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Hi @David Harper CFA FRM CIPM and team, any summary or pointers for this section? I have briefly went through the materials but due to short of time, I am contemplating of re-reading them. Any tips please? :) Many thanks. Regards, Sun

Hi @ShaktiRathore, noticed that you mentioned MBS for Market Risk Part II, I checked and Fabozzi is not part of the assigned reading for 2015. Let me know if I have overlook somehow. Thanks. Regards, Sun

Hi @CYLoh, indeed there is a typo on the admission ticket

hi @David Harper CFA FRM CIPM on Jorion Chapter 7 notes, page 13, on calculation of variance of P using matrix notation, I am not getting the answer of 0.24 under the first example of assets I &J. Appreciate if you can look into this. Regards, Sun

Hi @David Harper CFA FRM CIPM for this set of notes on page 15, under the example, appreciate your advise if there is a type on the total eligible capital. Is the total suppose to be 1450 instead of 1550 where the Tier 1 is 800 instead of 900? Hope to hear from you soon. Thanks. Regards, Sun

Hi @hamu4ok love all your one pager slides :) just want to thank you for them.

hi @Abhishek... i downloaded the files before GARP upgrade to the new website..

Hi @Nicole Manley, just wanna check, with the new release of Hull Chapters 12 & 13, I do see some overlapped to the Basel readings. Is reading the Hull chapters sufficient for the exam? just wondering. Hope to hear from you soon. Regards, Sun

Hi all, actually I found all the reading materials under the Current Issue section under the GARP website. Let me know if you can't find it. I can email to you the PDFs.

Hi @David Harper CFA FRM CIPM i think my question below was missed out: Tuckman Chapter 8 notes, pg 28, under Model 1, the figure 4.076% under node [2,0], is it a typo as if I used the formula of r0 - 2sigma*sqrt(dt), I am not able to get this figure. Hope to hear from you soon. Thanks...

Thanks @ShaktiRathore & @David Harper CFA FRM CIPM

Hi @David Harper CFA FRM CIPM & @Nicole Manley, can i check on the testability of both correlation-weighted historical simulation and filtered historical simulation? Noticed that content is rather short in the notes and not mentioned in the instructional videos. Hope to hear from you soon! Many...

Hi @David Harper CFA FRM CIPM I do not understand the corresponding Vars for the first point below. Shouldn't the 3rd worst loss of 2,525 instead of 2,503? Page3, Dowd Chapter 3: Estimating Market Risk Measures The VaRs correspond to the specified confidence level:  The 99.0% VaR is 2,524...

Hi @ShaktiRathore thanks for your reply. The formula presented in the notes is dr= k*(theta-r)dt + (sigma)dw. Will it be the difference between r and theta instead? Hope to hear from you soon :) Thanks again. Regards, Sun

hihi @ShaktiRathore was wondering if you can help me here. I am reading the notes on Vasicek and the highlighted portion seems incomplete. Appreciate your help :) regards, sun

hi @David Harper CFA FRM CIPM & @Nicole Manley, two quick questions: Am studying Reading 29, Tuckman Chapter 7 & 8 at the moment and discovered the below: Tuckman Chapter 7 notes, pg 14, there is a missing interest rate tree. Tuckman Chapter 8 notes, pg 28, under Model 1, the figure 4.076% under...

Hi hi @Aenny, thanks so much for the summary :) You mind sharing the link for other readings as well? Regards, Sun

Hi @ami44 thanks for taking time to reply to my query. It is slightly clearer to me now. But I am still not getting how we are going to apply these mapping methods for the exam as it seems kinda tedious hehe any thoughts on this? regards, sun

Hi @David Harper CFA FRM CIPM, I am hving problems trying to understand Jorion Table 11-6 on the mapping of forwards, comm forwards, FRAs, IRS and options. Cant grasp the methods and how the undiversified VaR and diversified VaR comes into play? Will calculation be required in the exam as the...

Hi @Nicole Manley, thanks for your reply:) Will keep an eye for the daily practice questions.