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    Portfolio's Annual Value at Risk (VAR) at a 5 percent probability level

    Hi Turtles, I have a question, when a question ask you about the Var at a 5% prob level, what is the z value that we use? (Var = Portfolio value * [(E(R) - z(sigma)]) I thought the z value at 95% prob level is 1.96, but apparently, the answer is 1.65. Can someone please shed some light on...
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    can the two interest rate parity formulas be used interchangeably

    Hi, I am wondering if someone can shed some light on the difference of methods on computing interest rate. Based on the 2 formulas on interest rate parity, it appears like the end results are similar, so I am wondering if these can be used interchangeably? F = Spot * e^(R-Rf)*T F = Spot *...
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    FAQ Before Exam Study Plan Guide

    Hi, I also have another question, what is the correct way of studying? I have been going in the following sequence: 1) watch video 2)study notes 3)do practice problems. Also, how much are we suppose to retain from studying the notes. Are we expected to know the details on everything from...
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    Do I need it? Official books for the FRM Exam Part I

    Hi Everyone, I need some help with this question, thanks! I currently have BT professional prep, and I am not sure if I need to purchase the official books from FRM(sold when you are registering for the exam). Mainly because 1) I am not sure if I will have time to get to it 2) not sure if it's...
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