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    YouTube T5-01: Lognormal Value at Risk

    Hi @David Harper CFA FRM Very useful video & explanations - as always. My question here is whether the lognormal VaR can also be applied to bond VaR calculation and provide a similar 'solution' to the problem of time-scaling. Would the relative 10-day VaR formula (so μ=0) then look like: %VaR...
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    2020/2021 Curriculum Change Analysis Spreadsheets

    Hi @Nicole Seaman and thanks for the spreadsheets. Particularly interested for P2 (but other people may also be interested for P1) - will the study materials and questions in Bionic Turtle be updated to reflect the added/removed LOs? If yes, when should we expect these amended study materials?
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    2021 Exam Update from GARP (for 2020 postponed exam updates only)

    Unable to reach GARP here neither. Emails or calls... My exam location is London and it has been couple of weeks the city is in 'tier 4' (complete) lockdown. Very unlikely it will improve before 16th January and even if they downgrade it to tier 3 it would be the same conditions they deferred...
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