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...
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
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
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
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...
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...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.