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they inform me this message: We did not find your details in our Analysis Database. Should you require assistance please contact [email protected]. If you wish to try again please click here.

i set for level 1 in November, when i click the 4th option for registering for level 2, the website took me directly to register for part 2 and didnot show me the message that show u before

i dont understand ur analysis well, did u set for part 1 or part 2 in the last time? if it took u to register page and ask u for part 2 only and u just set for part 1, it is not bad indicator. but if u set for part 2 in the last time may be it is a bad indicator. for me i set for part 1 and i...

I think u should to sign in first and then u will see, and u should choose the second choice in registering. if the choice just for part 2 , this does not mean any possitive thing because they dont allow to register for part 1 because the results dont release untill now, by the way u can try to...

hello one year ago I completed a study about the demand in the global market for FRM certification, and I has entered many of important websites for recruitment on the internet, and I can confirm that in comparative with other certifications such as PRM,CFA,CMA......the demand for this...

thanks a lot dear Shakti, it will be a hard time for waiting

I have tried today to reregister for part 1 and allow me to go untill the 5th step which i have to pay, so is this mean that i failed? but i have tried another time to register and gave a massage says : Thank you for trying to register for the FRM / ERP Exam. Because you registered for the same...

i want to ask about 2 questions about duration and convixety of bonds embeded with options or futures, i want to ask if the answer of them was the choice number D?

you are correct, you know, i studed from Schweser notes but i dont think there is some point in Schweser say that the ES is same as conditional VaR, so i didnot know how to solve it.

I remeber 2 questions with same data asking for solve short fall and VaR by using historical simulation approach , i dont know how to solve short fall , so i solved it as same as solving the Var. is it correct?

thanks Hend, you know that i respect you, I am optimistic somewhat, the last time I was sure the lack of success despite I think I was near of succeed (3323), but this time I am optimistic cause I could find the right solutions for more than half of the exam questions and i was sure about the...

thanx Caramel for answer, for me i practecd a lot about duration and convexity but for bonds, not bonds embeded with options, and there was a question about poisson distribution despite i practecd a lot about it but i did not reach the correct answer :( but i could reach a lot of answers where...

thanks Bryon for answer, really iam asking about 2 questions about duration and convixety of bonds embeded with options or futures, i hope u can remebr them, for me i have tried to solve them but i lost alot of time and did not reach the correct answer. about that question my answer was the same...

It seems that my question is not appropriate, and also as dear colleague Hend said , I am looking for solace, Hend despite your judgments is harsh somewhat but mostly you say the truth, dears Alexander and RiskNoob I am very grateful for your answers, hope later to find better subject to...

i have read the feadback of FRM level 1 exam from more than forum on the net and i felt there is conflicting views of the difficulty of the exam, for me the exam was tough in more than 25 questions and fair in 70 question and easy in 5 questions, i did the exam on May and if i want to compare my...

If some one know how to solve the questions about duration or convixety and honestly do you expect to pass and why?

Dears really i dont remeber any questions mentioned to Coherent risk measure issue. but if there was for sure the answer will be not the Var and my answer was wrong.

I agree with you about that the VaR is not coherent risk measure. but the sum of VaR (portfolio) will be less than the VaR of the sum of each asset VaR, and this because diversification that reduce the risk and reduce the VaR too. but to be honest really i think that question which include...

yes i rememberd the question and the answer, almost the answer was VaR(a+b)<=VaR(a) + VaR(b)

i remember these questions but i dont remebr the answer, any way i did not know how to calculate expected shortfall (ES), so i solved this question as same way as i solved the VaR question, and i remeber that i find my result between the four choices in two questions.