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    Indicator function - Expected shortfall

    Hi @David Harper CFA FRM, Perhaps this is a question for the broad community and I would like to ask sth. very specific about the indicator function on p.66 in Dowd's book "Measuring market risk" He writes that "the ES gives all tail-loss quantiles an equal weight, and other quantiles aweight...
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    CFA Question about CDO structure

    Hi @jsun124, It depends on the perspective. Issuer vs investor. In general, keeping everything else constant issuing more AAA CMOs for example would make the investors invested in the lower tranches worse off because the AAA-investors get their principal back first. Everything what remains...
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    Forum Links do not seem to work - RESOLVED

    Thanks @Nicole Seaman! Will be in touch tomorrow by mail. :)
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    Forum Links do not seem to work - RESOLVED

    Thank you @Nicole Seaman. Well, I can't show you more than this. What's odd is that if I click on my account I can't see my payment history (subscription) either. What's for sure is that the problem has nothing to do with my browser (Firefox), otherwise the access through my mobile would work...
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    Forum Links do not seem to work - RESOLVED

    Another random try which does not work: https://www.bionicturtle.com/posts/39313 I tried the above link with my mobile (Android) as well and I can't access it either. So it has nothing to do with my browser or internet settings.
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    Forum Links do not seem to work - RESOLVED

    Hi @Nicole Seaman, Hi @David Harper CFA FRM, thanks for trying to help but much to my regret the problem is still there saying "page not found", error 404. Page not found. 1. I go to the search function 2. Enter Jensen 3. posted by "emilioalzamora1" 4. and then randomly choose the L1.T1...
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    Forum Links do not seem to work - RESOLVED

    It is apparently not working. When I search for "Jensen" looking for one of my posts https://www.bionicturtle.com/posts/60956 which is to be found under: L1.T1.31. Sharpe, Treynor & Jensen's (Amenc) It says "page not found"
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    Bionic Beta wins the 1970s

    Hi @David Harper CFA FRM, just something funny aside from all the exam preparation. When you launched Bionic Turtle did this article somewhat influence the name "Bionic Turtle"? ;) https://www.forbes.com/sites/rickferri/2014/02/27/bionic-beta-wins-the-1970s/#55e40cf03995
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    Forum Links do not seem to work - RESOLVED

    Hi @Nicole Seaman, Thanks for looking after this! I will try out later and let you know if there is indeed still an issue. ;)
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    Forum Links do not seem to work - RESOLVED

    I looked up of my posts through the search function yesterday and none of them worked. It seemed like that they have been removed from the forum. Perhaps this was just a temporary issue...
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    Forum Links do not seem to work - RESOLVED

    Yes, indeed this happened to me yesterday as well when I wanted look up something from my historical posts here in the forum.
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    Week in Risk Week in risk (October 7th)

    Hi @David Harper CFA FRM, very impressed to get such a feedback in your "Week risk". Thank you! "terrific answer about interest rate vol for convertibles" To a certain extent some of the credit is owed to the CAIA text I have to admit :)
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    Win prizes for forum participation!!

    Hi @Nicole Seaman, what a lovely surprise this is, thank you! Have not been in touch for a while Nicole, hope you are well and had a good summer time! @David Harper CFA FRM was kind enough to share some insights about his trip to the UK. If I was aware of his visit well in advance it would...
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    Tuckman, equilibrium vs arbitrage-free

    Hi @David Harper CFA FRM, just wondering about the following: the CAIA material for level II assumes that for both (Vasicek and Ho-Lee) the short-term interest (r) is additionnaly added to the drift and diffusion term of the equation. See my attachment of the book. Where does this come from? I...
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    David is on vacation August 1st through 12th

    Thank you for sharing your experiences in the UK, @David Harper CFA FRM. Appreciate it!
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    David is on vacation August 1st through 12th

    Hi @David Harper CFA FRM, pleased to hear that you get some well deserved days-off! Even more delighted that you decided to come to Europe (the UK). I do really like your choice of destinations, in particular because two of these locations are very close to where I studied (York > close to...
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    FAQ After Exam Questions about work experience

    Hi @sal_14, quick reply: for the FRM of course, for the CFA also. I think every sort of role in the financial industry (except HR or sth. similar which is purely unrelated to the daily financial business) should count as work experience. It also depends on your selling arguments when you...
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    FAQ After Exam Work Experience Verifying Time

    On average you have to wait at least 1 month (at minimum), can be a bit less or even more at peak times.
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    Correlation - Number of pairings

    Hi @David Harper CFA FRM, I had to think about it myself for some minutes: just wanted to share this with the community here. Let's say we have 18 assets. How many correlation pairs would we have? We could go the long road writing: Asset (A,B) Asset (A,C) Asset (A,D) ... ... Asset (B,C) etc...
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    FAQ After Exam Is every certified FRM/ERP can be found in the GARP directory?

    Hi @brian.field Long time no hear. Seems you have been quite busy with your daily grind recently.? (Sitting for the PRM in the near future; need to do sth to stay up-to-date with the stuff) Well, you never know....it could easily happen that some people pretend to be a certificate holder...