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Thanks David! its clear now.

Hi DAVID, Link https://forum.bionicturtle.com/threads/l2-t7-b5- standardized-approach-to-credit-risk-under-basel-ii-basel-iii.4419/ is not working .I have doubt in question--->> B5.3. If a bank retains the equity (junior) tranche of a securitization where the notional of the tranche is $10...

Thanks for reply Suzzane, But frankly speaking churning out relevant part from these docs require a lot of time and unfortunately I don't have that. Do we have any other alternative? & let me know whether you are planning or not to post remaining PQs for same? Thanks.

Hi Suzanne, I visited the link provided above for PQs for current issues but they are Notes only... Plz provide the direct link for PQs for the Current issues. Also let me know whether you are planning to post remaining PQs for same? Thanks.

I passed Level -1 ..Thanks to BT team and especially David and Suzzane....

We can send emails regarding the same to GARP..they must be aware of that...

In my view Delta VaR will be lower as in MC we have additional factor of mu*(T2-T1)...

Floating rate Notes

Hi Kalyan, In this questions it was given that the investment grading should exhibit adequate protection parameters so in my view BBB option was correct.

correct answer where the strike rate was 40..stock price was 50...American put...2step model 1year Ithink it was $10.

I found paper too lengthy and difficult as well...could handle difficulty but running time created panic when half of the time got over. Cases were too long and if you gave a single reading your 1 minute out of 2.4 min/Q is over ...What do you people say ? Where will be cutoff around 70% ??? I...

Thanks David, I joined BT yesterday so I wasn't aware of that. Thanks for support.

Hi David, I am unable to locate PQs for few Valuation and Risk Models-like Chapter-2,3 Allen...Chapter-23 Caoutte,ALtman, Chapter-2 Arnaud... Ch-18 Hull(operational risk),Ch-14 Stress testing...Kindly help me for the same