Your first thoughts on the exam part 1

I could recollect some questions

Qn on responsibility of the board....answer seems to be increase in share holder value.

..Var calculations.....3 qns...10 day..1day var..

.simple questions on continuous & discrete compounding...

one question where different rates were give annual..semi annual..quarterly compounding...& was asked which is the highest.

..qn each on EXPECTED LOSS & ADJUSTED EXPOSURE....

straight forward questions on jensens alpha & CAPM

2Qns on binomial trees...1qn..I did not find the correct answer where the strike rate was 40..stock price was 50...American put...2step model 1year...pls let me know the answer if anyone can re collect

garp code of conduct....experienced analyst asked to prepare a model for india & china...the analyst informs the board that he its not aware of the markets so will take time.....

Data quality...business impact process

Communication failure qn....in the presentation analyst fails to explain..can't remember

3Fund portfolio graph...4portfolios ...asked which portfolio has all the 3 funds (small/mid/large cap)....efficient portfolio..was confusing

Probability 2 questions ....1 qn...80% both will default....if1 default..70% chance other will default..what is the probability of no default?

T statistic...confidence interval was asked..simple