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Recent content by Branislav

  1. 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...
  2. 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...
  3. 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...
  4. 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...
  5. 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...
  6. Branislav

    Exam Feedback May 2019 Part 1 Exam Feedback

    Thanks for recalling details!
  7. 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
  8. 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...
  9. 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
  10. 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
  11. 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
  12. Branislav

    Errors Found in Study Materials P1.T2. Quantitative Methods

    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
  13. Branislav

    Thanks Nicole.

    Thanks Nicole.
  14. Branislav

    Dear Nicole, I wold kindly ask for help regrading finding some spreadsheet example of Monte...

    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...
  15. Branislav

    Errors Found in Study Materials P1.T1. Foundations

    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...
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