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    VaR Analysis....

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    Article: Ruling on Argentina Gives Investors an Upper Hand

    Here's an interesting article on a recent ruling regarding the restructuring of Argentina's sovereign debt: http://www.nytimes.com/2014/06/20/business/economy/ruling-on-argentina-gives-investors-an-upper-hand.html Not totally sure about the potential ramifications of this ruling, but according...
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    Can't print all the pages from the Part 2 Formula Sheet file

    Hi David, I posted this message in a another, and think it may have been lost with all the chatter that was going on. I've been trying to print the part 2 formula sheet and am having a problem printing pages 73-111 (I could not attach the file because its too large). Apparently, there is a...
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    Article: Feds Reject Citigroup Dividends...after stress test results

    Here's an interesting article for anyone who's interested: http://www.garp.org/risk-news-and-resources/risk-headlines/story.aspx?newsid=72763&utm_source=informz&utm_medium=email&utm_campaign=TEST To me, it really puts the huge importance of risk management in perspective and confirms that I'm...
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    FRM Part 2 Topic Review Video Series

    Hi David, I've been viewing the "Topic Review" videos and realize that they were created during the 2012 exam year. Specifically, I recently view the "Operational Risk" and in it you mentioned your expectation, at the time, was that questions on Model Risk would be tame. It's 2014 now, so I'm...
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    Link to Learning Spreadsheet is not working

    David, While reviewing the explanation to one of your questions (from R32.P2.T5.Dowd - see Question #4 on Page #22), I tried to access the link you provide but it doesn't work. Can you provide the learning spreadsheet for this question? Thanks, Charles
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    Conversation Feature on BT Forum

    Hi David, I tried to start a conversation with you, but I'm not sure if that feature works for users. Is the conversation feature working? If not, I would be happy to sen you my question as a thread. Let me know. Thanks, Charles
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    Recommendation on the Official FRM Part 2 Exam Readings

    Hi David, I just registered for the FRM Part 2 Exam and am ready to get going on my preparation for the exam. I also purchased the BT Part 2 Professional Exam Prep Package as it will be my main source for exam prep. However, I'm on the fence about purchasing the official GARP FRM Part 2 Exam...
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    Exam Day!!!

    Hi David, How are you today? Well, I took the exam this morning. And, I'm a little disappointed in myself. I forgot to bring my watch with me and had no way to track my time. I ended up having to guess on the last 10 or so questions. Up until that point, I felt I was tracking in the...
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    Mock Exams

    Hi David, I believe I read in one of your thread messages that Suzanne (or someone) is preparing mock exams. Is this correct? If so, do you know when the mock exam(s) will be available? I think I've gone through all of the current practice questions at least once. I am beginning to feel...
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    Tracking Error Question

    Hi David, I have been doing the GARP practice questions recently, and I encountered one, on tracking error calculation, that really has me perplexed (see attached). According to the explanation, the correct answer is "c" 3.05%. But, when I performed the calculation (on my calculator and via...
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    Multi-Factor Risk Measurement and Hedging of Bond Portfolios

    Hi David, First, I have no practical experience with bonds or bond portfolios. So, in reading Tuckman Chapter 5 (Multi-factor Risk Metrics and Hedges), I am totally confused on the portion where he explains how to measure and hedge against key rate exposures. I am referring to pages 133 & 134...
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    Learning Spreadsheet for Saunders, Chapter 14: FX Risk

    Hi David, Are there any learning spreadsheets created for the examples in the FX Risk chapter (Saunders)? I am struggling with how the $104.22US and 4.22% were calculated (see attached screenshot with highlighted values). Thanks, Charles
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    Live Review Session

    Hi David, I'm not sure, but I believe you will issue "focused review" videos for the upcoming exam. Is this correct? If so, this is great. However, it would be even better if you held a live review session as well. That said, are you planning to hold a live review or Q&A session so that...