Search results

Hi David, trust you are doing great! i chanced upon an old schweser material which stated that, overestimating the regression is a problem that emanates from instances where higher R^2 may be as a result of increased number of independent variables in a regression model and not how well...

David at times i face such problems and i want to find out if there are other alternatives in getting the exact answer or an answer which is extremely closer to the options provided in terms of rounding up. in my opinon i deem closest to as used in the quetion as the nearest whole number which...

oh sorry, emphasis was on closest to. hahahahaha, please dont fail me yet for choosing option A. hahahahahaaaaa

hi David this is the answer i got for solving the question. variance = EDF × (1 − EDF) = (0.12) × (1 − 0.12) = 0.1056. Thus, standard deviation of default frequency (0.1056)0.5 = 0.32496. the options given made me confuse, although i believe i am correct. i just wanted to find out if you will...

hi David, can you please help me to solve this question? i picked from Kaplan schweser, thanks John Clayburn is trying to parameterize a credit risk model for his employer, Syacmoor Bank. Based on a large sample of loans, he has estimated a default frequency of 12%. John knows that this is a...

thanks a lot for the clarification ba4

hi David please can you help clarify this for me? the delta -normal approachof VaR is applied to a portfolio with a linear distribution, assuming that an asset with nonlinear distribution like a mortgage backed security is added to the portfolio , this approach becomes extremely less accurate...

sure David, GARP need someone like Mike in order to unveil some of the loopholes in the AIMS. this is an indeniable fact. as some one who really want to enter into risk management and investment banking i definitely do not learn just to pass the papers but understanding is the most important...

hi David i have been following this thread with keen interest. it was an issue i was deliberating on before Mike posted the question. this thread has addressed my problem and i thank Mike for that. to Mike, you are a star. i appreciate you. thanks

hi David, i was reading something about expected losses and unexpeted losses and would appreciate it if you clarify this for me. i read that expected losses are those anticipated reduction in value of loans advanced to borrowers by a bank over time for a given exposure while unepected losses...

Hi David, please help me with these two questions; Q1) when calculating the periodic retuns which is an input for the calculating the variance rate per day, Linda Allen used Ui=Ln(Si/Si-1) while John Hull also used Ui=(Si-Si-1/Si) John Hulls formular is for short periods, BUT a short...

i seem not to understand the concept underpinning off and on balance sheet hedging.what to calculate for , is it only about potential gains or losses on foreign exchange trades and how it impact on return on asset and return on investmented and the cost of fund? in a nut shell can i say...

hi David i need your help-SOS. 1) please can you elaborate on how to use the bootstrapping methodolgy to compute zero rates and spot rates. 2) is there any difference between duration and macaulay duration or they just used interchangeably? can you pls state the formulars for both if...

hi David, thanks for the clarification. best regards

hi David, quest. 154.1: in the solution, you stated that "a single silver future contract is for 5,000 ounces." is this always the case or the you calculated it? i visited the link you gave but it couldn't populate any information for me. is this figure going to be part of the question...

thanks so much. i appreciate your help

quest. #152.1 David, after solving this question i realised that my solution was different from yours. i would appreciate it if you confirm whether my answer to the question is correct or wrong. i am confused if i did the right thing, although i had the orrect answer. please find my solution...

yes harel, i ve tried. i think it doesnt give a lot of direction and i need real help with the programming section of the calculator. i believe u can create a lot of formulars through the programming worksheet but the manual doesnt help a lot. which one are u using? thanks for your response

helo Mr Harper please i have HP 12c and 12C platinum financial calculator, please can you help me with its usage? or direct me to some guru to assist me on that? thanks for your usual support.