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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

B: 43500 C: 49500
- robin3301
- Post #220
- May 23, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

i also remember same varience
- robin3301
- Post #168
- May 19, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

Can you remember other options?
- robin3301
- Post #164
- May 19, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

add two more 1. consultant recommendation on trading desk 2. cause of subprime mortgage
- robin3301
- Post #158
- May 19, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

for first question, i choose market neutral
- robin3301
- Post #157
- May 19, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

for depeg, i choose bank with CHF deposit & GBP loan will suffer as CHF depreciate
- robin3301
- Post #156
- May 19, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

I think lognormal will be more appropriate
- robin3301
- Post #144
- May 18, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

I dont think CVA can be perfectly hedged but I forget other choices
- robin3301
- Post #141
- May 18, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

When you finish the spreadsheet, could you send it to me?
- robin3301
- Post #140
- May 18, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

add one more A company can forecast the percentage of companies default but not the specific company. Which derivative they should buy
- robin3301
- Post #122
- May 18, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

I still remember two questions 1. the difference between discounted by CDS and risk free rate 2. why OIS rate is a better proxy for risk free rate
- robin3301
- Post #117
- May 18, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

you choose A or B? It seems that both have fat tail on the left side than the one of lognormal and has a thinner tail but B has a fatter tail than A
- robin3301
- Post #95
- May 17, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

btw do you remember one question about scoring model. Which can help during the process: SVM, merton, Area under the Curve or ROC?
- robin3301
- Post #91
- May 17, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

I cannot remember the question clearly. What I remember is to find the smallest MVaR with treynor ratio >1. Maybe I overlook the question
- robin3301
- Post #89
- May 17, 2015
- Forum: About FRM
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Exam Feedback FRM Part 2 (May 2015) Exam Feedback

1. Yes, one of the asset is unstable. so we have to applied discount on that asset ( shown on right column). and ratio is >1
- robin3301
- Post #87
- May 17, 2015
- Forum: About FRM

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