I just want to "warn" you so that you do not expect to immediately grok it, as it's proven to be challenging . I copied below the latest version of my rendering of his example Malz 8.4. To grok the specific sentence you cite, IMO, is difficult without understanding the broader model (if you already get it, great!). Below I...
Hi @saurabhpal49 Malz single-factor model is intermediate/advanced, I just want to "warn" you so that you do not expect to immediately grok it, as it's proven to be challenging . I copied below the latest version of my rendering of his example Malz 8.4. To grok the specific sentence you cite, IMO, is difficult without understanding the broader model (if you already get it, great!). Below I...
Hi @saurabhpal49 Malz single-factor model is intermediate/advanced, I just want to "warn" you so that you do not expect to immediately grok it, as it's proven to be challenging . I copied below the latest version of my rendering of his example Malz 8.4. To grok the specific sentence you cite,...
Hi @saurabhpal49 Malz single-factor model is intermediate/advanced, I just want to "warn" you so that you do not expect to immediately grok it, as it's proven to be challenging . I copied below...
saurabhpal49
,
Sep 10, 2017
Replies:
1
Views:
176
David Harper CFA FRM
Sep 10, 2017
Interest rates (Stultz)
Thanks David for the clarification
Thanks David for the clarification
Thanks David for the clarification
Thanks David for the clarification
saurabhpal49
,
Sep 9, 2017
Replies:
2
Views:
174
saurabhpal49
Sep 10, 2017
LDA Coefficient Estimation
Hello, I want to verify if the min arg function used to assign a new variable into a particular group. I tried with 2 groups (Male/Female) with 2 variables (height and weight). is this correct? Secondly, when we move from Euclidean distance to geometric distance, the authors request us to consider the covariance matrix (to control for variable dependence) by further multiplying the transposed...
Hello, I want to verify if the min arg function used to assign a new variable into a particular group. I tried with 2 groups (Male/Female) with 2 variables (height and weight). is this correct? Secondly, when we move from Euclidean distance to geometric distance, the authors request us to consider the covariance matrix (to control for variable dependence) by further multiplying the transposed...
Hello, I want to verify if the min arg function used to assign a new variable into a particular group. I tried with 2 groups (Male/Female) with 2 variables (height and weight). is this correct? Secondly, when we move from Euclidean distance to geometric distance, the authors request us to...
Hello, I want to verify if the min arg function used to assign a new variable into a particular group. I tried with 2 groups (Male/Female) with 2 variables (height and weight). is this...
ram.karthik
,
Sep 3, 2017
Replies:
0
Views:
75
ram.karthik
Sep 3, 2017
Risk adjusted pricing (De Laurentis)
@saurabhpal49 I forgot to share the attached presentation to GARP on RAROC by Dr. Yousef Padganeh (Head of Enterprise Risk Management, Commercial Bank International). I think he gives some useful illustrations and he has a slide on risk-based pricing. I hope that's helpful!
@saurabhpal49 I forgot to share the attached presentation to GARP on RAROC by Dr. Yousef Padganeh (Head of Enterprise Risk Management, Commercial Bank International). I think he gives some useful illustrations and he has a slide on risk-based pricing. I hope that's helpful!
@saurabhpal49 I forgot to share the attached presentation to GARP on RAROC by Dr. Yousef Padganeh (Head of Enterprise Risk Management, Commercial Bank International). I think he gives some useful illustrations and he has a slide on risk-based pricing. I hope that's helpful!
@saurabhpal49 I forgot to share the attached presentation to GARP on RAROC by Dr. Yousef Padganeh (Head of Enterprise Risk Management, Commercial Bank International). I think he gives some useful...
saurabhpal49
,
Sep 2, 2017
Replies:
2
Views:
244
David Harper CFA FRM
Sep 2, 2017
Does selling a call option also counterparty risk free?
Thanks Eltanariel. Much appreciated.
Thanks Eltanariel. Much appreciated.
Thanks Eltanariel. Much appreciated.
Thanks Eltanariel. Much appreciated.
lianne
,
Nov 4, 2014
Replies:
9
Views:
2,615
bultai
Aug 30, 2017
Gregory - Chapter 15 - Wrong-way Risk
thanks David, yes all i could understand is that he was referring to conditional EE while making the statement. But still the relationship he stated is still puzzling me. If you come to the terms of it sometime, please do let it come in the notes or in the forum! Thanks a lot!
thanks David, yes all i could understand is that he was referring to conditional EE while making the statement. But still the relationship he stated is still puzzling me. If you come to the terms of it sometime, please do let it come in the notes or in the forum! Thanks a lot!
thanks David, yes all i could understand is that he was referring to conditional EE while making the statement. But still the relationship he stated is still puzzling me. If you come to the terms of it sometime, please do let it come in the notes or in the forum! Thanks a lot!
thanks David, yes all i could understand is that he was referring to conditional EE while making the statement. But still the relationship he stated is still puzzling me. If you come to the terms...
brian.field
,
Mar 10, 2015
Replies:
6
Views:
1,102
Arka Bose
Aug 17, 2017
Basel II-Current Exposure Method
Hi everyone, I am having a mess in my mind that when using CEM method for counterparty credit risk calculation, the add-on factor for credit derivatives is not dependent on maturity. Its concern is "qualify". if the contract is qualify so the addon-factor is 5%, vice versus addon-factor is 10%. My question is why Credit derivative is independent on maturity. Anybody helps me solve this issue,...
