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Formula sheet FRM 2

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber

jaivipin

Active Member
Subscriber
Page 88 of Formulas for Part 2 - Liquidity Coverage Ratio. Extra '-' sign and some spaces missing.

Thx
 

jaivipin

Active Member
Subscriber
Hi Nicole,

Wondering are you going to add more formulas as well ? Or just going to fix issues?

Thanks
 

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Hi Nicole,

Wondering are you going to add more formulas as well ? Or just going to fix issues?

Thanks
Hello,

David is going through the entire formula sheets to completely update them so no he is not just fixing the issues.

Thank you,

Nicole
 

pascalb

New Member
Hello, I believe there are a few mistakes in the P2 formula sheets

p.11 - the bottom node should it not be "-2*std*sqrt(dt); the top node is correct

p.12 - second last bullet, the math gets me to 4.665% not 5.665%

Let me know

txs Pascal
 
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