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  1. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Will take part two in may 2019 for sure, I was preparing while working full time (probably same as majority of the guys here) and really don't want to do this again this year.
  2. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I passed with 1, 1, 1, 2. Was expecting to score much lower in QA tbh.
  3. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Name of my colleague from work,who also attempted part one, and of another one who took part two.
  4. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Mine is also, is it possible that this list is not final? I guess we cant be certain until the official results arrive :(
  5. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    The latter part is obvious, i was just curious, as I've seen plenty of opinions that bt matetial is generally tougher/more challenging compared to other providers. Thanks
  6. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    i took about 8 guesses and 8 50-50 guesses; some of the answers I was sure of (so no guessing) turned out to be incorrect though. Hope this helps. Can I ask you whether you used BT materials previous time (unless it's forbidden on this forum...)?
  7. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    For Fama-French model, I dont remember the other answers, but I have a feeling that the answer with macro factors is not correct, as smb and hml do not really describe macroeconomic situation of a country (correct me if im wrong). I selected this answer though. Does anyone else recall?
  8. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    there was also a qualitative one on Fama-French model. One of the answers was that the predictors are proxies for macro variables, or something similar.
  9. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Sure about it? I've seen something between 60 and 70+ wrt previous exams. Edit: for foundations of risk management, there was a qn on role of board. One answer was.on setting up limit framework for the bank and the other on maximizing profit for shareholders.
  10. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I believe i have chosen same answer, unless the stress got me confused. This is the correct one obviously (its stated explicitly in damodaran paper).
  11. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    agreed, in garch model volatility does not depend on strike prices. Thank you!
  12. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    And are you sure that the other two answers were with strike price? I remember i chose an answer with increasing/decreasing term structure and long run volatility, but not sure about the directions (increasing/decreasing and lower/higher)
  13. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    it was a question about garch model and flat term structure was among the answers, wasn't it? or am i mixing two questions? for the question with pension fund and equity, same as one of the posters here, i chose pension funding status to improve and equity to deteriorate, as i reasoned that with...
  14. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    Not sure if there was only one answer tbh, its most likely I chose A too, but dont remember exactly
  15. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    For monte carlo, i chose 8000, and for lumber i got 6.5 and 6.55 and that one model predicted better than the other or something similar I remember i forgot fra valuation formula and finally took some guesses, anyone remembers their answer? I chose something around 57k
  16. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I selected this answer as well. It is quite straightforward operational risk event example. Internal fraud (hence unauthorised trading) is one of basel op risk categories As far as expected shortfall is cncerned, I guess it would be lower alpha and lower sample size, as you would take average...
  17. K

    Exam Feedback May 2018 Part 1 Exam Feedback

    I used the t statistic with n-1 df, and the value of the test statistic was above the critical value. i chose the answer to reject the null hypothesis (of inequality), as in schweser materials they always emphasised to choose as the null the hypothesis you want to prove false. I find this...
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