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@bake5472 I would love to be proven wrong but sadly I have little hope on this one. I am at work right now so I only have my Schweser books (feel free to double check with BT in the meantime) which say: "Unsmoothing returns affects risk and return estimates, and could have a dramatic effect on...

Some more: 21/NIRP / not passing them on to retail customers / correct I think 22/MEVT / I said it can easily model any extreme event / incorrect most likely, I don't know why I went with that now.. 23/Stressed RAROC / you just had to use the formula for all cases - can't remember which one...

Hi all, I spent about an hour trying to remember as many questions as possible yesterday while going through the material - I came up with about 55. I can post them tonight if anyone is interested. After a quick check I made roughly 15 mistakes out of 55, so it seems from this very approximate...