Passed Part II Exam - 1, 2, 2, 2, 1...couldn't equal last time's 1, 1, 1, 1...but still good to be all through.
Thanks, BT! Your material did help a lot!
Anybody remembers answer to following:
1. Single factor model with m decreasing by 1 - I chose 5%
2. Post 2009 SCAP common theme - Report capital of all sub-entities
Though CCB is a buffer but it is required (not really optional) and would require Core Equity Tier1...so it would add up on 4.5% and make it 7%...that was my thinking
One qn on Basel 3: which is the right answer when Basel 3 would be fully implemented -
- Tier 2 can be at max 100% of Tier 1 (I went with this since Core Equity should be atleast 7% including CCB)
- Core Equity Tier 1 should be atleast 4.5% at all times
David Harper, CFA, FRM, CIPM Is my...
David Harper, CFA, FRM, CIPM Are you going to add any additional topics from Current Issues this/next week? I just see Sovereign Creditworthiness PDF from last week under Study Planner
David Harper, CFA, FRM, CIPM
Hi David, Can you please have a look at my qns i submitted over last 3 days? Those are conceptual...so i need some clarity on them.
Thanks
David Harper, CFA, FRM, CIPM
Hi David,
I am not able to understand an equation from Qn 8 of GARP 2013 Sample PQs
1+ r = (1-pi) * (1+y) + pi*R
How come this translated to
1+r = (1-pi) * (1+y) - (1-pi) *FV/MV and how does it solve further?
If you already have this kind of a qn posted somewhere...
David Harper, CFA, FRM, CIPM - 2 qns:
1. Where is it mentioned that only 250 of T3 is eligible or is it based on some calcs?
2. Why 100 must be T1 and not T2 in MR? Is it because T1 is the most eligible?
Thanks for your help David. I am working hard to cover as many PQs as possible for May exam....so keep on checking study planner every now and then.
It's just that in the interest of time (1.5 months now) i would like to see everything under Study Planner. I know you all are working on it :)
Hi Suzanne/David, I am your member for Part 2 exam in May. It is getting difficult to go back to 2012 and see what is relevant for 2013. Would you be able to re-publish relevant Study Notices and especially Practice Qns (chapter wise or clubbed together like you posted for Tuckman) again under...
If i remember right, one of the options was ES(3x) = 3ES(x), which seemed right to me as ES is a Coherent risk measure and this option directly comes from the Positive Homogeneity property.
I too marked it as 15 yrs - for Duration of a Callable bond qn.
Btw, there was another qn on which contract can't be priced using BSM model - i guess the answer is American Put.
Other options were Forwards, European Calls and Puts
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