Recent content by Prince31

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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    There is a link " FRM Current Results" on GARP website. When I am trying to open that link it shows " We did not find your name in Our Analysis database". Has anybody got any intimation from GARP about the results? I have not received any mail from GARP till now.
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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    Ok got it. Thanks. Checked it with the official BASEL III document as well. The answer should be 123%.
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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    I had a very different answer from the all the posts that I have seen here on LCR question. I worked it out like this - Level1 assets - 550 Leve2A - 250. But the restriction on Level 2A assets is - max (40% of level1) so that restricts the level 2A assets to 550*0.4=220. Total eligible assets =...
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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    I marked 25 for the question. My reasons for marking 25 were as follows 35-25/4.975=2.01 which is greater than 1.96. Hence the hypothesis that the true p=.01 is rejected.
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    Exam Feedback 2014 Nov FRM Part 2 Exam Feedback

    I thought of the SCDS question like this- If the contract is marked to the mid price rather than the ask price, it will be equivalent to spread widening, which benefits the protection buyer, So the counterparty will have to post more collateral which was one of the options. Was not fully...
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    Exam Feedback FRM Part 1 (May 2014) Exam Feedback

    I remember faintly the question read " Both the bonds are equally probable to default". But anyways......either ways 0.75 is not correct, which was my answer.
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    Exam Feedback FRM Part 1 (May 2014) Exam Feedback

    I think the answer to the probability question was 0.80. (Correct me please if I am wrong) Steps: P(B/A) = P (A and B) / P(A) => P(A) = 0.10=P(B) (Question says P(A)=P(B) ) P (A or B) = P(A)+P(B)-P(A and B) => P (A or B)= 0.1+0.1-0.05=0.15 Required Probability = 1 - [P (A and B)+P (A or B)] =>...
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