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    Potential Future Exposure

    Hi David, What is the difference between Potential Future Exposure (PFE) and VAR? Is this part of the FRM material? Greatly appreciate your guidance on this one. Alex
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    Any Feedback on FRM 2009 Exam ?

    Hello All, Having prepared for the exam months ahead, I was really surprised by the long questions and unnecessary information given. I’ve taken Level I Exam in New York City and here is “My 2cents”: Issues: - Time was a major constraint on first half of the exam - Lots of...
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    When will be the Quantitative Study Notes released in the Web?

    Please see attached. regards, Alex
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    When will be the Quantitative Study Notes released in the Web?

    Suzanne, thanks for the super quick reply! I was referring to all posted questions avail under the WIKI. Thanks and regards, Alex
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    When will be the Quantitative Study Notes released in the Web?

    Hi David/Suzanne, is there a way to download all the questions on the WIKI? Also, any update on the quant notes? Thanks and regards, Alex
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    FRM EXAM 2009 - Practice Question # 2

    Hey David, Looks like the have an extra parenthesis in answer sheet and threw me off. Thanks, Alex V(t) = {Iambda ( (V[ t-1]^2) +(1-lambda)*(current return^2)}^0.5
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    FRM EXAM 2009 - Practice Question # 2

    Hi David, i am having problem with the attached problem on the 2009 practice question. It is probably some silly mistake on my side, but wanted to catch it is too late. Your help and guidance will be greatly appreciated. Thanks, Alex 2. An investment bank uses the Exponentially Weighted...
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    2009 FRM Practice Exams

    This is the response from GARP for those interested: Dear FRM Candidates, We are working on the problem to fix the practice exam. Currently, the system is asking you for USD $100.00 and your credit information. We are aware of the problem and will try to fix it as soon as possible. As...
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    2009 FRM Practice Exams

    Has anybody been able to download “2009 FRM Practice Exams”? I have registered for the exam and am trying to download from the https://www.garpdigitallibrary.org/shop/promocart.asp but it won’t work. Thanks, Alex
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    Related Learning Spreadsheets

    Hi David, can you kindly share the link to the new spreasheets? 1.a.1. Introduction to Var....? I see the 2008 only. Greatly appreciated, Alex
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    FRM 2008 Practice Question

    Hi David, Can you show me how to get to 5.34% on this question? Thanks, Alex 16. Jeff is an arbitrage trader, and he wants to calculate the implied dividend yield on a stock while looking at the over-the-counter price of a 5-year put and call (both European-style) on that same stock. He has...
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    Level 1 upgrade to Full

    Hi David, I actually enrolled (Paid) in the Full program. I have now decided to take FRM L1 and then L2. How would that work affect my membership? Thanks and regards, Alex
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