What's new

Recent content by krystynkatt

  1. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Will take part two in may 2019 for sure, I was preparing while working full time (probably same as majority of the guys here) and really don't want to do this again this year.
  2. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I passed with 1, 1, 1, 2. Was expecting to score much lower in QA tbh.
  3. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Name of my colleague from work,who also attempted part one, and of another one who took part two.
  4. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Mine is also, is it possible that this list is not final? I guess we cant be certain until the official results arrive :(
  5. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    The latter part is obvious, i was just curious, as I've seen plenty of opinions that bt matetial is generally tougher/more challenging compared to other providers. Thanks
  6. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    i took about 8 guesses and 8 50-50 guesses; some of the answers I was sure of (so no guessing) turned out to be incorrect though. Hope this helps. Can I ask you whether you used BT materials previous time (unless it's forbidden on this forum...)?
  7. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    For Fama-French model, I dont remember the other answers, but I have a feeling that the answer with macro factors is not correct, as smb and hml do not really describe macroeconomic situation of a country (correct me if im wrong). I selected this answer though. Does anyone else recall?
  8. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    there was also a qualitative one on Fama-French model. One of the answers was that the predictors are proxies for macro variables, or something similar.
  9. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Sure about it? I've seen something between 60 and 70+ wrt previous exams. Edit: for foundations of risk management, there was a qn on role of board. One answer was.on setting up limit framework for the bank and the other on maximizing profit for shareholders.
  10. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I believe i have chosen same answer, unless the stress got me confused. This is the correct one obviously (its stated explicitly in damodaran paper).
  11. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    agreed, in garch model volatility does not depend on strike prices. Thank you!
  12. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    And are you sure that the other two answers were with strike price? I remember i chose an answer with increasing/decreasing term structure and long run volatility, but not sure about the directions (increasing/decreasing and lower/higher)
  13. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    it was a question about garch model and flat term structure was among the answers, wasn't it? or am i mixing two questions? for the question with pension fund and equity, same as one of the posters here, i chose pension funding status to improve and equity to deteriorate, as i reasoned that with...
  14. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Not sure if there was only one answer tbh, its most likely I chose A too, but dont remember exactly
  15. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    For monte carlo, i chose 8000, and for lumber i got 6.5 and 6.55 and that one model predicted better than the other or something similar I remember i forgot fra valuation formula and finally took some guesses, anyone remembers their answer? I chose something around 57k
Top