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The Great Challenge for the Global Financial Markets
Quantitative approaches for default risk
2018 Part 2 GARP Practice Exam
2018 Part 1 GARP Practice Exam
IMF Working Paper 2017
Part 1 - 2019 Curriculum Analysis Spreadsheet
Part 2 - 2019 Curriculum Analysis Spreadsheet
2019 GARP FRM Learning Objectives
Official GARP FRM Study Guide for 2018
Latest profile posts
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Soraya wrote on David Harper CFA FRM's profile.
Could you please help me to understand how did you extract the spot rates in the exemple of
the Summarize how to map a fixed income portfolio into positions of standard instruments.
Instructional Video: Jorion, Chapter 11: VaR Mapping
Sincerely,
Soraya
1.what is different between Regulatory CVA and CVA under accounting and pricing?
I found some literatures that define CVA under accounting as, capital that cover expected losses due to CVA volatility while some say, is the cost of credit risk? which is which?
2. The CVA under Basel III, is being replaced by FRTB-CVA or being complemented?
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annaleevance2000 wrote on David Harper CFA FRM's profile.
I would like to thank you for this platform:) I am 19 years old, and in my 2nd year in college. I took financial accounting and corporate finance, and am a math major (I have done calc 3). Is it common for students like me to take the FRM? Cause I love this stuff (I spend upwards of 8 hours daily working through the material) but I'm so, so overwhelmed.... I plan to take the Oct/Nov exams. Any advice?
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