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  1. R

    Probability - Conditional Independence

    @David Harper CFA FRM , can you please share an example of the below case if possible? Events can be conditionally independent yet unconditionally dependent. Events can be conditionally dependent, yet independent! [Chapter 1: Fundamentals of Probability, Study Notes, Pg. 5] It will be easy to...
  2. Elizabeth_Babalola

    Hypothesis about the difference between two population means.

    Hi @David Harper CFA FRM I am having a hard time understanding the calculations here: My confusion lies in how 0.78 and 1.02 was gotten. Kindly assist. Edited by Nicole to note: This is referencing QA-6 (Chapter 6) study notes starting on page 28.
  3. Nicole Seaman

    P2.T9.907. The impact of fintech innovations on payment services and the changing landscape of investments (Gomber)

    Learning objectives: Describe how fintech innovations have begun to leverage the execution and stakeholder value associated with payments settlement, cryptocurrencies, blockchain technologies, and cross-border payment services. Examine the issues with respect to investments, financial markets...
  4. J

    Credit exposure

    Hi @David Harper CFA FRM Gregory, Chapter 7: Credit Exposure and Funding In the below table, You have explained the impact of collateral on the exposure amount. E.g Future value is 25 in scenario 1 with no collateral it means we have receivable of 25 from counterparty but if we have posted...
  5. F

    Jorion EOC PQ - Chapter 6, Question 10

    Hello, Was there end of chapter 6 Q&A discussion? It is challenging to find out how to crack Question 10 since the references made in the question are simply non-existent (no table 6. 5, no equation 6.4). Could you please help? Thanks
  6. V

    R13-P1-T2- Miler Page 35 Question- Calculating Covariance & Correlation

    Can someone explain how mean & variance have been calculated in this example?
  7. L

    Copula functions (Meissner)

    Hi David, I am unclear on how deep we need to go to cover the GARP requirements on the Gaussian copula function (e.g. 505.3). Also, in trying to get some depth, I wanted to clarify this narrative. I am sure I have gaps in stringing it together. In terms of building blocks, I have seen a single...
  8. D

    what is a z table

    Hi. I bumped into this gem and found it to be very clarifying. However I wanted to make sure there was no mistake here. https://www.bionicturtle.com/what-is-a-z-table/ On the left hand graph (the distributions) shouldn't the title read Pr(z<=1.35) = 91.15? The graph on right probably needs...
  9. Nicole Seaman

    Errors Found in Study Materials P1.T3. Financial Markets & Products

    Please use this thread to let David and I know about any errors, missing or broken links, etc. that you find in the materials that are published in the study planner under P1.T3. Financial Markets & Products. This will keep our forum much more organized. We appreciate your cooperation! :)...
  10. Nicole Seaman

    Errors Found in Study Notes P2.T10. Current Issues

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P2.T10. Current Issues. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE: Our...
  11. Nicole Seaman

    Errors Found in Study Materials P2.T9. Investment Management

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P2.T9. Investment Management. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE...
  12. R

    Errors Found in Study Materials P2.T7. Operational & Integrated Risk

    Hi David, hi Nicole, I think there are several typos in the chapter 15 "Basel I, II, and Solvency II". On p. 14 there is a table which shows risk weights for different ratings. However in the examples under the table I cannot understand why different weights are used than those in the table...
  13. Nicole Seaman

    Errors Found in Study Materials P2.T6. Credit Risk

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P2.T6. Credit Risk. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE: Our...
  14. Nicole Seaman

    Errors Found in Study Materials P2.T5. Market Risk

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P2.T5. Market Risk. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE: Our...
  15. Nicole Seaman

    Errors Found in Study Materials P1.T2. Quantitative Methods

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P1.T2. Quantitative Methods. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE...
  16. Nicole Seaman

    Errors Found in Study Materials P1.T1. Foundations

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P1.T1. Foundations of Risk. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE: Our...
  17. Nicole Seaman

    Errors Found in Study Materials P1.T4. Valuation & Risk Models

    Please use this thread to let David and I know about any errors, missing/broken links, etc. that you find in the materials that are published in the study planner under P1.T4. Valuation & Risk Models. This will keep our forum much more organized. We appreciate your cooperation! :) PLEASE NOTE...
  18. Dr. Jayanthi Sankaran

    Q 2 Pg 40 Stock Chapter 7: Hypothesis Testing/Confidence Intervals - Multiple regression

    Hi David, I am having problems in computing the F statistic for the above: 2. Following is an estimated regression, with includes standard errors: Price (caret) = 119.2 + 0.485 BDR + 23.4 Bath + 0.156 Hsize + 0.002 Lsize - 0.090Age - 48.8 Poor...
  19. R

    FRM Handbook Example 23.9: FRM Exam 2008 Q 3-31

    the question is: Helman Bank has made a loan of USD 300m @6.5% per annum. Helman enters into a Total Return Swap under which it will pay the interest on the loan plus the change in the MtM value of the loan, and in exchange Helman will receive LIBOR + 50 bp. Settlement payments are made...
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