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  1. E

    GARP Part 2 Questions 76 and 33 (garp16-p2-76) (garp16-p2-33)

    Question 76 on the 2016 FRM Part II practice exam: A major regional bank has determined that a counterparty has a constant default probability of 5.5% per year. What is the probability of this counterparty defaulting in the fourth year? The probability of default in year 4 =...
  2. E

    Kendall Tau (example)

    I'm interested in solving for Kendall Tau. Can someone help me with this? The rankings for some stock returns are: X Rank..... Y Rank 1.................... 2 2.................... 4 3.................... 1 4...
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    Z-Score Formula

    Hi All, I have a question about the formula for Z-scores. I've seen the formula as: a) Z-Score = (observation - mean) / standard deviation and as: b) Z-Score = (sample mean - population mean) / (standard deviation / SQRT(sample size)) Thus far, I've been using formula "a" above. When...
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