Hi everyone, I am having a mess in my mind that when using CEM method for counterparty credit risk calculation, the add-on factor for credit derivatives is not dependent on maturity. Its concern is "qualify". if the contract is qualify so the addon-factor is 5%, vice versus addon-factor is 10%. My question is why Credit derivative is independent on maturity. Anybody helps me solve this issue,...
Hi everyone, I am having a mess in my mind that when using CEM method for counterparty credit risk calculation, the add-on factor for credit derivatives is not dependent on maturity. Its concern is "qualify". if the contract is qualify so the addon-factor is 5%, vice versus addon-factor is 10%....
Hi everyone, I am having a mess in my mind that when using CEM method for counterparty credit risk calculation, the add-on factor for credit derivatives is not dependent on maturity. Its concern...
JonathanJoke
,
Aug 17, 2017
Replies:
0
Views:
237
JonathanJoke
Aug 17, 2017
Calculated Stress Losses for Loan/Derivatives Portfolios
Thank you so much David. I greatly appreciate the level of detail you provide in your answers.
Thank you so much David. I greatly appreciate the level of detail you provide in your answers.
Thank you so much David. I greatly appreciate the level of detail you provide in your answers.
Thank you so much David. I greatly appreciate the level of detail you provide in your answers.
trigg989
,
Jul 31, 2017
Replies:
2
Views:
255
trigg989
Aug 2, 2017
Learning spreadsheet P2.T6 Malz ch7
Very helpful @David Harper CFA FRM , thank you!
Very helpful @David Harper CFA FRM , thank you!
Very helpful @David Harper CFA FRM , thank you!
Very helpful @David Harper CFA FRM , thank you!
Linghan
,
Jan 27, 2017
Replies:
5
Views:
345
trigg989
Jul 31, 2017
Understanding Credit-Linked Notes
Hi David - how would you value a CLN on a MTM basis. Credit risk (CDS - spread) to the protection buyer and then to the reference portfolio?
Hi David - how would you value a CLN on a MTM basis. Credit risk (CDS - spread) to the protection buyer and then to the reference portfolio?
Hi David - how would you value a CLN on a MTM basis. Credit risk (CDS - spread) to the protection buyer and then to the reference portfolio?
Hi David - how would you value a CLN on a MTM basis. Credit risk (CDS - spread) to the protection buyer and then to the reference portfolio?
Hend Abuenein
,
May 1, 2012
...
2
Replies:
25
Views:
26,456
Mohammed.qureshi
Jul 17, 2017
Securitization Process
Above this undoubtedly great explanation by my friend I just wanna point towards the graphics @David Harper CFA FRM has compiled in the study materials about each respective entity in the securitisation process/chain. Best explanation I have seen so far!
Above this undoubtedly great explanation by my friend I just wanna point towards the graphics @David Harper CFA FRM has compiled in the study materials about each respective entity in the securitisation process/chain. Best explanation I have seen so far!
Above this undoubtedly great explanation by my friend I just wanna point towards the graphics @David Harper CFA FRM has compiled in the study materials about each respective entity in the securitisation process/chain. Best explanation I have seen so far!
Above this undoubtedly great explanation by my friend I just wanna point towards the graphics @David Harper CFA FRM has compiled in the study materials about each respective entity in the...
Hermz29
,
Jul 10, 2017
Replies:
3
Views:
199
emilioalzamora1
Jul 11, 2017
Showing threads 1 to 30 of 574
Thread Display Options
Sort threads by:
Last message time
Thread creation time
Title (alphabetical)
Number of replies
Number of views
First message likes
Order threads in:
Descending order
Ascending order
Prefix:
(Any)
CFA
FAQ Before Exam
FAQ After Exam
FAQ Exam
GARP.Exam.Issue
GARP.FRM.PQ.P1
GARP.FRM.PQ.P2
GARP.2010.PQ.P1
GARP.2010.PQ.P2
GARP.2011.PQ.P1
GARP.2011.PQ.P2
GARP.2012.PQ.P1
GARP.2012.PQ.P2
PQ-external
Test color
Course
Week in Risk
Loading...
(You must log in or sign up to post here.)
Show Ignored Content
Page 1 of 20
1
←
2
3
4
5
6
→
20
Next >
Log in with Facebook
Your name or email address:
Password:
Forgot your password?
Stay logged in
Bionic Turtle
Home
Forums
>
Financial Risk Manager (FRM). Free resource
>
Home
Forums
Forums
Quick Links
Search Forums
Recent Posts
Resources
Resources
Quick Links
Search Resources
Most Active Authors
Latest Reviews
Menu
Search
Search titles only
Posted by Member:
Separate names with a comma.
Newer Than:
Search this forum only
Display results as threads
Useful Searches
Recent Posts
More...