Thank you Suzanne and David! It is nice to see them back :) I had printed some pages in T6 notes with black & white before the update, so I did not notice that AIM has teal colour... anyways, it is even better with borderlines... Awesome!
RiskNoob
Thank you David! This comment is extremely valuable and would help to prepare T6 topics from the FRM exam perspective - I will spend less time on Gregory's qaunt topics.
Wish BT folks, including myself, could support the high turn-over rate for the core-reading. I agree with you, this is simply...
Hi David,
Thank you for posting 2013 T6 notes! It must have been tough work in this pressing time since more than half of the T6 chapters got replaced this year.
I notice that T6 is quite a bit of HUGE topic (BT note has ~200 pages, although it has some PQs, and also it is the thickest Part...
I agree with the above from David - I solved all mock P1 exams from David from 2009 to 2012 last November - They were generally more difficult than the one from GARP's while keeping the relevency(I was a Nov taker 2012).
Risknoob
By the way (continuing the original topic), FRM Part 2 books have arrived (after near-two-months delay) today, it's time to catch up... The material is indeed broad compared to Part 1 (although I see some repetitions from Part 1), and I see that a quite a bit of topics are changed for 2013. No...
David Harper, CFA, FRM, CIPM, Yes, I definitely agree (and understand) with you all of the your points from the above. :)
One suggestion based on the feedback from SKnapp (and also myself, who plans to take the P2 exam in May) would be give some tips/comments (especially the new 2013...
I agree with the above feedback, it is painful and costly to both FRM prep-study provider and (any returning) candidates. I have seen that for Prob & Stat intro in T2 this year as well. GARP should have set some settlement periods (e.g. more than 1 yr) for some major topics chapters.
RiskNoob
I had no problem viewing/downloading the chapters from Digital library account for chapters in week 4 and week 5. Make sure you have lizardlock installed properly in your PC to view PDF files... hope you are able to view the contents.
RiskNoob
Seems like GARP is in progress on this delay - Quote from the email received a couple of hours ago:
Thank you for ordering the official 2013 FRM Exam Part II Books. The books are now scheduled to ship in mid-February; we very much appreciate your patience until then.
To assist in your...
I asked GARP in facebook earlier today whether some online core readings are available for those who pre-purchased Part 2 books, and here is the response from GARP:
Thank you for your comment, and for your patience. In fact, we are planning to do as you suggest and provide some core readings...
I did some search and found the followings which might interest you:
http://forum.bionicturtle.com/threads/please-review-my-study-plan-for-nov-2012.6089/#post-19100
http://forum.bionicturtle.com/threads/preparing-for-nov-frm-part-i.6054/#post-19011
RiskNoob
Hi mastvikas,
I think this post is suitable in 'About FRM' instead...
There are FAQs, and similar postings in BT forum you can search to grab the information you need, especially the preparation (in terms of time, strategy and style).
I think starting with Quant section is a great idea, in...
Thank you for the delay info,
This is very discouraging and GARP should consider some alternatives - either provide online-reading (individual chapters) who pre-purchased the part 2 core readings, or delaying the exam date this time (even though I don't think that's gonna happen).
:(
RiskNoob
How come I did not notice this excellent FRM calender for 2013 until now :eek: - I wish there are facebook-style 'red' marks not only for inbox/alerts, but also for some of the forums as well :rolleyes:
RiskNoob
Other than one incomplete sentence from the above, David did a great job summarizing the lengthy article into two pages while capturing all points from the AIM... ::)
RiskNoob
Yes an interesting post indeed.
VaR, which is (still) the mostly used risk measure for various purposes, would have been replaced already by an alternative (coherent) measure such as ES if coherency adds an definite advantage for all scenarios.
RiskNoob
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