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Recent content by Branislav

  1. Branislav

    Course Errors Found in 2021 Study Materials P2.T8. Liquidity and Treasury Risk

    Dear @Nicole Seaman , I think this should be Net after - tax return on municipals ( if irrelevant please disregard): kind regards
  2. Branislav

    Course Errors Found in 2021 Study Materials P2.T5. Market Risk

    Dear @Nicole Seaman , regarding Hull, Chapter 18. Fundamental Review of the Trading Book study note, I think square root of ten is missing in VaR formula. kind regards
  3. Branislav

    P2.T8. Liquidity and Treasury Risk Measurement and Management

    Dear @Nicole Seaman, sorry if this is already discussed, I have notice that this is wrong , result is $150.000.000, or maybe I missed something. Kind regards
  4. Branislav

    Modelling of liquidity and interest rate risk of credit cards and overdrafts

    Dear @David Harper CFA FRM I woudl kindly ask for some literature that could be reference for this topic ( at this moment only have Antonio Castagna, Francesco Fede-Measuring and Managing Liquidity Risk-Wiley (2013) , but there are topics more related to prepayment modelling of mortgages, and...
  5. Branislav

    YouTube T4-31: Fixed income: Carry roll down

    Dear @David Harper CFA FRM , if you can explained more intuitively this part: "If the term structure slopes upward on average and yet remains unchanged on average, it must be that the upward-sloping shape is completely explained by investors’ requiring a risk premium that increases with...
  6. Branislav

    FAQ Before Exam Study Plan Guide

    Dear colleagues, I would appreciate few suggestion since I am feeling going to slowly trough material: 1. Tuckman, Chapter 2: Spot, Forward and Par Rates, QS - what is approximate time for you needed to go trough all questions? 2. generally time needed for finishing some other some other QS...
  7. Branislav

    Exam Feedback November 2019 Part 1 Exam Feedback

    Dear colleagues, I did pretty bad (3342). I have gone trough all almost all material and mock exams which by the are real representer of exam ( on mine opinion, thanks @David Harper CFA FRM ), still failed due to time problem mostly and maybe exam strategy. I would appriciate support on...
  8. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Dear @siddharthmahanty I did not participate exam, but please find bellow what I collected from previous comments, type of question and related comment I found in order to explain question more specific: 1. Calculating ES - "I too remember that loss values in were given in decreasing order...
  9. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Thanks for recalling details!
  10. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Dear @mariomansour sorry to which topic this referee I am not familiar with this objectives, possible missed something? Thanks in advance
  11. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Dear @Lasberm would you be kind to recall in more details what you meant under following questions: -arbitrage - was there some specific question or you referring only to arbitrage as essential concept -Strategy: Bull/bear/covered/protective - more details about specific questions - credit...
  12. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Dear @Coot I would appreciate if you can recall more details about this question..in specific I am confused since wrong way risk is more part II topic, so this makes me little bit confused..thanks a lot in advance
  13. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Dear @Paramveersaini I wolud appreciate if you can recall that question regarding insurance company..it goes to category of "common sense financial questions.." that could be tricky and personally do not like them:)Thanks in advance
  14. Branislav

    FAQ Exam GARP Test Day Policies 2019

    Dear @corinne.lieberman21 , I found this, last revised: March 21, 2019 https://www.garp.org/#!/about/exam-policies Best regards
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