For tsaa tslg question- even I selected 441 option but post giving the exam I realized that you write off whole asset not the haircut and discounted value as post giving the collateral your asset will decline by the actual amount and same amount will be added back to tsaa at closer date...
I found the paper lengthy and difficult. Let's hope for the best. Below are the questions/concepts which i remember from exam.-
1. Asset allocation and security allocation (0.24 and 1.81)
2. Unexpected loss calculation
3. Unexpected loss contribution
4. Economic capital calculation. multiplier...
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