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I selected the followings:(i will disclose as much as i can remember) 1) variance swaps are easy to price. 2)We use internal data for body and distributions to model tail in measuring of loss severity. 3)Cvar came to be 8000 4)Leverage ratio was around 2.94% 5)73% was LCR 6)The Var for HW was...

I selected the followings:(i will disclose as much as i can remember) 1) variance swaps are easy to price. 2)We use internal data for body and distributions to model tail in measuring of loss severity. 3)Cvar came to be 8000 4)Leverage ratio was around 2.94% 5)73% was LCR 6)The Var for HW was...

why r u so upset for getting 12 questions wrong only?????FRM is a difficult exam we cannot expect to get 80/80 like high school!!!!!!

i think cut off will be 56 to 60 out of 80........what do you all think??????

I thought value of option reduces when it approaches maturity,so price after 1 year will be 800*e-rt=792.

brother i forgot what i chose for this particular question but i m sure i didnot choose "centralisied database"....as per my logic this question deals with ERM and in ERM its better to have decentralisation as it helps to delegate the risk duties throughout the firm.

even i have taken FRM L 2 for the first time yesterday.I was quite under prepared as i did not use BT as i really never new about them when i started my preparation,but people are saying that the exam was moderate difficulty.Even i am not sure about whether i will pass or fail,but if i fail the...

& there was one question on "buying junior tranch and selling equity on CDX"..where i marked my answer as "stress testing should hv been done"

paper was easy this time around......

there was 1 question on hedge fund too......vhr i marked my answer as "side pocket"...

i am expecting high cut off this time

what was the answer for that "chooser option" question??? i went with buy call and buy put at exercise price of 792???what about all of u??