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Financial Risk Manager® (FRM). Free resource
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P2.T5. Market Risk (25%)
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Course Errors Found in 2024 Study Materials P2.T5. MarketRisk
Nicole Seaman
Apr 24, 2024
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2
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909
Aug 17, 2024
Clay Carter
Clean and Hypo PnL for Backtesting
Shau_2207
Sep 18, 2024
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0
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180
Sep 18, 2024
Shau_2207
N
Backtesting Var models
NAndr5521
Jul 4, 2024
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2
Views
358
Jul 4, 2024
NAndr5521
N
R
Short Equity T + long Mezzannine T (correlation impact?)
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Feb 16, 2017
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17
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Jun 14, 2024
Clay Carter
A
Practice question 3 - Backtesting VaR
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May 13, 2015
Replies
18
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10K
May 5, 2024
David Harper CFA FRM
Locked
Errors Found in 2023 Study Materials P2.T5 Market Risk
Nicole Seaman
Mar 7, 2023
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15
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3K
Apr 23, 2024
David Harper CFA FRM
Science of Term Structure- Arbitrage pricing multiple periods
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Feb 4, 2023
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Feb 24, 2024
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Instructional Videos Access
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Feb 20, 2024
Nicole Seaman
A
Chapter 7 Correlation Basics EOC question answers missing
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Jan 22, 2024
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0
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338
Jan 22, 2024
AUola2165
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VaR of a Portfolio of Bond Futures (spread trade)
jortiz12
Nov 3, 2023
Replies
3
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698
Nov 17, 2023
gsarm1987
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GARP.FRM.PQ.P2
2016 Practice exam q 64 volatility smile (garp16-p2-64)
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Nov 12, 2016
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19
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9K
Sep 8, 2023
gsarm1987
P
jorion chapter 11 mapping var
Pflik
Apr 13, 2014
2
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38
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May 15, 2023
jchun8523
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GARP 2017 Practice Exam Q17 (Part 2)
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May 14, 2023
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608
May 14, 2023
yLam4028
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Query - Accrued Interest & Invoice Price
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Oct 14, 2007
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1K
May 1, 2023
Nicole Seaman
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Study Notes and Vital Source
prianthar
Apr 16, 2023
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583
Apr 16, 2023
prianthar
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Fixed income mapping
Imad
Oct 29, 2012
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16
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8K
Apr 14, 2023
Vedshah3949
V
D
Lognormal VaR < normal VaR
dla00
Feb 28, 2023
Replies
1
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891
Mar 1, 2023
David Harper CFA FRM
Locked
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Errors Found in 2021/2022 Study Materials P2.T5. Market Risk
Nicole Seaman
Jan 22, 2021
2
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22
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5K
Feb 21, 2023
Shau_2207
S
[VaR Mapping] Cash-Flow Mapping
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Feb 20, 2018
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Feb 19, 2023
yLam4028
Y
Science of term structure CMT swap
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Jan 28, 2023
Replies
1
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538
Jan 28, 2023
gsarm1987
M
Delta of a forward chart
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Nov 13, 2022
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720
Nov 21, 2022
mbbx5va2
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F
Explain Correlation-weighted HS example
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Oct 13, 2022
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1
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773
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David Harper CFA FRM
A
OAS Spread questions
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Sep 16, 2022
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591
Sep 16, 2022
ACosi0578
A
S
Vasicek model recombining tree
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Jul 27, 2018
Replies
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4K
Jul 23, 2022
David Harper CFA FRM
X
CDS on the Senior tranche of the CDO with tranche correlation
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May 15, 2022
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1
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1K
May 16, 2022
David Harper CFA FRM
M
Vasicek model used to derive the UL
MZHAO0430
Apr 23, 2022
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0
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704
Apr 23, 2022
MZHAO0430
M
H
CDO Tranche Spreads with respect to Correlation between Assets in CDO
HHo0951
Feb 26, 2022
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2
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Feb 27, 2022
HHo0951
H
G
VaR Mapping - Diversified VaR
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Oct 21, 2018
Replies
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Jan 27, 2022
David Harper CFA FRM
T
Jorion, Chapter 11: VaR Mapping
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Jan 16, 2022
Replies
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Jan 16, 2022
Torsleno
T
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Lognormal VaR formula on FR_T5_pq_final video lesson
Randy Moon
Jan 8, 2022
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1K
Jan 9, 2022
Randy Moon
R
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Bond Basis Delta
giraffe
Jan 7, 2022
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1K
Jan 7, 2022
giraffe
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