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  1. J

    Exam Feedback May 2017 Part 2 Exam Feedback

    Officially just got my FRM Certfication too.. exciting times
  2. J

    Exam Feedback May 2017 Part 2 Exam Feedback

    I submitted my work experience yesterday, but was told it may take up to two months to be certified
  3. J

    Exam Feedback May 2017 Part 2 Exam Feedback

    For retakers how did you find the exam compared to the november exam? I found the one in November to be excrutiatingly difficult but this one was alright. So happy I have passed this examination now
  4. J

    Exam Feedback May 2017 Part 2 Exam Feedback

    Passed!!!!!!
  5. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Do you mean the pass rate or the passing score?
  6. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    I chose Credit Linked Note for all its worth
  7. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Think the following formula was relevant for this (1+s2)^2=(1+s1)(1+f1,1) but it wouldn't give me any of the answers
  8. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Unfortunately the correct answer to this question is the Incremental VAR. I did a bit of research on this because it was bugging me after the exam. While both in a sense are correct the MVAR works best for a portfolio with a lot of small positions to reduce the risk of a portfolio towards the...
  9. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Whats giving me comfort is that I read a post in last years feedback forum and there was someone who was 100% convinced he only got 41 correct and scored 1's in most quantiles and a couple of 2s so hopefully the scoring will be something similar this year :)
  10. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    With me it is similar I have 35 qns I believe to have correct, 13 incorrect and 32 remaining which I cant remember, partly guessed so 25 % expected score on 32 qns
  11. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    My expected score is 43 correct with a range of 40 to 45 possibly with a small upwards or downward bias
  12. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Can someone confirm if these questions where posted in the actual exam? I think that they were but its becoming a bit of a blur what I did in revision and what came in exam :confused:
  13. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Gumbel Frechet was the right answer and 0.9% SMM
  14. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Can anyone confirm if the following questions where in the exam: - Question asking for CLN, CDS and TR Swap which provides most protection to buyer? - Normal based DD for Merton Many thanks
  15. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    I think one of the answers to one of the Coco questions is that it can be converted into equity when equity prices recover
  16. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    But this was for the addition of a new position in a portfolio. Therefore iVAR should be applicable? MVAR is for existing portfolio
  17. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Its another grey area this one. I can see how both MVaR and Incremental VAR are correct.
  18. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    Correct 1. Cybersecurity- take the systems offline and then report problem 2. Non-quantifiable risks since the financial crises 3. 90%smm 4. Self control risk assessment 5. Post high quality bonds as collateral 6. Overcollateralization 7. Pricing of a two period bond 8. Liquidity Value at Risk...
  19. J

    Exam Feedback November 2016 Part 2 Exam Feedback

    I was struggling with w answer d 1550000 I think it was (all costs except the insurance premium)
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