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  1. David Harper CFA FRM

    WIFE Week in Risk (July 1st)

    New Practice Questions P1.T4.810. Spectral risk measures, especially Expected Shortfall (ES) (Dowd Ch.2) https://trtl.bz/2yI9RFq P2.T7.803. Standardized Measurement Approach (SMA) to Operational Risk https://trtl.bz/2MrpDGw New YouTube videos Forecast volatility with GARCH(1,1) (FRM T2-24)...
  2. David Harper CFA FRM

    WIFE Week in Risk (June 24th)

    New Practice Questions P1.T4.809. Coherent risk measures (Dowd Ch.2) https://trtl.bz/2K4hp6I P2.T7.802. Risk appetite framework (RAF) https://trtl.bz/2IaWVXY New YouTube videos Volatility: GARCH 1,1 (FRM T2-23) https://trtl.bz/2JQufJy Cost of Carry: convenience yield (FRM T3-16)...
  3. David Harper CFA FRM

    WIFE Week in Risk (June 17th)

    Thank you @Nicole Seaman for cataloging our practice question in an Airtable (we hope this might eventually develop into a helpful supplementary tool, given we have over 4,000 practice questions in our database)! https://www.bionicturtle.com/bionic-turtles-practice-questions/ New practice...
  4. David Harper CFA FRM

    WIFE Week in Risk (June 10th)

    New Practice Question (David resumed writing fresh questions last week, they will publish on Monday and Wednesday) P2.T7.800. Principles for the sound management of operational risk: governance...
  5. David Harper CFA FRM

    WIFE Week in Risk (June 3rd)

    In the Forum May 2018 FRM Exam feedback, Part 1 https://www.bionicturtle.com/forum/threads/may-2018-part-1-exam-feedback.13918/ May 2018 FRM Exam feedback, Part 2 https://www.bionicturtle.com/forum/threads/may-2018-part-2-exam-feedback.13919 Goodbye LIBOR, Hello SOFR (courtesy of @QuantMan2318...
  6. David Harper CFA FRM

    WIFE Week in Risk (May 13th)

    In the forum (selected only) [Exam] Sharing mock/practice exam results https://www.bionicturtle.com/forum/threads/practice-exam-scores-and-actual-exam-result.7650 [P1.T2] control variate technique https://trtl.bz/2ICTLRa [P1.T2] When the exact binomial standard error doesn't make a material...
  7. David Harper CFA FRM

    WIFE Week in Risk (May 6th)

    New YouTube The F ratio is a test of overall significance in a multivariate regression (FRM T2-20) https://trtl.bz/2IoQMvH Par yields are swap rates (FRM T3-13) https://trtl.bz/2FSR608 In the forum this week (selected only) [GARP] Another thread for practice paper errors...
  8. David Harper CFA FRM

    WIFE Week in Risk (April 29th)

    New YouTube Univariate regression: Confidence interval of slope coefficient (FRM T2-18b) https://trtl.bz/2jhv66u Adjusted R^2 (FRM T2-19) https://trtl.bz/2I0KAcY Forward rate agreement, FRA (FRM T3-12) https://trtl.bz/2HFKOHe Forward rate agreement: hedge as seller/buyer (FRM T3-12b)...
  9. David Harper CFA FRM

    WIFE Week in Risk (April 22nd)

    New YouTube Regression: significance test of slope coefficient (FRM T2-18) https://trtl.bz/2qQIWRq Regression: Excel's linest array function and its goodness-of-fit measures (FRM T2-19) https://trtl.bz/2HGjxDG Forward rates are implied by zero rates (FRM T3-11) https://trtl.bz/2Hk8rAx In the...
  10. David Harper CFA FRM

    WIFE Week in Risk (April 15th)

    New YouTube Regression: R-squared (FRM T2-17) https://trtl.bz/2H17tgB Yield to Maturity Interpretations (FRM T3-10) https://trtl.bz/2Ho2Hcl and Yield to Maturity: Brief explanation (FRM T3-10b) https://trtl.bz/2qzAEgG In the Forum (selected only) [P1.T2] Beta is correlation scaled by...
  11. David Harper CFA FRM

    WIFE Week in Risk (April 8th)

