What's new

Search results

  1. Hesham_87

    Borio, Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis

    Dear David, I would like to ask about the equation of cross currency swap. > Forward - Spot = Spot ( 1 + interest rate of home currency / 1 + interest rate of foreign currency) - spot. According to the mechanism of this instrument and the BIS link...
  2. Hesham_87

    Frm level 1 November 2018

    +201002870072
  3. Hesham_87

    operational risk management certificates

    in my country - Egypt - it was ok. earning a certificate in such new field is always appreciated. Moreover, i took ORM exam to enhance my knowledge in operational risk field regardless market appreciation. regarding calculation, one of topics in ORM exam is risk modeling. when i took the exam...
  4. Hesham_87

    operational risk management certificates

    if u have any inquiry, u r more than welcome to ask :) good luck
  5. Hesham_87

    operational risk management certificates

    for first question, i do believe studying 1.5 to 2 hours / day is sufficient. the point u should take into consideration ORM certificate has neither exam provider nor exercises/practical questions in order to be familiar with the exam. so understanding concepts of ORM material is essential and...
  6. Hesham_87

    Calculating revised VaR Hybrid approach

    Dear David, would you please explain the logic/concept behind VaR calculation, that is mentioned in Desh's snap shot above. 3.5%-(3.5%-3.4%)[(0.05-.0466)/(.0519-.0466)]
  7. Hesham_87

    Correlation vs Covariance

    Hi, I would like to clarify the difference between co-variance formulas, which are mention in page 27 as follows: population co-variance: and this co-variance formula which is extracted from correlation formula I mean in first equation, we have divided by N and there is summation sign...
  8. Hesham_87

    P1 T1 Quantitative analysis (Miller ch2)

    Dear David, while studying Miller ch2, I just wanna ask several questions: based on definition of Joint Probability “The joint probability distribution of two discrete random variables, say X and Y, is the probability that the random variables simultaneously take on certain values, say x and...
  9. Hesham_87

    operational risk management certificates

    https://www.ior-institute.org/certification you may check this website. i hope it helps.
  10. Hesham_87

    FRM level 1 Nov. 2017 study group in Egypt

    well i aimed to create a study group in Egypt, but since there is no participants.... so welcome to the virtual group :D we may create a study group on what's app if u would like.....
  11. Hesham_87

    operational risk management certificates

    well it is NOT as same as CFA or FRM, it is not a designation, yet it is a professional certificate that you may add in yr CV.
  12. Hesham_87

    operational risk management certificates

    http://www.prmia.org/orm-certificate/what-is-the-orm-certificate
  13. Hesham_87

    operational risk management certificates

    @hellohi There is an operational risk manager certificate, which is offered by PRMIA. it focuses on operational risk field intensively. highly recommended. Thankfully, i earned this certificate in September 2016. if u r going to plan to earn it, please do not hesitate to contact me.
  14. Hesham_87

    FRM level 1 Nov. 2017 study group in Egypt

    @Abdulla plz check your inbox
  15. Hesham_87

    Are idiosyncratic and business risk the same?

    why trading risk (including general and specific risks) is classified under interest rate risk rather than equity price risk?
  16. Hesham_87

    FRM level 1 Nov. 2017 study group in Egypt

    for those who are interested to join a study group - FRM level 1 November 2017 - please leave a comment here.....
  17. Hesham_87

    P1 T1 foundation of risk (Crouhy)

    Thank you so much :)
  18. Hesham_87

    P1 T1 foundation of risk (Crouhy)

    Hello, i have several questions concerning first 3 chapters (Crouhy) in foundation of risk (P1 T1). first 3 chapters deals with a lot of theoretical parts. would please tell me the best way to study such theoretical material? should i memorize all the mentioned points for example? Moreover, in...
Top