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Dear David, Thanks for your continuous support! Many people have not received email. You have missed "c" in your email ID. Anil Lahoti

I too cleared! Anil Lahoti

Now it all depends on "probability distribution", whether we fall in "fat tail" area or in "mean" location. This "hypothesis test" results will be out in january when GARP's "multiple regression equation" grading will be out & its difficult to forecast of "exponentially weighted moving...

In Basel Op risk ruled. There were questions on all 3 methods & other points. There was numerical asking for min charge for given data of business lines. AMA approach was tested for its applicability. Thr was que on calc Mkt risk chg. There were ques on std/foundation app. Mostly testing...

The day is over. The day for which we waited with lot of anxiety,enthusiasm,skepticsm,optimism,stress,hardwork and lot more... First of all best of luck to all for January 20, 2009 (result day). Thanks a lot DAVID for all your support & guidance! FRM 2008 was really good & tough test...

Hi David, Troubling you again with confusion in few readings. § Crouhy reading "Capital Allocation" & RAROC § Culp reading "Liquidity Risk" what kind of questions are expected in these readings...more precisely how these will be tested? I dint find Core readings for both neither...

Hi David, In AIM asking for hedging price risk with respect to output which wont affect firm value (Stulz Chap 2), if u can explain how arbitrage & hedging is used. I feel I have lost touch with beta implications ;) I dint understand +ve/-ve beta & long/short position! If u can give some...

For computing value of European option using BSM model on a dividend paying stock, in Schweser So is taken as discounted price [So * e-qt] for d1 formula. Whereas formula doesnot mention anything. There it is spot price only. Pls comment. Also if you can give some brief about how to...

Thanks a lot David... This is what I was looking for... I had felt the same after looking at GARP's recommended readings. They are only keeping advanced readings. They are forgetting the fact that people writing the exam are not who are reappearing but mostly the ones who may be new...

Hi All, specially for all late birds... ;) I know I am little late in posting this on BT forum...yet it may be relevant for few... FRM Study Guide changes - 2008 vs 2007 I have highlighted new added readings... Damodar Gujarati - Quant John Hull - Credit Derivatives Micheal Ong...

Thanks for promt replies. It is still the status quo for me. I am currently fumbling with Quant & Market Risk. Will it be wise to touch OR,CR & RIM later when I am once through with these two & clear about concepts. Because currently I have not gone thorugh AIMS of these 3. So I feel more...

Hi David, First thanks for all your support through this forum. I have started with Market Risk & Quant section. Those are little familier to me also. Readings suggested for those also is in summetry. One need not refer many sources as Hull,Tuckman,Gujarati covers so much. In case of...

Hi David, Please clear my following doubts : 1. Is there any sectional cutoff for FRM Nov 08 exam? 2. What is percentile or quartile system? 3. What is passing percentage? 4. How the passing criteria is decided? 5. How one candidate can infer that he will clear if gets what marks...