Recent content by Rohit

Thank you @David Harper CFA FRM

@David Harper CFA FRM really struggling to grasp the concepts of derivatives and leverage wrt economic balance sheet. Do you think this has high testability for FRM P2? Any view on what type of questions/concepts can be tested. Many Thanks!

Please add me: +1 818-610-9175

From what I am reading across forums like Reddit etc is that there is very little likelihood for them to cancel. At most they may cancel exams in regions heavily affected. Interested to hear other thoughts.

is this group active?

Increased number of reading in FRM Part 2 in 2020 than 2019. Not sure what the logic behind this increase in workload is.

Hi is this still active?

thank you

Hi @David Harper CFA FRM can we expect the calculation for r(uu) and r(dd) ? no where am I able to find a good explanation on the calculation. Thanks!

Hi are these solved? I cant access the solutions :(

Hi, could you please add me to the whats app group +1-818-610-9175. Thanks!

thanks!

how is this calculated? regression model estimates a correlation between changes in the nominal and real yields of about 82.5%

@David Harper CFA FRM thank you so much! Would the calc same apply to FRAs?

Hi @David Harper CFA FRM can you explain how the component VAR for FRA is calculated? My spreadsheet when mmult the correl matrix and indiv var is resulting in diff values