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Hi David, Wondering if GARP selects the questions randomly by some program when they set the question paper by each subject as we know each subject has fixed %, or questions are selected manually ? How do they give weightage to topic per subject? Like Credit Risk and Operational Risks...

default correlation should be like below I believe.. if you please see it is like below in the doc.

Thank you David.

Question #5 of 69 A risk manager that wants to incorporate the effect of outliers into hr statistical correlation measures would most likely use: A) Kendall's T correlation B) Pearson correlation C) Ordinal correlation D) Spearman's rank correlation Can someone please tell why the answer "A"...

I agree with you. More you go deep, more you learn. Thx

Thanks. will be a very big help to all members.

Hi Nicole, Wondering are you going to add more formulas as well ? Or just going to fix issues? Thanks

Page 88 of Formulas for Part 2 - Liquidity Coverage Ratio. Extra '-' sign and some spaces missing. Thx

Good notes related to this from Schweser : Consider an upward shift in the short-term rate. In the mean-reverting model, the short-term rate will be impacted more than long-term rates. Therefore, the Vasicek model does not imply parallel shifts from exogenous liquidity shocks. Another...

Is that the answer upward ?

just refreshing this thread. so can be useful for others.

I thought instead of + it should have been -, the one you pointed. Thanks

page 10. Thx

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Use link below https://chat.whatsapp.com/0qbrpnr9QYCIEB4NdXr5Og

We have one already. Please all use this link to join. https://chat.whatsapp.com/0qbrpnr9QYCIEB4NdXr5Og

Thanks David.

sure, thanks.

I see section about collateral given in the notes, page 82, section "Impact of collateral on exposure " notes Gregory as below. "in scenario 5, the posting of collateral creates exposure. In comparison with the benefits shown in the other scenarios, this is not a particularly significant...

Done