David Harper CFA FRM

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  Shruthi Desai

• Jul 26, 2020

Hi David. I have a question. May sound silly, but I want some clarity. Risk Free Value = Risky Value + CVA. As the name indicates, Risk Free value is for assuming Zero risk. Not sure how can it have a risky component. Can you please advice? Thanks.

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  Soraya

• Jun 10, 2020

hey David,
I have just found a response to my question ,the spot rates in thee mapping exemple are just an assumption.

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  Soraya

• Jun 10, 2020

Hey David,

Could you please help me to understand how did you extract the spot rates in the exemple of
the Summarize how to map a fixed income portfolio into positions of standard instruments.
Instructional Video: Jorion, Chapter 11: VaR Mapping

Sincerely,
Soraya

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  annaleevance2000

• May 22, 2020

Hello David,
I would like to thank you for this platform:) I am 19 years old, and in my 2nd year in college. I took financial accounting and corporate finance, and am a math major (I have done calc 3). Is it common for students like me to take the FRM? Cause I love this stuff (I spend upwards of 8 hours daily working through the material) but I'm so, so overwhelmed.... I plan to take the Oct/Nov exams. Any advice?

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  JorgeOrvananos

• Apr 20, 2020

Hi David... I am still stuck with the straddle puzzle.... could I send you an email?

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  sxk1116

• Mar 12, 2020

Hello David, can you help me solve this question?

Consider a ten-year mortgage loan secured by residential real estate, with an EAD of Euro 250,000 and an estimated LGD of 10 %. Supposing the customer’s PD is 2%, compute the capital requirement under the Basel II IRB approach, the standardized approach of Basel II, and under Basel I? Please explain step by step

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  Hassan2016

• Oct 3, 2019

Hi David, Kindly advise how many observations need to calculate daily VaR?

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  gentns

• Sep 6, 2019

Hi David - in the AR(1) model Xt+1 = a + bXt + et+1 what is a? the intercept? why is a/1-b equal to the LRM?

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  olivierbuisson

• Jun 23, 2019

Hi, I am surprised there is no BSM in Part 3 of FRM 1 (at least not in the videos and the first 3 option Hull chapters). Should we know this for the exam? Thanks in advance.

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  eldakrory

• Mar 12, 2019

2. i am supposed to find review questions after each chapter i finish, i couldn't find that ? is there any depository for all practice questions related to each chapter?

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  eldakrory

• Mar 12, 2019

Hello David, i'm a new member and have a couple of Q's as i find the website is pretty scrambled and the experience was below my expectation for the money paid.
1. The chapters' study notes are repeated under different authors (for ex. in Quant. we have chapter 4,5,6 under miller and watson and Diebold) which one in this case we should study from? also for their respective question set.

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  Rajat

• Dec 31, 2018

Hello David

From where can I download this spreadsheet. Do you have a link please

Thanks

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  David Harper CFA FRM

• Nov 4, 2018

done with forum support today, just getting too tired and I need to get on to other work, I'll be back tomorrow (Monday). Don't stress, if you are practicing, you'll be find. And good luck

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  David Harper CFA FRM

• Oct 1, 2018

caught up on forum support today, I'll be back tomorrow. We had a very active Week in Risk: https://www.bionicturtle.com/forum/threads/week-in-risk-september-30th.20984/

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  David Harper CFA FRM

• Sep 9, 2018

spent all morning in the forum catching up. Need to write practice questions and prep video, back tomorrow. Have a good Sunday!

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  David Harper CFA FRM

• Sep 8, 2018

I've been in the forum all morning, I need to record a video now. I will check back tomorrow AM (Sunday) to respond to new questions. Have a good weekend!

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  David Harper CFA FRM

• Sep 4, 2018

I'm back from 3-day vacation to Austin, TX ... catching up on forum questions!

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  David Harper CFA FRM

• May 24, 2018

I won't be actively replying to FRM type questions until Monday June 4th: Nicole & I are working on admin and the 2nd semester content plan

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  Utkarsh180992

• May 21, 2018

Hi David I found 1 error question in 2018 FRM Part 1 exam conducted on Saturday..Please let me know when i can notify you for the same

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  nian

• May 12, 2018

Hi David, i found my name on admission ticket are all lower while the name on the passport is capitalised. i am wondering whether it matters. and my garp id is 662460. i am looking forward to get response. thanks in advance.