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

    Hi @Nicole Manley, I think Tuckman, page 41 has got a sign error in the tree. The last time point lowest term: I think it should be r0 + 2 Lambda dt - 2 sigma squareroot dt (consistent to Model 1, page 40).
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    Hello David, what do you think about the testability of Basel I, II and Solvency II since the...

    Hello David, what do you think about the testability of Basel I, II and Solvency II since the regulations are obsolete?
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