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FRM® Practice Questions (for PAID customers)
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P2.T5. Market Risk
Practice questions for Market Risk Measurement & Management
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P2.T5.412. Exotic options: forward start, compound and chooser (Hull)
Nicole Seaman
Mar 4, 2014
Replies
15
Views
577
Nov 2, 2017
David Harper CFA FRM
P2.T5.411. Implied volatility surface (Hull)
Nicole Seaman
Feb 27, 2014
2
3
Replies
50
Views
2K
Mar 22, 2024
MLee7405
M
P2.T5.410. Implied volatility smile and the implied asset distribution (Hull)
Nicole Seaman
Feb 25, 2014
2
3
Replies
57
Views
3K
Jul 25, 2024
TEkaz8632
T
P2.T5.409. Implied volatility smile (Hull)
Nicole Seaman
Feb 20, 2014
2
Replies
38
Views
2K
Nov 15, 2021
David Harper CFA FRM
P2.T5.408. Hull on overnight indexed swaps (OIS) and collateral rate adjustment
Nicole Seaman
Feb 18, 2014
Replies
7
Views
274
Apr 16, 2017
maylathant
M
P2.T5.407. Hull on overnight indexed swaps (OIS) versus LIBOR
David Harper CFA FRM
Feb 13, 2014
Replies
6
Views
255
May 10, 2017
David Harper CFA FRM
P2.T5.406. Basel on stress testing, unified risk measurement, and feedback loops (Messages)
Nicole Seaman
Feb 11, 2014
2
Replies
23
Views
1K
Nov 15, 2021
David Harper CFA FRM
P2.T5.405. Basel Committee on value at risk (VaR), expected shortfall (ES) and other risk measures
Nicole Seaman
Feb 6, 2014
Replies
12
Views
529
Jul 26, 2022
David Harper CFA FRM
P2.T5.404. Lessons on value at risk (VaR) implementation (Messages)
Nicole Seaman
Feb 4, 2014
2
Replies
20
Views
1K
Mar 24, 2023
dla00
D
P2.T5.403. Hull's volatility-weighted historical simulation approach (HW)
Nicole Seaman
Jan 30, 2014
Replies
0
Views
120
Jan 30, 2014
Nicole Seaman
P2.T5.402. Hull's model building and BRW approaches to VaR
David Harper CFA FRM
Jan 28, 2014
Replies
2
Views
157
Feb 13, 2014
David Harper CFA FRM
P2.T5.401. Hybrid approach to value at risk (VaR) calculations (Boudoukh)
Nicole Seaman
Jan 23, 2014
Replies
5
Views
231
Jan 4, 2015
JDGutzmann
P2.T5.400. Boudoukh's hybrid approach to value at risk (VaR)
Nicole Seaman
Jan 21, 2014
Replies
0
Views
94
Jan 21, 2014
Nicole Seaman
P2.T5.307. Cox-Ingersoll-Ross (CIR) interest rate process (Tuckman)
Fran
Feb 14, 2013
2
Replies
28
Views
1K
Aug 26, 2024
Clay Carter
P2.T5.306. Time-dependent interest rate volatility (Model 3) (Tuckman)
Fran
Feb 12, 2013
2
Replies
34
Views
1K
Jan 5, 2023
gsarm1987
P2.T5.305. Vasicek Model for interest rates (Tuckman)
Fran
Feb 7, 2013
2
3
Replies
50
Views
3K
Oct 7, 2021
abhinavkhanna
A
P2.T5.304. Ho-Lee and arbitrage-free interest rate models (Tuckman)
Suzanne Evans
Feb 5, 2013
2
Replies
25
Views
1K
Apr 29, 2025
tapiwachinyerere
T
P2.T5.303. Simulations with short-term interest rate models (Tuckman)
Suzanne Evans
Jan 31, 2013
Replies
8
Views
623
Jul 14, 2024
David Harper CFA FRM
P2.T5.302. Term structure models with and without drift (Tuckman)
Suzanne Evans
Jan 29, 2013
2
Replies
36
Views
1K
Jul 23, 2024
TEkaz8632
T
P2.T5.301. Term structure's risk premium (Tuckman)
Suzanne Evans
Jan 24, 2013
2
Replies
39
Views
2K
May 2, 2023
David Harper CFA FRM
P2.T5.300. Interest rate expectations (Tuckman)
David Harper CFA FRM
Jan 22, 2013
2
Replies
37
Views
2K
May 10, 2024
gsarm1987
PQ-T5
P2.T5.212. Copulas for Dependence (topic review)
Suzanne Evans
Aug 21, 2012
Replies
4
Views
258
Oct 12, 2016
Nicole Seaman
PQ-T5
P2.T5.211. Value at risk (III. Monte Carlo simulation) (topic review)
Suzanne Evans
Aug 15, 2012
Replies
10
Views
234
May 4, 2019
MiguelVitiello
M
PQ-T5
P2.T5.210. Value at risk (II. Parametric approaches) (topic review)
Suzanne Evans
Aug 13, 2012
Replies
14
Views
486
Sep 3, 2019
David Harper CFA FRM
PQ-T5
P2.T5.209. Value at risk (I. Historical simulation) (topic review)
Suzanne Evans
Aug 8, 2012
Replies
10
Views
266
May 15, 2022
Torsleno
T
PQ-T5
P2.T5.208. VaR Mapping (topic review)
Suzanne Evans
Aug 6, 2012
Replies
16
Views
592
May 4, 2021
smaragdi
S
PQ-T5
P2.T5.207. Backtesting VaR (topic review)
Suzanne Evans
Aug 1, 2012
2
Replies
26
Views
698
May 7, 2021
frenchmarmot
F
PQ-T5
P2.T5.206. Fixed Income (III. MBS) (topic review)
Suzanne Evans
Jul 30, 2012
2
Replies
23
Views
636
May 16, 2022
bollengc
PQ-T5
P2.T5.205. Fixed Income (II) (topic review)
Suzanne Evans
Jul 25, 2012
2
Replies
30
Views
717
Feb 18, 2021
David Harper CFA FRM
PQ-T5
P2.T5.204. Fixed Income (I) (topic review)
Suzanne Evans
Jul 23, 2012
2
Replies
21
Views
839
Apr 28, 2021
Shahnawaz
S
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FRM® Practice Questions (for PAID customers)
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