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  1. J

    FRM part II Nov 2013 result released!!!!!!!!!!!!!!!!

    Phew. Passed! Thanks BT!!! Market Risk: 1 Credit Risk: 3 Operational Risk: 1 Investment Risk: 1 Current Issues: 2
  2. J

    Malz min. Spread - vs - Implied Implied

    Hi there, I was playing around with the formulas for Malz's minimum spread and the implied yield: Malz min sread: (1-PD)*(1+r+z) + PD(RR) = 1+r Implied yield: y =[ (1+r)/{(1-PD) + PD(RR) } ] -1 As they essentially use the same inputs I thought perhaps it was possible to arrive at one...
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