Recent content by QuantFFM

Thank you David and Nicole for your support. You're doing a great job. I will stay with bionicturtle in the future although I have passed part 2.

No i havent

Fingers crossed Astha.

Desktop or Tablet. On cellphone you dont see the reminder.

Let us hope the best. In Germany it is 23:27. Can't sleep too. I will be very tiered tomorrow at work.:-D

Takes some time. They not change all simultaniously.

FYI: My Reminder changed too.

I just think this question was one of the bad ones because it allows much dicussions as we see...

I think I also choosed pool insurance.

Hi folks, I think it was a difficult exam. A lot of questions were really long. Furthermore sometimes the the answer options were in my opinion not well designed. Regarding the RAROC question I think I choosed 4,75%? I set the formula for RAROC equal to 9,75% and solved it for r. Maybe...

Hi all, im struggeling with the definition of repo vs. reverse repo in the context of: Study Notes OP risk - Tuckman Ch12 Side 4 in the Notes => Is the following from the view of the Investor a reverse repo rather than a repo? => Because: For the party selling the security and agreeing to...

Hi David, thanks a lot for your always detailed answers.

Hi David, i don't get it with the dw and the scaling... I don't get the link between: dw as normal random variable/ standard normal random variable and the scaling with sqrt(dt). 1. In a simple and practical way for the exam: Have i always to scale the dw with sqrt(dt) or does it depends...

Hi David, why are there two sets of VAR used in the IMA? See below the picture from your Notes. On page 11 you say it is: 1% 10-day VAR for VAR calculation On page 13 it is said to use 1% daily VAR for VAR calculation and 1% 10-day VAR for riks charge computation. For what do we use 1% 10-day...

Thanks a lot David. :-)