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Recent content by necofrer

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    Exam Feedback May 2017 Part 2 Exam Feedback

    I received today an email from GARP regarding my work experience. They approved it, pretty fast!
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    Exam Feedback May 2017 Part 2 Exam Feedback

    You may be right... because it is non linear, but the curvature is minimal...tricky
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    Exam Feedback May 2017 Part 2 Exam Feedback

    That is what I thought
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    Exam Feedback May 2017 Part 2 Exam Feedback

    there was a correlation between fed fund and the discount rate. The discount rate affects the discount factor in the CVA, that was my thought.
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    Exam Feedback May 2017 Part 2 Exam Feedback

    The CVA graph should be like 1/x function
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    Exam Feedback May 2017 Part 2 Exam Feedback

    I thought long term mean correlation, but maybe I read it wrongly...
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    Exam Feedback May 2017 Part 2 Exam Feedback

    I remember I did the same. Just equal to zero and solved, but I got 0.3X which was one of the answers.
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    Exam Feedback May 2017 Part 2 Exam Feedback

    I chose something with the board supervising...
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    Exam Feedback May 2017 Part 2 Exam Feedback

    CVA and fed fund rate...I picked the one like 1/x function.
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    Exam Feedback May 2017 Part 2 Exam Feedback

    I picked the one with the long term mean. Just equal to zero and solve for P
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