What's new

# CourseErrors Found in 2021 Study Materials P2.T5. Market Risk

#### Nicole Seaman

##### Director of FRM Operations
Staff member
Subscriber
Please use this new thread to let David and I know about any errors, missing/broken links, etc. that you find in the 2021 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: Our Practice Question sets already have links to their specific forum threads where you can post about any errors that you find. This thread is for any other materials (notes, spreadsheets, videos, etc.) where you might find errors.

Information needed for us to correct errors:

• Reading
• Page number
• Error

#### FRMNinjaLeonardo

##### New Member
Subscriber
On p.59 of the notes for T5 R5 Tuckman's ch9, the model highlighted in blue is wrong

#### blackbread

##### New Member
Subscriber
Page 70 of the notes for P2.T5 Tuckman chapter 10, starting node of the interest rate tree diagram shows the natural logarithm of the rate rather than the initial rate itself.

#### Ellie_10

##### New Member
Subscriber
On page 34 of the notes for T5.R1 Dowd Chapter 7:

Describe the peaks-over-threshold (POT) approach

Formula 7.18:

I believe it should be Pr{X-u<= x | X > u}

#### kchristo

##### New Member
Subscriber
In T5-R1-P2-Dowd, under "Define coherent risk measures.", the definition of positive homogeniety refers to X and Y in the image but only X in the text. (P10)

#### Branislav

##### Member
Subscriber
Dear @Nicole Seaman , regarding Hull, Chapter 18. Fundamental Review of the Trading Book study note, I think square root of ten is missing in VaR formula.

kind regards

Replies
14
Views
398
Replies
2
Views
194
Replies
4
Views
539
Replies
3
Views
279
Replies
6
Views
212