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Where do you get these numbers from?..like 68 as top 5th percentile,2800 and garp using 75% of that as cuttoff?..look i am not doubting but 50 seems to be pretty high for 55% of the people to clear..wud be great if u can share the source

From where did you got the number?..GARP never publishes it if i am right...last year number of people qualifying % in nov was 54% and 50% in may... not the score 50..this info was published

Thats the beauty of this paper..once you leave the exam hall you are confident and in next day or two you dont know what you messed up..and there would be many with that feeling..

I know many people who gave the exam and quoted that around 45+ is a good/comfortable score

No way buddy..assuming if you didn't meant 50%-55%..

This is my gut feel...i dont think it can go beyond like 40 or 44 max..someone on this forum quoted 50 to 55 thats around 63% to 70% score..which is impossible for a minimum percentile score unless grap wants to have a passing rate of around 25% only...GARP has been maintaining a pass rate of...

Thats correct..i dont remember the exact ques but this would increase volatility but expected value will not change

I think around 40

I went for the same with the same logic

With your snapshot i guess i got it wrong here

For MVAR i remember to select the option with asset 1 and asset 3..but there were 2 options with both these assets so i dont remember..Low beta was the biggest clue..and i guess i have also gone for external audit but not sure..

I believe to be sure on this as i knew a problem in john c hull specifically on this

In john c hull..i wrongly used the word bimodal but incase of jumps you will not have smooth volatility smile but 2 peaks

I I guess to have have the same answers as yours

I think thats right..GP with frequency..i can be wrong but i have done basis the logic i quoted in the comment above

Yes..retail depositors were shielded

Bimodal like graph with 2 peaks

There were 2 parts to the question..1) threshold (so it cant be gev bit has to be POT or GPD) 2) pot, gpd and gev are probability dist functions with a location or threshold parameter and scale and tail index..they model the probability function of tail events..so i went for PARETO and FREQUENCY

I dont remember what i answered and what were th..but It has to pareto and frequency bcz both GPD GEV and POT are frequency dist functions

Woohooo...thats like around a min per question..