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Thanks, BT!

Appears the issue w/ quartiles is corrected. Was able to view the results w/ the time change trick. Passed, 3 2 2 3 2. GARP page shows enrollment expires in 2024. Will wait until 12 AM ET before I "officially" thank Bionic Turtle :)

I don't exactly remember if something related to the contingency plan is included in the answers. if the capital levels exceed the reg capital ratios. Its a good thing right?

for the captial planning, essentially they were asking about the CCAR exercise on US banks. So, its the min. regulatory capital ratios.

so they gave both pre and post stress PD, LGD. Your EAD should be kept the same and then calculate with the parameters to determine loss.

@ nikic: a) for the SOFR question the answer would be that its derived from repo trades. I guess its B. b) For the Stressed loss question, i guess it would be stressed loss = stressed pd * EAD * LGD and then stressed EL - pre-stress EL c) For collateral, yes it is high threshold. d) For question...

+1 973 652 5097

Anyone from North America whose status changed?