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  1. S

    Exam Feedback May 2017 Part 2 Exam Feedback

    Thank you David and the team for all the notes and question banks. Thank you to all fellow people who answered the forum questions. I passed too !!
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    Exam Feedback May 2017 Part 2 Exam Feedback

    Thanks for the update. I just wanted to know if everyone who wrote part 2 saw it too. So this does not mean anything. Good luck guys!
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    Exam Feedback May 2017 Part 2 Exam Feedback

    Do you all see " you have to pass the FRM part 2 by Nov 2020" in your dashboard?
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    Exam Feedback May 2017 Part 2 Exam Feedback

    There were 2 credit var questions. Anyone remember how to do them?
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    Difference between Marginal and incremental VAR

    Is the beta given in the question with respect to the portfolio? If so, should the beta of the portfolio with respect to itself should be 1 right?
  6. S

    Basel II, Pillar 3

    Well, I was just asking where in David's notes I can look up this as the notes start with Basel 2. Thanks for the reference and take it easy.
  7. S

    Basel II, Pillar 3

    Hi David, Some of the syllabus talks about credit equivalent amount under Basel 1 and its calculations. Are we required to know this for exam sake? Thank you, Sri
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    GARP.FRM.PQ.P2 2016 GARP PQ - Question 5 - CDS (garp16-p2-5)

    Thank you David and Nicole! Appreciate it.
  9. S

    GARP.FRM.PQ.P2 2016 GARP PQ - Question 5 - CDS (garp16-p2-5)

    can someone please qn 5- the calculation of the CDS spread. Thanks!
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    FAQ Before Exam Study Plan Guide

    hello everyone, I am quite overwhelmed by the number of topics in FRM part 2. I am reading as many chapters I can and as many questions I can, but I would like to concentrate on a few topics that are of utmost importance. Can someone help understand how they decided to punt or give importance...
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    2016/2017 Curriculum Change Analysis

    So would we expect the readings the study planner to be the ones in 2017 or should we check with this sheet to see if it is applicable or not?
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    Exam Feedback November 2016 Part 1 Exam Feedback

    I passed! Big thank you to David and Nicole and Bionic materials!!
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    Bodie's Notes Qn 7

    Thank you for the clarification
  14. S

    Bodie's Notes Qn 7

    7. Assume that stock market returns have the market index as a common factor, and that all stocks in the economy have a beta of 1 on the market index. Firm-specific returns all have a standard deviation of 30%. Suppose that an analyst studies 20 stocks, and finds that one-half have an alpha of...
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    Multi -Factor Risk metrics/hedges and Key rates - testability and level1 relevance

    Hi David, I am trying to solve a problem that has portfolio which has 3 spread risk factors. I am having these two questions: 1) To calculate the Value at risk in a corporate bond- I would just take the historical spread wrt duration matched treasury bond and find the standard deviation and...
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