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Sure - Exposure was 4,700,000 Threshold was 4,000,000 and MTA 300,000 Therefore 4700000-4000000=700000 (Note - threshold is uncollateralized exposure and MTA was 300,000, that triggered the outflow)

GEP with threshold (frequency)- that's what I selected.

Yes, 700000

Good strategy - may be, I'll apply the same next time.

No, they aren't easily traceable. Highly time and effort consuming job.

Yes, first one I went with 'D' that said transfer of operational risk to customer with use of wallets Even the second one with 'D' - other three were not even close like can be tracked easily, reversed easily.

Very sorry to hear about it, even at my exam center - there were 6 candidates in total, that were not allowed to sit for the exam.

Even I selected - decrease in CVA.

That was a straightforward solving with discount factors given and collateral clause

1) Calculation of Collateral with given threshold and MTA. 2) Micro benefits of ERM 3) Advantages of Bitcoin 4) Implied forward rate given Fixed swap. 5) Calculation of Expected shortfall (2 Questions) 6) Given the diversifed funds (with their performance) - which risk adjusted performance...

700000

Very true. It was so stressful - that's what I found. Whoever manages the stress well with decent preparation is a winner. I took too long for solving the questions where I was condident. Left me with 20 question in the last 30 minutes. Missed few easy questions because of some bad time management.

Hello All - I felt that exam was easy - still I wasn't fully prepared. No unexpected questions. What do you think should be the pass cutoff around? Considering the low difficulty of this exam - I'm expecting a high cut off of around 65%+. Current issues in financial markets was highly tested too.