I saw you updated the Credit Risk Focus Review Videos. The new videos are great but can you still shared the old ones that you just removed? I found the sections, on the old video where you talked about default correlations, are helpful. You also put the past practice questions on...
Could you show where do the percentages, applied to the swap nationals of different maturities, come from, please? And how are the nationals calculated as well? shouldn't be 100millions for all three swaps?
Thanks David as always
Hi David and Nichole,
There are exercise questions for each chapter in FRM part 1 textbooks. Why I do not see any exercises for the chapters in the FRM part 2 textbooks? Do GARP sell these exercises separately for part 2, please?
Thanks as always