Recent content by Branislav

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...

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...

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...

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...

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...

Thanks for recalling details!

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

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...

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

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

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

Dear @David Harper CFA FRM , am I missing something in this example or it looks like we are missing current volatility estimate 0.0227 in question? Thanks in advance

Dear Nicole, I wold kindly ask for help regrading finding some spreadsheet example of Monte Carlo simulation. I am sure there are plenty but did not manage to find them by searching by tags? Generally, if I want to search for all available Davids spreadsheets what is best approach? Thanks in...

Sorry, mine mistake, actually it is assumed that portfolio volatility and benchmark volatility are the same 10%.Just according to mine intuition, I was expected that higher return corresponds to higher volatility (at least when we are talking about efficient portfolios),but it looks like in this...