Search results

  1. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    Does anyone remember the answer for amount of collateral to be posted?
  2. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    Also for regression hedging I am confused between answer 137 or 187/9 ish( I chose second one) . Overall, questions that I seem to have messed up are default correlation, regression hedge, security selection, mistake in choosing answer carry trade (it should be riding the yield curve), CVA...
  3. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    Oh okay it might be but whatever we were required to find I was unable to get any of the answer stated in options as I was applying formula wrongly. The closest one was 0.02 or 0.04
  4. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    I believe I applied default correlation formula wrongly and chose joint probability of default as around 0.02 or 0.04
  5. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    Ahh I made mistake in asset allocation and security selection question. I calculated asset allocation (0.87) but didn't bother to calculate security selection on assumption it is always low and selected wrong option wherein 0.13 was the contribution
  6. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    In Libor question, the first choice said that Libor is based on actual transactions and the other half statement was true. But if you read schweser notes it says that Libor is not based on actual transactions and is one of the disadvantage as it is easy to manipulate
  7. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    Yes it should be barbell as the question also asked for Liquidity needs along with good long-term returns
  8. C

    Exam Feedback October 2020 Part 2 Exam Feedback

    For Libor I believe I put option D the one which was related to "increased variance of individual bank credit risk since 2007". Because A made half true statement as it was mentioned that it is based on actual transactions but it is not based on actual transactions. Anyone remembers answer for...
  9. C

    2020 Exam Update from GARP (updated on a regular basis)

    I am writing FRM 2 in October 2020 from Vancouver. I believe as the cases are low over here exam should go on as planned.
  10. C

    Course Interactive quizzes

    Thanks @Nicole Seaman
  11. C

    Course Interactive quizzes

    Hi @Nicole Seaman , I am BT Part 2 Basic version user. I was planning to switch upper version where I can get access to Interactive Quizzes. Before making the decision, I wanted to know how many questions does Part 2 Interactive Quizzes have including all the topics. Rough Estimate would be...
  12. C

    Net Interest Margin question

    Hi, @David Harper CFA FRM Can you please give more clarity on #2 point under the "possible management responses" !
  13. C

    Exam Feedback November 2019 Part 2 Exam Feedback

    I am not able to register in My Program page
  14. C

    Exam Feedback November 2019 Part 1 Exam Feedback

    What time zone did you change to?
Top