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1. ### Exam Feedback FRM Part 2 (November 2014) Exam Feedback

I passed too....3-3-1-1-1
2. ### Exam Feedback FRM Part 2 (November 2014) Exam Feedback

It also had AMA, credit VAR calculation, market var + stressed var, cut off calculation at 95%, one question on MF global, LDA . The questions were not easy to understand & interprete. The given choices were very confusing.
3. ### Exam Feedback FRM Part 2 (November 2014) Exam Feedback

I found it very difficult. Almost 60% questions were unexpected. Around 7-8 questions were in SCDS which I found difficult. One was on LCR, on leverage ratio and ARACOC. Even MBS and volatility smile questions were very tricky. GARP practise questions didn't do any justice. I had prepared well...
4. ### Operational risk_Solvency II vs Basel 3

Hi David, I was reading last FRM part 2 exam feedback & somebody mentioned that Garp asked about Solvency II. Can you please provide link for the Solvency II material. Thanks, Sharda
5. ### R38.P2.T6 Malz_Credit Risk

Thanks David, the above link, helps.
6. ### R38.P2.T6 Malz_Credit Risk

Hi David, In R38.P2.T6.Malz_v3.pdf on page 41, you have given "Number of defaults" for 0 correlation(Binomial distribution). I need to know how to calculate that. That means if n=100 & p=1% , then how to calculate "number of defaults" at 95%. Can you please let me know. Regards, Sharda
7. ### P2.T6.329. Collateral in credit exposure (Gregory 5.1)

329.1 is a 329.2 as mentioned not given sigma 329.3 not sure, but I think it should be b

9. ### Weekly trivia 4/28/14 (Duration, DV01 and convexity)

Thanks a lot! I think,I'll claim Amazon15 gift card.
10. ### Weekly trivia 4/28/14 (Duration, DV01 and convexity)

Hi, I find duration,DV01, Convexity etc little difficult concepts. My answers are: 1.b 2.c 3.a 4.c 5.c
11. ### Enter our weekly multiple choice Trivia Contest and Win!!!! (Fixed Income Basics)

1.B 2.C 3.B 4.C 5.B thanks
12. ### Shortcut to forward rates (if you have bond prices)

That means , whatever YTM comes using TI BA Plus, we need to convert to Continuous rates (as those rates are annual) and then use above formula, again we will get continuos forward rate & then that needs to be converted to annual or semiannual, right?
13. ### Shortcut to forward rates (if you have bond prices)

Hi David, Shakti, I just wanted to check with you for Forward rates: Given the 2 zero coupon bonds' price, why can't we calculate the yeild by feeding in details in calculator & then use formula for forward rate which is R (forward)=R2T2-R1T1/T2-T1?
14. ### FRM level 1 formula sheet

Thanks David for your quick response. I have noted the correction as well.
15. ### FRM level 1 formula sheet

Hi David, Suzzane, I am paid member, recently bought advanced FRM material. Just wanted to know from where I can download the FRM level 1 formula sheet? The links in the forum(older posts) are not working.