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# Recent content by QuantFFM

1. ### Exam Feedback November 2018 Part 2 Exam Feedback

Thank you David and Nicole for your support. You're doing a great job. I will stay with bionicturtle in the future although I have passed part 2.

No i havent
3. ### Exam Feedback November 2018 Part 2 Exam Feedback

Fingers crossed Astha.
4. ### Exam Feedback November 2018 Part 2 Exam Feedback

Desktop or Tablet. On cellphone you dont see the reminder.
5. ### Exam Feedback November 2018 Part 2 Exam Feedback

Let us hope the best. In Germany it is 23:27. Can't sleep too. I will be very tiered tomorrow at work.:-D
6. ### Exam Feedback November 2018 Part 2 Exam Feedback

Takes some time. They not change all simultaniously.
7. ### Exam Feedback November 2018 Part 2 Exam Feedback

FYI: My Reminder changed too.
8. ### Exam Feedback November 2018 Part 2 Exam Feedback

I just think this question was one of the bad ones because it allows much dicussions as we see...
9. ### Exam Feedback November 2018 Part 2 Exam Feedback

I think I also choosed pool insurance.
10. ### Exam Feedback November 2018 Part 2 Exam Feedback

Hi folks, I think it was a difficult exam. A lot of questions were really long. Furthermore sometimes the the answer options were in my opinion not well designed. Regarding the RAROC question I think I choosed 4,75%? I set the formula for RAROC equal to 9,75% and solved it for r. Maybe...
11. ### Component versus Incremental value at risk (VaR), Level 2

Hi David, thank you I'm fine, although temperature is really high here. Your answer was as always really helpful. :-)
12. ### Component versus Incremental value at risk (VaR), Level 2

Hello David, just two questions: 1. Is the difference between the incremental and the component VAR the failure due to linear approximation? Incremental VaR (CAD) = $41.1 -$32.9 = $8.22 minus Component VaR[CAD] = 0.2961 *$50.0 = \$14.80 = Failure or inaccuracy because of linear approximation...
13. ### Repo vs. Reverse Repo

Hi all, im struggeling with the definition of repo vs. reverse repo in the context of: Study Notes OP risk - Tuckman Ch12 Side 4 in the Notes => Is the following from the view of the Investor a reverse repo rather than a repo? => Because: For the party selling the security and agreeing to...
14. ### R39-P2-T5 Tuckman Ch9 Model 1 - Simulation: Why always scale dw by SQRT(1/12) every month?

Hi David, thanks a lot for your always detailed answers.
15. ### R39-P2-T5 Tuckman Ch9 Model 1 - Simulation: Why always scale dw by SQRT(1/12) every month?

Hi David, i don't get it with the dw and the scaling... I don't get the link between: dw as normal random variable/ standard normal random variable and the scaling with sqrt(dt). 1. In a simple and practical way for the exam: Have i always to scale the dw with sqrt(dt) or does it depends...