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I am quite irregular on this forum...but still i would like to request moderators like David and others to guide us on the level of difficulty of this year's FRM part 2 exam based on questions posted in this thread.

leaving aside few questions..we agree on most questions so either both of us are passing or both of us are failing..

How many of you are sure to pass?

I am not at all sure of passing..

how many of you are certain of passing?

i picked d same answer as urs.,.

Just remembered 2 more questions: Excess return/mvar1=excess return2/mvar2...is optimim,, Undiversified Var is the upper bound.. So we have close to 65 questions with us in this thread..now we can easily estimate our scores..

lol.....for convertible arbitrage the answer will be liquidity premium.......and other one will be that analyst will face problem since they will have to manage asset composition in the balance sheet..

lol..I have made silly mistake on atleast 3 questions..i am not sure to pass..however i hope i pass..

So if we get 50/80 we pass??

I think both of us are correct concept wise...but one of us have surely messed with calculations..

I think going by the general discussion in this thread i have got at least 45 correct on 60 questions being posted here....i think i have some chances of passing now..:)

I was not sure about it as well...but i think historically Basel only use to consider Var and later it started considering both Var and Svar....So the difference between two methods will be the value of Svar ie max of (3*100,320)=320

u agree with whose answer? me or rams?

I think i selected bootsrap may cause greater volatality compared to HS....I don't think your answer is correct as in age wt HS the probablity of impact of historical losses are reduced...i hope you read the question carefully..question was talking about historical losses..

even i selected asymetric confidence interval..

I think just 1 pension fund question..vhr i selected that answer was SAr will fall with fall in i.

Correct...i think i am wrong but i selected MBS and Cd

Hi guys we have discussed/posted 60 questions out of 80 that perhaps appeared on exam...just keep grinding..we need another 10 questions to see how we all have performed in 70 questions that appeared on exam..

CD is not free from interest rate risks..