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    Credit Conversation Factor for EAD

    Hi All, Is CCF only used for calculating EAD for Off balance sheet exposures OR its applicable to On Balance shhet items as well? In the BIS documentation on BII accords I can only see reference of CCF wrt Off Bal Sheet exposures... Hence just trying to cross verify... Any additional...
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    On Balance Sheet Netting

    Hi Alex, Thanks for your reply. I have just gone through those pages and what I infer is OBSN is used under IRB approach to reflect the mitigation effect in EAD and then PD/LGD for respective obligor would be used for RW calculation. Same is the case with STDA as well except in this case RW...
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    On Balance Sheet Netting

    Hi All, I have a very simple query/confusion. .. Is OBSN mitigation method only applicable to Standardized approach?? OR applicable to IRB as well? Regards, Amit
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    P2.T8.407 Hedge fund strategies

    Thanks Nicola.
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    P2.T8.407 Hedge fund strategies

    My answers to the above Qs are. Can some one please confirm.. ? 407.1 - Answer is b 407.2 - Answer is c 407.1 - Answer is a
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    Nov 2013 FRM Level 1 feedback

    Overall found it tough and challenging to complete kn 4 hours. Has anyone been able to attempt all 100 questions (baring blind guesses in last 5 minutes)??? I had to guess quite a few in last 5 minutes. Also any views on what could be cut off? I know 75 is highest but my gut feeling after...
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