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Hi David, I have few queries listing those down. 1.Gregory, chapter: Quantifying Counterparty credit exposure 1: In the identification of PFE graphs, graphs for cross currency swap, options and credit derivative(@95%) looks same.Are their any differences or they r same. 2.In the same chapter its...

Hi David,can you plz reply to my post above.I understand you are short on time. But would be great if you can,will be of immense help.Thanks

Hi David, I have few queries: 1.Can you plz elaborate on the sample question 8 mentioned above as they have used a second formula with recovery rate=0 and am unable to get the ans.And also like what would have been the change if the question had given recovery rate say 8%.(would b great as its...

David, Thanks a lot for immediate reply.Extremely helpful.

Hi David, I was going through the sample 2013 paper of GARP and found that it was quite heavy with questions on spread risk of Malz which is a new addition.So should we try to emphasize on the new additions or continue with the process as decided before of it being of low testability. Also in...

Thanks David, That means there is a need not to emphasize and spend too much time on the topics in Malz and Gregory.So what I understand is that topics in these should be done with a broader picture in mind and not getting in depth on those while other topics in credit risk of Servigny, Stulz...

Hi David, This is my first post on the forum but you have been part of my life so far (seriously) in helping me out in clearing FRM part 1.I had just used your videos and frankly didn' get time to study much apart from that but cleared it.Now for part 2 , I had taken the BT material for Dec 2012...