P1.T4. Valuation & Risk Models (30%)

Nicole Seaman
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Course 2025 - Errors in BT Materials - Topic 4 Valuation & Risk Models
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2
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785
Nicole Seaman
Nicole Seaman
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Expected - / Unexpected Loss and Economic Capital
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5
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9K
Clay Carter
Clay Carter
Nicole Seaman
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Errors Found in 2024 Study Materials P1.T4. Valuation & Risk Models
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1
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3K
KArno4379
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A
spectral risk measure weighting
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1
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531
gsarm1987
gsarm1987
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Var example explanation
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1
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486
gsarm1987
gsarm1987
A
Efficient frontier
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1
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499
andrnev
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Difference between DV01 and Duration
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10
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111K
David Harper CFA FRM
David Harper CFA FRM
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Trying to understand the key rate contributions calculation
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2
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616
kc
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Terminology of key-rate exposures, Partial '01s, key rate 01s (KR01s)
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6
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1K
gsarm1987
gsarm1987
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Taylor series approximation - why does it overstate a long call/put option VaR?
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3
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1K
sugnjin
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B
Understanding local currency
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1
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623
gsarm1987
gsarm1987
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Understanding discount factor
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1
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520
gsarm1987
gsarm1987
B
Understanding reduction in market liquidity and exposure valuation
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1
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524
gsarm1987
gsarm1987
F
P1.T4 Ch 6. X percentile for capital calculation
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1
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584
gsarm1987
gsarm1987
A
N(d1) option delta (Instructional Video: Option Sensitivity Measures: The “Greeks”)
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3
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729
David Harper CFA FRM
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 13.14
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2
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630
David Harper CFA FRM
David Harper CFA FRM
A
P1.T4. EOC 12.6 and 12.9
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1
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695
David Harper CFA FRM
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 10.14.
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1
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562
David Harper CFA FRM
David Harper CFA FRM
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How to calculate ES (P1.T4.EOC 1.17 and P1.T4.EOC 2.5)
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1
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772
David Harper CFA FRM
David Harper CFA FRM
A
P1.T4 "Valuation & Risk Model" EOC 1.15.
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0
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612
AUola2165
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H
Duration - Convexity graph
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2
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889
HFlei5545
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GARP.FRM.PQ.P1 Mean of a log-normal distribution
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0
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734
GBach8841
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Eustice_Langham
Binomial Tree - Question
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9
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3K
TEkaz8632
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Expected shortfall (ES) -- GARP's EOC Question 1.19
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3
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2K
inderjeet.chandnani
inderjeet.chandnani
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Rationale for issuing zero coupon bonds
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5
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1K
Sixcarbs
Sixcarbs
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Square Root Rule with Mean Reversion & AutoCorrelation - VaR & Volatility
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18
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19K
yLam4028
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Sixcarbs
Monotonicity
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9
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3K
enjofaes
enjofaes
P
Limitations of the Delta- Normal approach
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2
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587
Sixcarbs
Sixcarbs
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Pricing Bonds Between Coupon Dates
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3
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1K
David Harper CFA FRM
David Harper CFA FRM
J
Treasury Yield Curve
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2
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907
JAbdo9644
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JMars7424
Comparing Rates Of Different Maturities
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2
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767
David Harper CFA FRM
David Harper CFA FRM
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