    New YouTube Linear regression: OLS coefficients minimize the SSR (FRM T2-15) https://trtl.bz/2GLlM4O Regression: standard error of regression (SER, FRM T2-16) https://trtl.bz/2ICXNoQ Interest rates: compound frequencies (FRM T3-8) https://trtl.bz/2v2EiUG Theoretical price of a bond using spot...
  12. David Harper CFA FRM

    WIFE Week in Risk (March 25th)

    New YouTube Linear regression: Sample Regression Function (SRF, FRM T2-14) https://trtl.bz/2ukBMsT Futures contracts to neutralize (or alter) equity beta (FRM T3-7) https://trtl.bz/2GwhDVy In the forum (selected) [Prep strategy] @lRRAngle asks a good question about techniques for revising...
  13. David Harper CFA FRM

    WIFE Week in Risk (March 18th)

    Practice Questions P1.T4.806. Putting value at risk (VaR) to work (Allen Ch.3) http://trtl.bz/2Htp64C P2.T9.807. The role of culture in the financial industry (Lo) http://trtl.bz/2tLddVD YouTube Type I versus II error and power (FRM T2-13) http://trtl.bz/2tYbc8u Minimum variance hedge (FRM...
  14. David Harper CFA FRM

    WIFE Week in Risk (March 11th)

    New practice questions P1.T4.805. Linear and non-linear derivative value at risk (VaR) (Allen) http://trtl.bz/2HgL3nt P2.T9.806. FinTech credit markets http://trtl.bz/2Hj2fsr New YouTube The p value is the exact significance level (FRM T2-12) http://trtl.bz/2GiP4Io Basis risk is about an...
  15. David Harper CFA FRM

    WIFE Week in Risk (March 4th)

    New practice questions P1.T4.804. Value at risk (VaR) estimation approaches (Allen) https://www.bionicturtle.com/forum/threads/p1-t4-804-value-at-risk-var-estimation-approaches-allen.13701/ P2.T9.805. The bank/capital markets nexus goes global (Song Shin)...
  16. David Harper CFA FRM

    WIFE Week in Risk (February 25th)

    New practice questions P1.T4.803. Quantifying volatility in value at risk (VaR) models (Allen)http://trtl.bz/2sStms1 P2.T9.804. Central clearing and risk transformation (Cont) http://trtl.bz/2sTq1ZI In the forum this week (selected only) [P1.T3] What is the implication of liquidity preference...
  17. David Harper CFA FRM

    WIFE Week in Risk (February 18th)

    Some of the new content this week New P1 Practice Question: P1.T4.802. Stress Testing and Other Risk Management Tools (Siddique) https://www.bionicturtle.com/forum/threads/p1-t4-802-stress-testing-and-other-risk-management-tools-siddique.13507/ New P2 Practice Question: P2.T9.803. Machine...
  18. David Harper CFA FRM

    WIFE Week in Risk (November 12th)

    New practice questions P1.T2.713. Uniform, binomial, Poisson distributions (Miller Ch.4) http://trtl.bz/2jp1GX7 P2.T5.712. Backtesting value at risk (VaR) exceptions http://trtl.bz/2yJIytN YouTube Information ratio (FRM T1-11) http://trtl.bz/2AElOrH Downside risk measures: semi-deviation...
  19. David Harper CFA FRM

    WIFE Week in Risk (November 5th)

    New practice questions P2.T5.711. Age-, volatility-, correlation-weighed and filtered historical simulation (HS) approaches http://trtl.bz/2yoxodP P1.T2.712. Skew, kurtosis, coskew and cokurtosis (Miller, Chapter 3) http://trtl.bz/2z9IX8k New YouTube Capital asset pricing model (CAPM, FRM...
  20. David Harper CFA FRM

    WIFE Week in Risk (ending October 29th)

    New practice questions P1.T2.711. Covariance and correlation (Miller, Ch.3) http://trtl.bz/2yW4ZLG P2.T5.710. Bootstrap historical simulation and non-parametric density estimation (Dowd, Ch.4) http://trtl.bz/2z3EDH4 New YouTube videos How the portfolio possibilities curve (PPC) illustrates...
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