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Recent content by Maiyaa

  1. Maiyaa

    Study Group Nov'18 - FRM L1

    could you add me +491729182781
  2. Maiyaa

    CVA increase/decrease with Credit spread

    "You are your own third party and what do you do? your CVA becomes worthless as the counterparty comes more and more to default."--- CVA will decrease in magnitude or become worthless ? interesting thread.
  3. Maiyaa

    Win prizes for forum participation!!

    $15 Amazon gift card please. thanks.
  4. Maiyaa

    Whatsapp FRM Part 2 Group-November 2018

    please add me +491729182781
  5. Maiyaa

    Whatsapp 2016 FRM Part 2 Group (Inactive)

    please add me +491729182781
  6. Maiyaa

    Frm level 1 November 2018

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  7. Maiyaa

    Exam Feedback May 2018 Part 2 Exam Feedback

    IMHO focus of question was drawback of SMA approach. In SMA approach risk exposure is one the factors. This might encourage Banks to take risky exposures(high risk high reward) which means Banks might go unpunished for more risk exposures. Did anyone remember the options for the answers on this...
  8. Maiyaa

    Exam Feedback May 2018 Part 2 Exam Feedback

    Big price move on either side ( price of the stock either increase by X% or decrease by Y% ) would effect the TAIL more -- hence will pull up the implied Volas for the tails. So writers would expect a higher premium on the OTM Calls/Puts -- Smile curve IMHO would capture that move.
  9. Maiyaa


    Thank you David and BT team. yaay. finally!
  10. Maiyaa

    Multi -Factor Risk metrics/hedges and Key rates - testability and level1 relevance

    How relevant are these topis for level 1? Is it testable? if yes what should we focus on. I am asking because in the practice question these appear to be part of level 2. Thanks.
  11. Maiyaa

    Nov 2013 FRM Level 1 feedback

    Also the wiki link(http://en.wikipedia.org/wiki/Pricing_point) confirms that WHERE (Delivery point) is part of the contract. "In a futures contract where the underlying is a physical object, such as grain or oil, the price of the futures contract is quoted assuming delivery of that physical...
  12. Maiyaa

    Nov 2013 FRM Level 1 feedback

    Agree on the number of contracts question given index beta. There was only one correct answer which made it tad easy
  13. Maiyaa

    Nov 2013 FRM Level 1 feedback

    Also there was one question to find updated correlation coefficient You have to find updated covariance, use the 2 std dev to find updated correlation. does anyone recollect such a question?
  14. Maiyaa

    Nov 2013 FRM Level 1 feedback

    Q 66 is "Market order" as Lesnar pointed said "QUICKLY" thats the key. Hall mark of the exam was for the non numerical questions you could eliminate 2 options quickly other two option required some bit of deep thinking and was often tricky. Imp it did test key ideas. Q 75 agree with @babyik ...
  15. Maiyaa

    Nov 2013 FRM Level 1 feedback

    any feedback? questions asked..difficulty level please.