Thanks Shakti for your response. Also whats the difficulty level of various sections in FRM P2 (Market risk,Credit risk, operational risk etc).
Though it varies from person to person but still on a general basis which is the toughest section and the easiest one?
Thanks,
Aman
Thanks for the links. What exactly I am looking for is
FRM L1 vs FRM L2 . How much is the difference in the difficulty level and the amount of syllabus between the two levels of FRM?
is FRM L2 more difficult than FRM L1(like CFA L2 is more difficult than CFA L1)?
Regards,
Aman
Hello Everyone,
I need your advice regarding FRM P2. I have just sat for CFA L2.
Now I am thinking to sit for FRM P2.
Could you please tell me the difficulty level, amount of syllabus of FRM L2 compared with FRM L1 and CFA L2.
Is FRM P2 harder than FRM P1?
Regards,
Aman
Hi David,
This is Regarding
28.1. A portfolio consists of two zero-coupon bonds, each with a current value of $50.0 million; the first maturing in 3.0 years the second maturing in 7.0 years. The yield curve is flat, with all yields at 6.0%. The daily volatility is 1.0% and assumed to be i.i.d...
for 29.2 question,
One of the options says that
If the return distribution is normal, then VAR is sub-additive.
So VAR is sub-additive for normal distributions?
Regards,
Aman
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