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See my name as well

The list is still too short... many more ppl passed this exam... basic logic

What is your exact status guys on part 1 ppl ?

Sure. However, I was more concerned about the nature of the Poisson distribution. It is generally designed to model the number of independent events given the frequency of such independent events. Binomial distribution is designed to model the number of independent events given the probability...

Using Poisson, the answer is 0.80085172654, which is 80.09%...and not 80.08%. Not sure GARP are that accurate. But anyway, you cannot assume that lambda is 60*5% because that would mean that the 1-day VAR and the 60-day VAR are the same...

You had to use a binomial distribution with parameters being n=60 and p=0,05. Compute probability of having 0 and 1 loss in 60 days, do the sum and remove that from 1.

The question literraly quoted the definition of bootstrapping...

Did you all put "use of leverage" as the main difference between HF and MF ?

For the CCY I dont remember the currency but you had to do à basic asset- liabilities + bought - sold or formula... For credit risk as said other members it was credit risk can change sihnificantly without change in the underlying.. si I was definitely wrong

Correct and the sum gave an increase of xx.85 if I remember correctly (choice C)

I think I put the same answer for downgrades... for Cvx+duration I was talking about question #1 of the exam.. cannot remember (do not really think) that the bond was supposed concave... I just added the convexity as in the classic formula..

Oh I dont remember the wording tbh

Thank you very much for these ! For SPV, I think choice D was definitely Legal Risk. That is what I put (reasonably confident). For the full price question, I cannot remember the exact 4 choices but l think I ticked the "full price is increasing until next coupon" choice. I have a doubt about...

Yes probably

I put currency bloc as well..

Hello all, Here are the 81 questions I may remember from the exam. Please tell me if you remember extra questions 1 -Question about Implied volatility, option strikes and maturities in the B&S model 2 -"Entreprise-wide" risk management model question 3 -EL calculation with updated (increased...