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Recent content by willyong

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    Win prizes for forum participation!!

    Hi Nicole - Very pleased to win my first prize! Unfortunately I'm not in the United States so I can't really use any of these gift cards. May I donate the prize instead? Thanks!
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    Exam Feedback May 2018 Part 2 Exam Feedback

    Submitted mine on the day of the results and got my certification email today so all up just under a month of waiting :) It's a pretty straightforward email saying you've been certified and can now use the FRM designation. All the best to everyone else waiting!
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    Exam Feedback May 2018 Part 2 Exam Feedback

    One aspect that hasn't been discussed so much is time management, and knowing when to cut your losses. Your studies almost never go according to plan, because life. I passed 1,1,1,1,1 but even up to 4 weeks before the exam I thought I wasn't going to make it because there was just so much...
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    Copula functions (Meissner)

    Hi David I wanted to flag an issue with the Meissner spreadsheet (v10 I believe), in particular, cell Q17 where I think you may have built a custom function. The file on the study planner is an .xlsx, not an .xlsm as the spreadsheet you've attached in Dropbox which leads to the formula throwing...
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    Calculating revised VaR Hybrid approach

    Thanks for the detailed answer David! It’s much clearer now!
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    Calculating revised VaR Hybrid approach

    Hi David - I have a question about what "weighting" does. In the HS case, each return in a series of say 100 days is ranked and then the 95% HS VaR is the 95th lowest number in the list. This is relatively straightforward. What I am confused about is the implementation of weights. i) When we...
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    Exam Feedback November 2017 Part 1 Exam Feedback

    1,1,1,1 - thanks to BT and team for the really rigorous help! Now on to Part II :))