Search results

Hello @Nicole Seaman It is P2.T8. Liquidity and Treasury Risk Measurement and Management John C. Hull, Risk Management and Financial Institutions, 5th Edition Study Notes Page No. 14. Kindly look in to it as it contains the wrong NSFR example. I have also attached the file. I am still unable...

Hello @Nicole Seaman . I am still unable to download the correct version.

Hello @Nicole Seaman . I have found the following error: Reading - P2.T7. Operational & Integrated Risk Management Mark Carey, “Capital Regulation Before the Global Financial Crisis,” GARP Risk Institute, April 2019. Page Number: 12 Error: issue in table related to Credit Conversion Factors...

I apologize for my ignorance. Thank you for replying.

Hello @Nicole Seaman It is P2.T8. Liquidity and Treasury Risk Measurement and Management John C. Hull, Risk Management and Financial Institutions, 5th Edition Study Notes Page No. 14. Kindly look in to it as it contains the wrong NSFR example. I have also attached the file.

Hello @David Harper CFA FRM . Can you please explain how did you calculate weights for maximizing portfolio information ratio i,e 55%, 37% and 8% respectively in the example given on page 37 of Jorion, Chapter 17: VaR and Risk Budgeting. As per the formula provided before the example, we are...

@Nicole Seaman i am still unable to download the corrected version of the pdf which has the correct NSFR example. Can you please look into it.

@David Harper CFA FRM thank you. I am also not sure. I downloaded the pdf today and it contained the question which i screenshot and uploaded here. Hope @Nicole Seaman sees this as to why I am unable to get the updated version. Thanks.

@David Harper CFA FRM Hello David. I am unable to understand the calculation of required amount of stable funding in example on page 14. Further, the asset side does not equal to 100. Can you please explain the question ? or is the question incomplete.

@David Harper CFA FRM Hey David. I am having difficultly in understanding the formula for calculating the Covariance of Assets with the Portfolio i.e. Cov(i,p). As per your example in the study notes, you have shown the formula for COV(euro, portfolio) which is confusing. What if the...