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Congrats. Hend,,,

thank y david, y r the best. thank y , suzanne, suz, suze, :D BT is the best, i'm FRM, MY GOD!!!!! david, if y r interested in islamic banking or Risk Management in islamic banking, Feel free to ask, it will cost y 500$ only, ...., without the videos ofcourse ;)

:confused: you got the whole envy in my heart :)

result: 1 2 2 3 1 yahoooooooooooooooooooooooooooooooooooooooooooooooooooooooooooooo

passed level 2 : 1 2 2 3 1 :)

nageshtheone yes, i was sure of 60 qs only, my quartile was : 2 1 2 3

my friend, i passed level 1 in Nov 2011

frankly i'm too nervous!!!! L1, i solved 60 Qs for sure out of 100, & i felt at that moment, i will not pass L2, i solved 65 Qs for sure out of 80 AT LEAST, i can't imagine to fail!!!!!!!!!!

hi everyone, this thread is for Bionicturtle, suz, & david, schweser materials are great, they mention every thing, lefting nothing to chance, but BT is superior to all competitors bks of these discussions. suz, y r great in feedback, david, y r amazing, i have to say that after about 4 months...

B is correct

Regarding the Q about Monte Carlo vs delta Normal vs HS VaR was HS>dn>mc I think programming error was the answer Bkz mc simulation is more accurate than dn, so it will produce more accurate measure, & dn has a an important deficiency, which is it's reliance on standard deviation, which is...

Frm exam I'm with y When I decrease sharply TPA underperform When I increase sharply TPA overperform For the same reasons y mentioned

y make me cross my eyes!!!!! are y sure option b was like this!!!

yes i know, but also, if B offered collateral to A with more B bonds, the also if b deteriorate it will default in existing debt and the collateral also,..... increasing exposure!!!!

frankly, GARP must start to enhance its work, and strat to publish exams!!! if we found 4 Qs in its practice exam were wrong, how can i trust that the exam is correct 100% !!!!!!?

hi shanon, y r right but the q was: if the pricing was using implied volatility, then compared to volatility used, which one will be undervalued. in short, it is reversed q, assume y use implied volatility, then which will be undervalued using historical volatility? also, as i said before...

there is no if!!! bank A has a debt on B already, not A taking from b. the q was " not strictly ", B is detriorating in quality, and A have adebt on B, what action will make wrong way risk from A perspective

Wrong way risk - Selling put options on own stock in my opinion, this is a wrong risk, from B perspective NOT A,,,,, the q was asking about A.

4 years

hi emer, the q was from 2007, but they only provide from 2008 in the table , tricky q.