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I remember there was one question on R square, I do not remember all words unfortunately but I remember there was a reference on a R square value of 0.75 I fully understand that this value is not very close to 1, but do you believe that a regression with an R square at 0.75 can be significant...

well I was just trying to guess, I really have no idea of that question Can you please kindly remember some options, but most importantly what was the question about?

man I do not remember:) but may be it was a question on the coefficient of variation?

well I do not remember precisely the options but I really can tell you that even if you go on the WSJ website or FT or whatsoever you will see that the LIBOR is quoted for different currencies So at least that option could not be taken as false, because actually the LIBOR really trades in more...

thank you: actually I do not remember exactly that question. On the LIBOR question, however, I have answered like you, so that LIBOR is calculated and expressed with respect to different currencies: this is a very feasible solution that is confirmed by all statistics and also by official sources

yes I also opted for the solution that stated that LIBOR rates can be expressed for different currencies (I do not remember whether they explicitly stated five currencies, anyway more than one for sure) Thank you

yes thats right but I also remember that there was a question on the assumptions for BSM or for another method, I am not sure, so I thought that someone could have helped me on that For the rest yes I had seen the question you refer to as well, thank you

Does anyone remember whether there was a question on BSM assumptions?

NO stop loss is not correct The question explicitly asked which option would have allowed the investor to liquidate the position "quickly" Stop loss is an order that is executed only once a certain threshold is touched and can potentially not be executed while here the investor wants to sell...

hi everyone I also have one last question: there was a question on the exam on a FRA agreement where we were asked to compute either the cash flow to the floating payer or the payoff: I really cannot remember the exact wording of the question, and as I did not memorize the exact words, I feel...

hi on the subjectivity of stress testing yes I remember I also indicated that possible solution, which is in my view coherent with the theory. For barings case, I do not remember all four possible answers but yes nick lesson was long on the Japanese index while the index was loosing ground due...

Can I ask you kindly which was your choice for this question? I remember that the question was about an analyst that did not expect significant changes within the future price of the asset and I am sure that the question did not say anything about volatility as hypothesis. It simply said that...

in the short butterfly, modest profit is due to limiting its up and down profit potential by strike price K1 and K3 2. for non volitile market short straddle (significant profit) > short butterfly (small loss) short straddle (significant profit)> long butterfly (modest profit) But for the...

yes in facts futures are not forwards where you are sure to have exactly one counterparty That is the reason why also for reasonable care I assumed that the place to deliver should be the safest way for the clearinghouse to arrange delivery, so that it communicates to the seller where to deliver...

hi I selected where to deliver as answer since I basically speaking did not remember the specific reference on my preparation material, so that I used my logic: I believe that the reasoning of Sabit is really articulated, I personally apreciate it, but my doubt is only on the question's wording...

yes actually the topic you found was: Describe the common data issues that can introduce inaccuracies and biases in the estimation of loss frequency and severity distributions. I am really sorry I should not have mentioned a question without knowing its wording very precisely I am convinced...

hi can you kindly recall the wording of the question? because I am not completely sure it was related with loss severity The only association I got at that time was related to the bootstrapping method, that is actually exploited in cases of scarcity of data In that case if I remember correctly...

Q 75 - Chapter 2 (J.Hull) thank you! you finally solved my doubt, actually not as I would have liked because I selected the place to deliver, but at least now I know which was the right answer I also remember that one question was about an analyst or someone that had a very small amount of...

I do not remember exactly but there was a question that asked to calculate covariance first and then find correlation value given two standard deviations if I remember correctly. I however would ask anyone if someone can recall one question that asked to identify a graph of Var(%) I think: I...

hi wel i cnnot remember the question exactly, but did it ask what the clearinghouse communicated to the buyer? so that choices such as the quality of the assets can be certainly excluded