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Hi All, As BT doesn't have a general topics forum I thought I'll post this thread here. I published an analysis on Thursday regarding EU banking stress during the current market sell-off (It's quite a short analysis). This is the URL for the full analysis...

Hi, The below was published on Risk.Net today: Lee Farkas, former chair of TBW, has been sentenced to 30 years and ordered to pay back $38.5 million Lee Farkas, former chair of Taylor, Bean & Whitaker (TBW), has been sentenced to 30 years in prison and ordered to forfeit $38.5...

Hi Dmitrij, First of all, good luck on the FRM. It is a difficult exam (mostly part I, but part II is not much easier than part I). Regarding your questions, I can share some of my experience, and I hope you will find what you're looking for. Credit Derivatives, unlike Equity/FX...

AG, Thanks for your insights. Please see the Credit Suisse rates weekly. They suggest that a case of a default is a long shot, but in case of a default Lehman is going to be a walk in the park compared to the magnitude of the ripple effect http://www.scribd.com/doc/60243186

Hi, I've been doing some reading over the weekend and I came across a very hot topic that I'm uable to figure out the right answer for: Should the US gov. fail to raise the debt ceiling and as a result the rating agencies downgrade the TSY into D (from a perfect AAA), what will be the effect...

Have you tried using the HP12c manual? http://www.google.co.il/url?sa=t&source=web&cd=2&ved=0CBwQFjAB&url=http://h10032.www1.hp.com/ctg/Manual/bpia5184.pdf&ei=ipsiTubmA5S1hAfj0r2tAw&usg=AFQjCNGTrDMNOYOJ7c142FNdq6PaGO8NDw This is the link to download the PDF of the calculator's manual.

Hi All, I've been around BT forum for a while (actually since 2009, but only started taking active part recently), as well as other quantitative forums (such as Wilmott), and one thing that I'm missing in BT is the market practice side of Risk Management. I, don't, by all mean, suggest that...

First of all, congrats on Level 1, you are half way through the race.... 2nd, Level II is more qualitative than Level I in a sense that the exam reviews the Basel II/III accords to a great extent, as well as current issues (May exam even had questions re May-2010 flash crash and european...

David & BT Team, Thanks a lot for your training program and awsome forum, I passed Level II!!!!, Now, with my >2 year working experience and the passage of L1+L2 I can finally add FRM to my signature... (as long as GARP approve my professional experiene,,,/9 Thanks a lot and hope to...

god knows.... crossing my fingers that they were not...

yes. hold tight

Just called GARP. The results will be out by 17-18EST.

I tried. all the "checks" yielded that i passed, but need a confirmation

This is a complete joke. after 6 weeks they could not release the results on time?

Only 1 hour to go.... I truly hope that the fact that I can't register to LII and the fact that I could submit my resume will not come back and bit me in the A****...

I see in my profie "FRM Holder" as well as was able to upload my CV/Resume. Hopefully I won't be disappointed....

When I try to re-register to the exam (level II, that I took on may) it says: FRM Exam - Registration -------------------------------------------------------------------------------- Our records show that you have already passed the FRM Exam. Once accreditation is awarded, you do...

the issue with the question is that the formula assumes that the volatility of the spread is not stochastic (i.e., constant). In time of stress, when the liquidity drains out of the market, the spread is extremely volatile, therefore the formula should be LC=Spread/2(mu+k*sigma) Just my 2cts

makes sense. i probably got this one wrong.

I calced on the netting question 8 w/o CCP and 3 (or 4, i don't remember) with CCP