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    Market Risk references? (Notes from my review of GARP's 2017 Part 2 Practice Exam)

    This post was moved from https://www.bionicturtle.com/forum/threads/notes-from-my-review-of-garps-2017-part-2-practice-exam.10510/ Hi David, my question is not related to this topic, but since you have quoted two different authors above, I am considering you can help me :). I want to go...
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    Margin stepup

    Hi @David Harper CFA FRM , A question came up in Nov'16 Part 2, just wanted your insight, how to interpret it? What leads to decrease in credit var of junior tranche - either margin step-up for all tranches or increase in notional of senior tranche thanks a lot for any leads. Tagging...
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    SMA approach for Operational risk

    Hi @David Harper CFA FRM Wrt calculation of business indicator -> ILDC + SC + FC, the complete formula for SC is extremely lengthly. In your opinion do we need to remember it, is it testable ?