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  1. cbrach

    Exam Feedback May 2017 Part 2 Exam Feedback

    Passed 1,1,1,3,2 Thanks @David Harper CFA FRM and @Nicole Seaman for everything!
  2. cbrach

    Errors Found in Study Materials P2.T5. Market Risk (OLD thread)

    Hi @David Harper CFA FRM In the formula sheet page 21, it looks like expected shortfall column is incorrect. It appears to be dividing by (n - 1) losses in excess of the VaR instead of n. Updated by Nicole to add image of formula sheet being referenced
  3. cbrach

    Potential error in P2.T5. MR-9: 3.2.3. Kendall's tau and concordant/discordant pairs

    Greatly appreciate the quick response. Thanks again.
  4. cbrach

    Potential error in P2.T5. MR-9: 3.2.3. Kendall's tau and concordant/discordant pairs

    Hi David, I was wondering why the numbers in columns NC and ND do not sum to 2 and 8? The attached file contains a spreadsheet with my calculation of Kendall's Tau using your example data. Thanks for your help. Best regards, Connor
  5. cbrach

    FRM Part 2 May 2017 Study Group

    Please add me. Thanks!
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