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  1. J

    Work based doubt in VaR

    Hello @David Harper CFA FRM , I am working as a risk analyst in a major bank in India. I calculate VaR on a daily basis as part of my work profile. However, in my VaR calculations, there are two components known as vertical Disallowance and horizontal disallowance. I am unable to comprehend the...
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    FAQ Exam Which calculator do you recommend?

    Yes, i cleared the tvm worksheet. Yes, the I/Y i inputted is 10. I even asked my colleague to do it. He is also getting the same answer on my calculator. The answer i am getting is 100.400600. But when i inputted I/Y as 1000, I am getting the answer as 146.41 . Is there some setting i need to...
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    FAQ Exam Which calculator do you recommend?

    I am using BA II plus calculator and i am trying to find the future value using the data given below. PV=100; I/Y= 10; N= 4 . Compute FV ? But the answer i am getting is 100.4, while the correct answer is 146.41. Is this because of some format settings in my calculator. Please help.
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    Basis risk

    Thanks a ton @David Harper CFA FRM , this cleared all my doubts.
  5. J

    Basis risk

    Sorry @David Harper CFA FRM , i am still confused. I couldn't understand one piece of information here. If i am the farmer and i have hedged my produce using a short futures position at $10 F(Dec) contract during the month of march, whatever the spot or futures price is in Nov or Dec, i will...
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    Basis risk

    Hello @David Harper CFA FRM , I couldn't get a clear picture of the farmer benefitting from a strengthening of basis when she has a short position in futures, because when you say strengthening, spot price increases. Doesn't that mean it is advantageous for a long position in futures (because...
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    FAQ Before Exam Instructional video on Calculator usage

    Hi, I would like to know if there are any instructional videos on how to use the financial calculator. I searched in the forums but could not find one. Please help me with this.
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