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Recent content by shivanin

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    IMPORTANT 2021 Exam Updates from GARP (for 2021 postponed exam updates only)

    Also.. Because of COVID people have lost more than a year in their window to appear for FRM2 which are actually 3 chances to appear for the exam. Can we get an extension on this window ? Also what happens if the exam doesn't happen this year? I am sure there are many people like me who has 2021...
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    FAQ After Exam Questions about work experience

    Hi ALL, Is there any specific format or expected content by GARP when you submit the experience letter? Does it have to specify that you worked in field of Risk Management specifically. If anyone can share their letter (blurring their personal details) it will be of great help. Thanks, SAN
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    Exam Feedback November 2017 Part 1 Exam Feedback

    Passed 2,3,1,3 Thanks a lot David and BT team. @David Harper CFA FRM ..... Please start providing CFA PREP MATERIAL AND Guidance.
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    Relation between compounding frequency and day count conventions??

    Yaa... Thanks a lot. Yes....Exam tomorrow...:oops:...:D
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    Relation between compounding frequency and day count conventions??

    Hi David, Generally when we use different compounding frequencies what day counting convention is used there? ( I.e. when we just say talk about compounding and not day count conventions)..... And in T- bills , Eurodollar etc... Where different day count convention are used... We say for...
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    Return Aggregation VaR.

    Ok... Thanks a lot.
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    Return Aggregation VaR.

    Hi David, On the same lines... For the purpose of exam if not mentioned What do we assume 1) one tail or two tail in case of confidence interval 2) annual or semiannual compounding?
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    Return Aggregation VaR.

    Ok. Thanks a lot David.
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    Return Aggregation VaR.

    My package doesn't have access to spreadsheets ... So can't see that. But... I kinda get what you are saying. Also... On the exam if we have to find 95% VaR for let's say 100 observations... Do we take 5th worse or 6th worse value??
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    Return Aggregation VaR.

    Hi David, This is screen shot from notes on VaR. Can you please explain how do we get answer 1.3% in " Historical Simulation VaR" methodology?? Thanks.
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    Discount Rate and Growth rate...in commodities futures.

    Thanks a lot David for such good explanation.
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    Discount Rate and Growth rate...in commodities futures.

    Hi David, Can you explain these two terminologies w.r.t to commodities futures. I am getting really confused when to add what to risk free rate. Also is lease rate always positive .i.e. is it always added to the risk free rate? Thanks.
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    Eurodollar Futures.

    Thanks a lot for this explanation David.
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    Eurodollar Futures.

    Hi David, In this formula why do we do10,000( 100 - 0.25q) ? ....i.e. why we subtract 0.25q from 100 ?? Unable to understand this formula. Thanks a lot.
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