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Financial Risk Manager® (FRM). Free resources
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P1.T4. Valuation & Risk Models (30%)
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About Scenario Analysis
Phoebe
May 1, 2012
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2
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2K
Apr 24, 2021
aimjo
A
G
Fat Tail Query
govigovi
Apr 18, 2021
Replies
1
Views
1K
Apr 18, 2021
nc27
N
T
VaR & ES
Tingarii
Apr 14, 2021
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0
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1K
Apr 14, 2021
Tingarii
T
F
EP1.T4.Explain why VaR is not a coherent risk measure
fleurlys
Mar 8, 2021
Replies
1
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989
Mar 8, 2021
Rblc
R
Binomial Tree American Put example
Eustice_Langham
Mar 6, 2021
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0
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1K
Mar 6, 2021
Eustice_Langham
P
Question about Binomial Trees
Pandeyg
Feb 21, 2021
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1
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1K
Feb 22, 2021
David Harper CFA FRM
E
P1.T4 Ch 6 Credit Risk & Capital Modeling
etzaros
Feb 14, 2021
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1
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2K
Feb 18, 2021
David Harper CFA FRM
A
P1.T4.Credit Risk Measures
anastasia0908
Jan 29, 2021
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0
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1K
Jan 29, 2021
anastasia0908
A
Locked
Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)
Nicole Seaman
Aug 5, 2015
2
3
4
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69
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22K
Jan 22, 2021
Nicole Seaman
R
Key Rate Shift Techniques Chapter 13 Testability?
Rblc
Jan 11, 2021
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2
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874
Jan 13, 2021
Rblc
R
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P1.T4.Ch1.Q13
Harshita Phalor
Jan 12, 2021
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1
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960
Jan 13, 2021
David Harper CFA FRM
J
T4.ch1.pg14: VaR trend with holding period
Jaskarn
Jan 8, 2021
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3
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866
Jan 12, 2021
David Harper CFA FRM
T
Options Greeks
thanhtam92
Nov 15, 2020
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0
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925
Nov 15, 2020
thanhtam92
T
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Law of one price
atandon
May 5, 2012
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10
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8K
Nov 15, 2020
sohinichowdhury
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reinvestment risk
narayananvenkat
Oct 1, 2009
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8
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4K
Nov 14, 2020
David Harper CFA FRM
L
Capital Adequacy Ratio Calculation
LilAnlucia
Oct 25, 2020
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1K
Oct 25, 2020
LilAnlucia
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Expected shortfall formula
Jason
Oct 23, 2020
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2
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1K
Oct 23, 2020
Jason
J
D
VRM Ch.11 Bond Yields
dtammerz
Oct 18, 2020
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2
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942
Oct 19, 2020
dtammerz
D
M
Day counts
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Oct 17, 2020
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2
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1K
Oct 18, 2020
mbbx5va2
M
D
Standard Deviation of Credit Losses
dtammerz
Oct 12, 2020
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Oct 12, 2020
dtammerz
D
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Difference in GARP vs BT Binomial calculation of "u" and "d"
nicholasjalonso
Oct 5, 2020
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Oct 8, 2020
nicholasjalonso
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F
Interest Rate Swaps (Key Rate Duration)
flawless21
Jul 27, 2018
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4
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Oct 7, 2020
td00553150
T
F
Book 4 Chapter 11: Page 7 Spreads tuckman example
finhoe
Oct 7, 2020
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778
Oct 7, 2020
finhoe
F
F
P1.T4.Ch4 - Loss Severity in GARP
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Oct 4, 2020
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868
Oct 4, 2020
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BSM model and Continuous vs Discrete Dividends
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Oct 3, 2020
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Oct 3, 2020
Eustice_Langham
M
ULC
MagnusNordzell
Sep 28, 2020
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Sep 28, 2020
David Harper CFA FRM
N
Compute Delta
nicholasjalonso
Sep 27, 2020
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Sep 27, 2020
nicholasjalonso
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A
P1.T4. Chapter 6
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Sep 20, 2020
Replies
2
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878
Sep 21, 2020
Apm
A
P
Probability function
Pooja kataria
Sep 18, 2020
Replies
2
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Sep 18, 2020
David Harper CFA FRM
M
Help me understand something about portfolio VaR calculations?
myndelsg
Sep 3, 2020
Replies
0
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962
Sep 3, 2020
myndelsg
M
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