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David Harper CFA FRM

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  • Hi David, I am a big admirer of BT and the research that you do in finance. I was calculating YTM using XIRR in excel for amortizing bonds and the XIRR somehow results in a YTM > coupon although the bond is purchased at par. Should YTM calculations consider acc. int. as part of the initial purchase?
    G
    Graeme Ayin
    Also, Are there any implications on YTM for bonds with odd coupons e.g. short first coupon periods and should the YIELD or XIRR function in excel be used?

    Thanks in advance. Graeme Ayin, CFA
    Hi David,

    Just need some guidance here. I worked for a insurance company for 6 months as a Operations analyst and then moved to the U.S. My first job in the U.S was in the retail side of a Bank and I did that for 1 year. Now I'm in the corporate role as a Risk Analyst since last 6 months. Do you think this experience would suffice according to GARP's standards?
    David Harper CFA FRM
    David Harper CFA FRM
    Hi garima, Yes, I do believe it would based on what you have written. As you know, it does need to be two full years, but your Risk Analyst of course is spot on and before that your industry participation (ie, job in insurance/banking) generally helps to signify affirmative participation. I hope that helps,
    Hi Nicole/David,

    just a question about part 2 section "Current Issues In Financial Markets".

    Will you publish the quizzes also for this section ? In case they are very useful, at least in my opinion.

    Tks in advance
    David Harper CFA FRM
    David Harper CFA FRM
    Hi fabio, we just received the draft 2018 syllabus and, again, the entire set of Current Issues was changed (I don't like when GARP does this). Ergo, we will NOT be writing further questions for 2017 Current Issues. We will write PQs for 2018 Current Issues, like we did for 2017, but I don't expect we will additionally add an interactive quiz. thanks,
    F
    [email protected]
    Tk u David
    I am doing a thesis on Merton Distance to default (DD) Model for predicting bank's distance to default. In merton DD model we need values of six variables out of which 3 are known.
    Could you please guide me how to calculate 1-Market Value of assets 2-Volatility of assets and 3-Expected return on Assets in case of banks, because without these values d1 and d2 can’t be calculated.
    I am not working this weekend (visiting a new baby in the family!) so I won't be on the forum 8/19 and 8/20, FYI. Back next week, thanks!
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    emilioalzamora1
    Brilliant stuff, David! Need to take some time to see what you have revised. The Jorion chapters can always be improved (more explanations etc.) as they are quite tricky (especially for beginners). Definitely a big thumbs up and thank you for this!
    revising the Jorion XLSs to ready for updated notes (VaR mapping, backtest, portfolio VaR and SaR). Major updates, can't wait to share
    Hi David,

    I intend to take FRM part I this November. My need is just an Invoice for Advanced package as my employer need it to settle payments

    Please advise with urgency to catch up for early registration

    Regards,
    Karamael
    Nicole got a reply from John Hull (impressive!) but he doesn't have a list of new PQs in Hull's 10th Edition. I'm not sure it's worth the $
    E
    emilioalzamora1
    What is it about, David? Guess it is about whether version 10 is worth a purchase?
    We are supporting the forum all day again. Don't stress, you don't need to know everything :)
    E
    emilioalzamora1
    Exactly. Make sure you have a very solid footing in the core topics , the very special questions don't necessarily need to be answered correctly.
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