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For 20, I chose Overcollateralization. Any thoughts on that

You are thinking of the Credit Risk section. Try to recall the shadow banking research paper (Slapped in the face by the invisible hand). It was given that a company pledges its shares as collateral, and faces a liquidity crisis if it is unable to renew its repos. In our question, if the...

I got 285M, as we had to take the max of ( previous day's VAR, 3 * avg 60 day VAR) ( and then sum them for VaR and SVaR). The good thing though was that it was given in terms of 10 day 99% directly, no extrapolation needed. The tough part was staying alert enough to realize that it was given :)

I got 285M, as we had to take the max of ( previous day's VAR, 3 * avg 60 day VAR) ( and then sum them for VaR and SVaR). The good thing though was that it was given in terms of 10 day 99% directly, no extrapolation needed. The tough part was staying alert enough to realize that it was given :-)

It's Ok man. It is because of the exam pressure that we find even easy ones tough. The pressure makes it hard to think clearly. For example, I chose spectral measures instead of ES for the "easy to understand" and "coherent" risk measure. It was only after the exam that I realized that ES is...

The reason I went for percentage instead of absolute was that, the total assets were given. Other wise, how can one compare large and small banks. Hence, I believe percentage would have made a more appropriate choice. I would've chosen absolute , if the total assets would not have been...

For the last one, I chose portfolio B , because it has a higher Information Ratio CTRL + Q to Enable/Disable GoPhoto.it CTRL + Q to Enable/Disable GoPhoto.it

In Q no.29, dont you think that the bank with the most collateral by percentage would have the max expsosure. I chose B.

Hi I just reached home after giving the FRM part 2 exam. I felt that the exam was a little difficult, unlike I had heard from experienced people. The thing about Part 2 was that there was a lot of memorization needed. You could never be sure, which part from what chapter is gonna be asked in...

Tier 1 has notes as well as questions. I want to buy only the practice questions. Is there a plan , where I can buy just the practice questions and not the notes?

Do you have any idea , how many ppl sat for the part 1?

Hi Suzanne.. Requesting your comments on this thread.. http://forum.bionicturtle.com/threads/post-your-results-here.5956/reply?quote=18416

Dear friend, 50-60 % is for each part. Suppose 100 ppl sit for part 1. 50 clear. Only those 50 are now eligible for part 2. Again 50 % pass rate would mean, only 25 ppl clearing it. Therefore, overall pass percentage is 25 %. I feel that it is a simple marketing strategy, show the facts ...

http://en.wikipedia.org/wiki/Financial_Risk_Manager Historical pass rates 'The FRM exams are considered to be among the most challenging in finance: fewer than 25% of candidates are able to clear both Part I and Part II exams on first attempts ' courtesy - wikipedia

Hi, passed part I. 1,2,2,2 It feels awesome :-)

could you please also paste the quartile results link?

congratulations ..how did you check? did u receive an email or checked by trying to register for part 2?

congratulations ..how did you check? did u receive an email or checked by trying to register for part 2

congratulations ..how did you check? did u receive an email or checked by trying to register for part 2

how did you check? did u receive an email or checked by trying to register for part 2?