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Nicole Seaman
Udemy | Online Courses
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Nicole Seaman
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2020 Part 1 New and Updated Published Materials
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P1.T1.20.8. Modern portfolio theory (MPT)
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David Harper CFA FRM
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How to Fix the FRM: David's 2018 Memo to the FRM Committee and GARP's Board of Trustees
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Nicole Seaman
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2020 Part 2 New and Updated Published Materials
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Nicole Seaman
P1.T1.20.13 Enterprise Risk Management (ERM): scenario analysis and behavioral concepts
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Nicole Seaman
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IMPORTANT New May 2020 Exam Date Released
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Exam Feedback November 2019 Part 2 Exam Feedback
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Nicole Seaman
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IMPORTANT PLEASE READ: Publishing Process for 2020
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Nicole Seaman
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IMPORTANT COVID-19 - Update from GARP Regarding May 2020 Exam
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Latest resources

Resource icon David Harper CFA FRM
FRM prior Managing Credit Risk 2019-02-26
The Great Challenge for the Global Financial Markets
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Resource icon David Harper CFA FRM
FRM prior Measuring and Managing Credit Risk by de Servigny 2004
Quantitative approaches for default risk
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2018 Part 2 GARP Practice Exam Nicole Seaman
Practice Part 2 (P2) 2018 Part 2 GARP Practice Exam 2019-01-24
2018 Part 2 GARP Practice Exam
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2018 Part 1 GARP Practice Exam Nicole Seaman
Practice Part 1 (P1) 2018 Part 1 GARP Practice Exam 2019-01-24
2018 Part 1 GARP Practice Exam
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2019: R78 - Kopp, Cyber Risk, Market Failures, and Financial Stability Nicole Seaman
FRM reading 2019: R78 - Kopp, Cyber Risk, Market Failures, and Financial Stability v1
IMF Working Paper 2017
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Part 1 - 2019 Curriculum Analysis Spreadsheet Nicole Seaman
Syllabus Part 1 - 2019 Curriculum Analysis Spreadsheet v1
Part 1 - 2019 Curriculum Analysis Spreadsheet
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Part 2 - 2019 Curriculum Analysis Spreadsheet Nicole Seaman
Syllabus Part 2 - 2019 Curriculum Analysis Spreadsheet v1
Part 2 - 2019 Curriculum Analysis Spreadsheet
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2019 FRM Learning Objectives Nicole Seaman
Syllabus 2019 FRM Learning Objectives v1
2019 GARP FRM Learning Objectives
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2019 GARP FRM Study Guide Nicole Seaman
Syllabus 2019 GARP FRM Study Guide v1
2019 GARP FRM Study Guide
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2018 GARP FRM Study Guide Nicole Seaman
Syllabus 2018 GARP FRM Study Guide 2018-01-08
Official GARP FRM Study Guide for 2018
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Latest profile posts

O
Hello. Hope you and your family stay healthy. Kindly provide me answer posted below

Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding). Assume that defaults can take place every year (immediately before coupon payment) and the recovery rate is 50%.
Nicole Seaman
Nicole Seaman
Hello @owias. We do not provide one-on-one support to any of our members. I see that you posted this question in the forum already so we ask that you please be patient. We do our best to answer questions in a timely manner, however, we also need to make sure we are supporting our paid members first with updated materials and answers to their questions so you will not always receive a reply immediately.
S
Hello David, can you help me solve this question?

Consider a ten-year mortgage loan secured by residential real estate, with an EAD of Euro 250,000 and an estimated LGD of 10 %. Supposing the customer’s PD is 2%, compute the capital requirement under the Basel II IRB approach, the standardized approach of Basel II, and under Basel I? Please explain step by step
Max Melkin
I'm a business analyst for the market/credit risk simulation (CVA/PFE) unit in a bank's investment department
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