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I see the results are now available on the website - I passed Level II. Thanks BT!

http://www.bionicturtle.com/how-to/question/style-drift-l2-invest Hi David, This question seems a bit misleading to me (and arguably wrong). It seems to me that there is a strong case for A. My thoughts: 1) To infer that a fund is active or solely on the basis of R^2 is inappropriate...

You are allowed to bring an extra battery for your calculator: http://www.garp.org/frm/exam-overview/exam-day-information.aspx

You are correct David. You only get quartile results for each section - no other information apart from that.

I did mange to finish all the questions, but I needed every last second. Of the 20 or so people that sat with me, I recall that only a couple finished early (maybe 5-10 minutes). I set 5-6 questions aside and had about 15 minutes at the end to review & complete (or guess) them. fwiw, I was...

blue_john, I've noticed here (and in other forums) a tendency to overweight the value of the FRM by those looking to get into Risk Management. The FRM is simply one way to communicate to potential employers that you are serious about the field of risk. Nothing more. While it's true that a...

I sat at for the first test in Philly. The hotel was situated adjacent to the Parx casino and apparently many of the test takers who chose to sleep there were kept up quite late by the revelers. I believe they actually complained but I see they scheduled at the same hotel again. On the point...

For equities, beta is the linear approximation equivalent to duration. There is not a standard equivalent to convexity in the equity world. Non-linearity can be driven by many factors other than the market, but this risk is also highly idiosyncratic and difficult to map as elegantly as fixed...