@zforce I just emailed our contact a link to your post, so that it might be seen. I'm frustrated for you :mad: You are the customer, my view is that you deserve a better experience. Thanks,
@davidhn that's a disappointing delay. Re: employer contact: My information on this is dated (by years) but historically I had understood that they "spot checked" randomly some applications, and the spot check could have included a call, but please don't quote me, I'm not current on GARP's...
Hi @tusharkango The question is copied below. This assumes the single-index model ("market index as a common factor") such that a security's return is a function of only two components, systematic and firm-specific (aka, idiosyncratic), where E[R(i)] = β(i, F)*F + e, where (e) is firm-specific...
Hi @Stella.gkotsi Good question, because our current note really does not explain this adequately, sorry (cc: @Nicole Seaman including another edit for this note). So it is implementing Dowd's 3.27 ....
.... he shows the calculation. Although mine is generated in its own excel (see sheet here...
Hi @ann123456 Yes you are correct that bond price returns VaR is the product of a change in yield and modified duration! However, Yield VaR is a change in yield. Let's take Jorion's own example, see below, for the 7-year term. The yield VaR is 0.484%. I don't think he anywere decomposes the...
Hi @nikogeorgiev
You should be able to apply Taylor; the probability of the application of Taylor on the exam is high. This does not require a deep understanding of its derivation so much as a conceptual understanding of why it works. And we don't use the whole thing, as the readings/Jorion...
Hi @[email protected] I moved this out to general T5, if you don't mind. I hope you are well? I've been out a data science conference for four days, so that today, I need to continue to focus on responding to the substantial forum backlog especially as it pertains to basic questions (ie, I just...
Hi @nikogeorgiev Well, I perceive that to be a matter of my minor disagreement with the semantics: I think the first sentence is hard to interpret. Start with the second sentence: "The regime-switching model captures the conditional normality and may resolve the fat tail problem." That's...
HI @nikogeorgiev This is Linda Allen's point and I don't think she is quite saying that the "probability of fat tails is much lower" in regime-switching volatility but rather than the unconditional distribution of such a volatility exhibits fat tails. Image the two regimes are normal times such...
Hi @lporfiris The test statistic, in the case of the test for a sample mean, is giving us the number of standard deviations that separate the observed sample mean from the hypothesized null. In Miller EOC, the test statistic (as you point out) is only 0.54. Below I took the typical student's t...
Hi @SP_SK The exclam (!) represents factorial and should be understood by the FRM candidate (e.g., http://mathworld.wolfram.com/Factorial.html). 13! = 13 * 12 * 11 * ... * 3 * 2 * 1. In Shakti's step above, the 3! = 3* 2 * 1 = 6. In the numerator, his (3+n+1) = (n +2), simple. In this way, his...
Hi @QuantFFM Sorry for delay, I was at a conference Wed to Friday. Good luck on starting the next round for part II! Coherence does require all four of its conditions, but as Dowd explains, three of the four are are "essentially 'well-behavedness' conditions intended to rule out awkward...
Hi @sandrasp We don't have threads for the Miller EOC questions (we didn't write these, of course, they are included to enhance the convenience of the notes). However, it's totally fine with me if we add them as ad hoc questions arise (but we prefer an organizational method for that, i think...
Hi garima, Yes, I do believe it would based on what you have written. As you know, it does need to be two full years, but your Risk Analyst of course is spot on and before that your industry participation (ie, job in insurance/banking) generally helps to signify affirmative participation. I hope...
Yes, great catch, that is a typo. It should read exactly as you show. The regression of Y on X entails β(Y, X) with respect to X so that σ^2(X) is the denominator. Thank you! (@Nicole Seaman I think we can wait until the next batch to include this, it is not quite worth uploading a new version...
Hi @theapplecrispguy great observations (I gave you a star just because I appreciate attention to the details, that's why we are here!)
You are right: especially if the sample is small like this (n = 10), the proper standard deviation would be a sample standard deviation that uses the (n-1)...
Hi @lporfiris Yes, that is a safe assumption (GARP should "battery-test" all exam question) however please note that, in the case of the binomial pmf, the binomial coefficient can typically be simplified, and you would be expected to know how to do that. For example, the binomial probability of...
Hi @[email protected] Yes, great observation: my XLS does not actually perform the ultimate calculation (it is a feature I'd love to add at some point, but time has not permitted). Tuckman explains this in Chapter 7 but basically, if you look at the tree below, and we use the node[state, row]...
Hi @nikogeorgiev No worries, it's not basic, the risk-neutral probability concept is difficult. But can you illustrate with an example? Only because I'm not sure exactly what you mean, sorry :( The reason I say that is that, at least in the context of the binomial option pricing model (per your...
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