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The same for me, exactly one month after having submitted my cv. I am Certified : - )

Congratulation ! I am still awaiting... but I submited my cv on Jan 03.

Yes, it s surprising at first glance. But the part 5 (Current issues) represented just 2 or 3 questions in the last session, so that you can ignore it. At the end with two first quantile and 2 last quantile, my final rank should be in the middle -> and it is consistent with the historical...

I passed with the following quantile : 4-1-1-4-4 Don t understand the 4th quantile of the market part, it was the part that I knew the best. The 1 in the Credit part is also surprising. I guess I collect points because I prepared very carefully the first chapters of the Gregory book. The 4 in...

In the official reading, ithe example concerns a put on a stock where the conterpart writte the dedicated put on its own stock. In the exam, the underlying is the oil produced by the counterpart. I don t know if it makes a big difference.

I think you are probably right with the ITM, the WWR is bigger

Yes, but this definition works with OTM and ITM Put. If Price get down enouth, your OTM put become ITM, right ? I select OTM for sure, I think with Producer, I don t not if it is correct

I choose buy OTM put. If Price get down, put is more valuable but the Counterpart become weaker ...

Do you remember a question concerning the best practice in scoring devpt ? I think I selected answer like the scorecard need to be tested in an different economic context than the data used for the devpt of the scorecard before the implementation...

I guess around 50 / 80 ( 35 sure + 0,5 *25 + 0,25 * 20) with the following quantile 3 - 2- 1- 3 - 3... No Idee if it is a passing score. The part Op Risk let me some hope for the final result.

I think your mistake is : Level 2 / (level 1 + Level 2 ) must be less than 40% , ans not Level 2 / level 1. In this question , no ajustments were nececessarry in the numerator nor in the denominator

The liquidity Ratio with the RWA in the denominator disturb me, cos I expected the exposure (without risk weight) in the denomitor and the Tier 1 in numerator

and an other sub question of this block where I select that the merton model was not appropriate

The question about the PD over 3 year which were 3% with the internal model, and we had to compare it with the Information given by the spread and the cumulative PD Matrix of a Rating agency. I selected that the 3% was the lowest PD among the three measures

I remenber a question concerning the golin reading and credit analyst who use just the quantitativ credit analysis in their decision and we had to guess the type of conterpart. I selected the answer customer

For the 18 months lock in period , I select the answer underlying the inconstancy between the investmebt in liquid asset and the 18 months period lock

For the RWA question, if I remenber well, the credit part was already given in RWA , but not the market and op risk part. So we had to multiply the market and op risk by 12,5 and sum it with the given RWA credit amount.

I selected Tier one, but the consistency with the RWA in the denominator implied perhaps common equity in the numerator

What about the leverage Ratio. I did nt understand the RWA in the denomitor. For me the Definition of this Ratio is Tier one / exposure

I selected Zero qs I selected Zero as well