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  1. J

    Exam Feedback November 2018 Part 1 Exam Feedback

    Great! I passed too. Thank you , especially to @@David Harper CFA FRM and @@Nicole Seaman for your support. :-)
  2. J

    Value at risk (VAR)

    A new quantitative analyst, has been asked by the porfolio manager to calculated the portfloio 1 day 98pct value at risk measure beased on the past 100 trading days, what will this be if the worst 5 losses in the past 100 trading days are 316M, 385m, 412M, 422m & 485 M in USD? Which be the...
  3. J

    Frm level 1 November 2018

    Hi Please, add me as well. Phone number 0034675825937 Thank you
  4. J

    equity swap

    many thank , flashback
  5. J

    equity swap

    please, someone could explain me the result of this question: A bank holds USD 60 USD worth of 10 yera 6,5% coupon bonds that are trading at the clean Price of 101,82.The bank is worried by the exposure due to these bonds but cannot unwind rhe position for fear of upsetting the...
  6. J

    The price sensitivity of bonds is measured using convexity, duration..

    Please, could you anyone explain me why the convexity increase at an increasing rate as duration increase. I think that the duration should be decrease at an increasing rate. Best regards