Search results

David.. Great.. David..to be frank I got clairified on this now.This is an important note all we guys have to remember!! venkat

David.. thanks. my question is the base CPR 6% .Is it a constant/ ie a default % to be considered in all case? I still feel I am missing something. venkat

David. Consider a pool of mortgages that were issued exactly 22 months ago(they are beginning 23rd month) Whatis the CPR and what is the SMM assuming 150 PSA. CPR SMM A. 4,2 % ,74% B.4.1% .48% C.4.6 .59% D.4.9...

David.. this is from Schweser and the answer given by them is the last. i.e 3&4 their expln is sub aditivity is rksk of sum is less than pr equal to sum of risks. Risk free assets should be risk less and not less risk!! Forgive me referring other service provider qn /ans. I wrote to...

David.. Please look at this: Locate from the following that is NOT a criteria of a coherent risk measure? 1.homogeneity-larger positions bring larger risk 2. Monotonicity- larger returns come with ;arger risks 3. sub additivity- the ris of sum is more than or equal to the sum of the...

David.. how about this? Identify the most accurate statement that is TRUE. 1.reinvestment risk forbonds is: 1. Long term bonds should be purchased if the investor anticipates higher reinvestment rates. 2. If the investor anticipates lower reinvestment rates , higher coupon bonds...

David.. One more.... An analyst runs a regression on three independant variables. he discovers that p vlaues for each indepenent variable are relatively high. But F test has a very small p value. The analyst is puzzled like me how f test can be statistically significant when the individual...

David.. One more query. One of assumption of Linear regression is homoskedasticy in error term. I also read that unconditional heteroskedasticiy among residual errors will not affect regression. What do we mean by that? This is an "exception" to exception? venkat

David.. Here is a qn. A regression equation with 4 independent variables is estimated using 20 data points. the R2 is .46. An anlysit is testing to see whether all of the coefficients are equal zero. The p-value for the test is: a. lower than .25 b.between .05 and .10 c. between .025...

David.. Please , please allocate time for revision session . As said above they are the best resource for a final touch for hardworking candidates. venkat

David.. Please help me in soving this with details. y=1 y=2 y=3 x=1 0.05 0.05 0.10 x=2 0.05 0.10 0.15 x=3 0.15 0.15 0.20 Use the above joint probability distribution to answer the foll: 1. The expected value of Y is closest to a. .2 b. 1 c...

David.. I find I am yet to be lucky to grab ur attention to my query dt 10th September above!! Looking forward to your reply venkat

David... Thanks for the speed without comprising quality and coverage for Level II. I read that High Yield Bonds exibit positive conexity owing to lower quality bonds with large coupob payments thus causing a large potential for Interest rate risk when interest rate fall . I am a bit...

David.. If time permits,can u publish a short video on CMO in particular PAC, its relevance, its mechanics with focus on exam AIM. Thanks venkat

David.. it was me venkat who posted the qn and not (sudeep) . No matter . Thanks for the nice explanation. venkat

David.. Your tutorials on key rates are a treat to watch. your spreadsheet on key rates is explicit and very well undersatandable. I have the foll qn In the cols wherein you detail how rates are shocked under various periods(after 2 year,5 year etc.,, 1.What is the rationale(logiic)...

David.. Thanks for the mail. I join all the members of BT to consolidate our support and appreciation to you and your team on making us to work hard to acquire a world class qualification. Cheers to all of you and keep going.The bestway to reciprocate you is to be successful and become an...

David.. I have been writing to you on the above topic for sometime. 1. We guys especially fullexam aspirants write to you on the above topics only because of anxiety to get more out of you and not to frustrate you as you are such a good person (rather only course provider) who has such a...

David.. Compared to Futures, basis risk is less in OTC derivatives. Can you explain this with an example. venkat

David.. Thanks for the reply. Even thinking of full exam definitely presupposes continous hard work and not late start of preperation. I agree with your view. My point earlier was that the depth of questions and in that light our coverage and preperation do we stand to gain (of course...