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Recent content by andi2384

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    Current Issues Readings - How to cope with them?

    Hi David, i understand that the status queries are annoying you but the way you respond to them is realy rude lately. Some of your customers are worried about the exam that's why the keep asking.
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    maturity adjustment -IRB credit risk weight function

    OK. Thank you. The only good information I could find was in "The Internal Ratings-Based Approach from 2001" (bcbs). Unfortunately at that time a ceiling of 7 years was discussed and I couldn't find a more recent document adressing this issue... 135. The proposal places a ceiling of 7 years on...
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    Enter our Weekly Trivia Contest and Win!!!

    1. C 2. D 3. A 4. C 5. B
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    maturity adjustment -IRB credit risk weight function

    Hi David, im am refering to paragraph 320 of International Convergence of Capital Measurement and Capital Standards (page 89): Except as noted in paragraph 321, M is defined as the greater of one year and the remaining effective maturity in years as defined below. In all cases, M will be no...
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    maturity adjustment -IRB credit risk weight function

    Hi David, could you please explain, why the parameter M in the IRB maturity adjustment cannot be larger than 5? Thanks Andi
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    Pass FRM 2 with < 100hours preparation - study strategy?

    Hi everyone, due to an urgent project at work I won't be able to study more than 100hours before taking FRM part 2 exam. I am still confident about passing since I have a master's degree in Finance, 3 years of work experience in credit risk & regulatory (basel 2/3), passed part 1 with less...