anyway.. I think that I need to retake exam, so many stupid mistakes...and these kind of Qs, with this set of wording... which totally were misleading sometime.....
I am not that confident, but VaR does not measure firmwide risk..which is why I have selected credit risk, due to the thicker tails in the distribution in comparison with peer group...
thanks to everybody....if someone can recall more questions... please reply... I think that I am so strongly disappointed....I have learned a lot...and at the end.... some questions were just concentrated on few topics.... anyway good luck to everybody....if someone passes the results will be...
regarding convertible arbitrage strategy.... does someone can recall? and it was also one question due to stress testing, I have marked that it is difficult to model due to balance sheet items...something in this direction
I am sure, that you did....because there is no pass rate...it is based on performance of others... and I think that you outperform others surely....and the fact that exam was brutal and not like I was expecting, even last May exam was easier....this time almost no quantitative questions...and...
it was one question regarding convertible arbitrage... I do not remember the answers though, however, maybe someone does?
due to 50 out 80...I am certain that it is a strong pass....
yes, it was one question, I have applied the EWMA model, however the data was given for the day t-1 and we needed to find it out for the day t... I was also frustrated regarding this question...
Re graph with VaR , I have market the straight growing line..but probably I am not right...and the...
hello, unfortunately, I cannot recall the question, however as I remember it, the question was related to the options from the seller side..not from clearinghouse itself....In reality I am tired... and I really think that at the moment we won't find out anything...the solutions are already under...
Q75 I have read somewhere in Schweser notes..that the short has an advantage while selecting the place where to deliver...but I am not sure...
and actually a lot of questions were completely misleading because they have asked for some small details, which were not provided in many sources...
Q 88 is incorrect... BSM values only European options, American call can also be exercised at prior date if dividends are high enough... I have also marked frw...since Americans options value the best Blacks
I do not know, truly speaking I do worry more about my performance than yours... In my opinion you have cleared it....the passing score is based on the performance of others....if other were extremely well prepared it will be 70 % then...if not, probably, a little bit less.....
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.