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# Recent content by syaiful

1. ### Level 2: Post what your remember here...

Let me add after Lanky & Ehanif ;) 46. High threshold (converge to GEP) 47. Backtesting (95% vs 99 %) 48. TBA (MBS) 49. KMV 50. Credit Portfolio Model 51. Through the cycle 52. impact concentration to UL and EL 53. Which one is example of Wrong Way risk 54. Delay in Valuation (Model Risk) 55...

Hi David, Can you explain this 2 questions just before the exam.. :) 1. ES at 95.5 given that Var 96,97,98,99, does the calc same as ES 95? 2. Fund return = 0.002 + 1.2 benchmark return - 0.4 (0,benchmark return) How to decide fund underperform / outperform in both upward and downward...
3. ### Feedback on FRM 2010 Level I Please

Hi Romans, x = hit 0 = no hit 3 hits = xxx 2 hits = xx0 or 0xx or x0x 1 hit = x00 or 0x0 or 00x The tricky point is about "add 0.5 m each fail" i agree with the way you looking the problem.
4. ### Feedback on FRM 2010 Level I Please

yup..don't need "right 3".. thanks can you solve this ? what is the probability to shoot succesfull with 3 shoot each fail, add 0.5 m A= Shoot from 1 m B = Shoot from 1.5 m C = Shoot from 2 m P(A) = 1/2 P(B) = 1/3 P(C) = 1/4 :lol:
5. ### Feedback on FRM 2010 Level I Please

hi, maybe we need to add the sub tractor with.. Prob. of getting 0 out of 10 right & Prob. of getting 3 out of 10 right ? :)
6. ### Any Feedback on FRM 2009 Exam ?

Hi, 23. Question on country risk: Likelyhood of reschedule increses with 1. Debt Service Ratio 2. Import Ratio 3. Investment Ratio 4. volatility of exports i think the question ask about negative probability reschedule or something, just remember what *David* said on his video, everything...
7. ### Any Feedback on FRM 2009 Exam ?

Hi all, i agree with peggy, IMO even the Final Review Exam from Schweser have no "50% difficulty level" like the real exam. need "other" strategy i guess.. :(
8. ### Any Feedback on FRM 2009 Exam ?

Hi David, :lol: these are the questions that i still remembered (from L1) : related to Storage Cost : S0 = 320 r=0.5 % per month storage cost (pay at the end) = 10 evey month calculate the F0 for 1000 bushel in two months ? related to GARCH (1,1) : -ask about Long Run...
9. ### London L1 is a disaster!

Hi Jhon & Panasonic, :lol: i am also sitting for L1 at Jakarta (Indonesia), only attended by 6 people (include me). may i know how many people sit for L1 at London. PS : sorry to hear about your 'uncomfortable' during the exam
10. ### Swaps related to CR

Hi David, i got it from Jhon Hull's question bank, it's only have the answers key without the explanation. do you think (b) & (c) is the ans of receiving Fixed, Paying Floating ?
11. ### Swaps related to CR

David, :lol: Suppose you enter into an interest rate swap where you are receiving floating and paying fixed. Which of the following is true? (circle two) (a) Your credit risk is greater when the term structure is upward sloping than when it is downward sloping. (b) Your credit risk is...
12. ### GARCH (1,1) - Scalling Variance

Ok thanks David. :)
13. ### GARCH (1,1) - Scalling Variance

Hi David, :lol: The parameters in a GARCH (1,1) model are w =0.000002 alpha= 0.04 beta =0.95 The current volatility level is 1% per day (i) What is the long run average variance rate? (ans : 0.0002) (ii) What is the expected variance in 20 days? (ans : 0.000118) The part (i)...