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Market Risk references? (Notes from my review of GARP's 2017 Part 2 Practice Exam)
This post was moved from https://forum.bionicturtle.com/threads/notes-from-my-review-of-garps-2017-part-2-practice-exam.10510/ Hi David, my question is not related to this topic, but since you have quoted two different authors above, I am considering you can help me :). I want to go through...- FrmL2_Aspirant
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- Replies: 6
- Forum: P2.T5. Market Risk Measurement & Management
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Margin stepup
Hi @David Harper CFA FRM , A question came up in Nov'16 Part 2, just wanted your insight, how to interpret it? What leads to decrease in credit var of junior tranche - either margin step-up for all tranches or increase in notional of senior tranche thanks a lot for any leads. Tagging...- FrmL2_Aspirant
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- margin-stepup
- Replies: 3
- Forum: P2.T6. Credit Risk Measurement & Management
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SMA approach for Operational risk
Hi @David Harper CFA FRM Wrt calculation of business indicator -> ILDC + SC + FC, the complete formula for SC is extremely lengthly. In your opinion do we need to remember it, is it testable ?- FrmL2_Aspirant
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- basel operational risk sma
- Replies: 5
- Forum: P2.T7. Operational Risk and Resilience