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Re: For the RWA question, if I remenber well, the credit part was already given in RWA , but not the market and op risk part. So we had to multiply the market and op risk by 12,5 and sum it with the given RWA credit amount. For op risk, it isn't 15%? That was the thing that was throwing me off...

I found the exam brutal. I agree with someone else that the questions were worded in a very confusing way. There were 5 or 6 questions on the CSA, and I haven't done all of the BT questions, but neither the GARP, Kaplan, nor BT questions (the mock exam ones) covered this, so I lost a lot of...

I am not sure where to post this question, but I am struggling with converting the wording into a probability sometimes--for example, I read something and don't know whether something is a conditional or joint probability. If it says A given B, then I know it is a conditional probability, but...

Thank you very much for your reply. I am a bit confused by the notation but that is very helpful. Is the 2 at the end (as well as dividing 2.5% and 2.25%) because it is semi-annual? Also, you mentioned tagging this for revision--does this mean you will post new materials for revision? (And if...

Hi, I was wondering if anyone could explain the formula/calculation at the bottom of p. 50. It says "As another example, what is the 6month semi-annual forward rate starting in 1.5 years? I think it is an example of forward with discrete compounding, but I can't find the formula in GARP or in...