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  1. R

    EWMA

    Hi Guys, Quick question in relation to using EWMA in practice - I know Risk Metrics uses alpha factors of 0.94 and 0.97 but does anyone know the reasoning for this? Also does anyone using EWMA use a different alpha factor for some reason - if so would you mind explaining the reasoning behind...
  2. R

    "Computing Var & ES using POT" not in 2014 AIMs but still in questions sets

    hi, exactly what is tail shape parameter in the POT, bit confused on this. Dropbox and video include this but does not really state what it is?
  3. R

    FRM Part I November 2013 results released

    Likewise, I'm very happy :)
  4. R

    Practice Exams

    Hi David, Just a quick question on your mock exams. What grade should I expect to score in the mock exams? Ray.
  5. R

    Distribution tables

    Hi David/Suzanne, Could you please confirm if the distribution tables (eg normal, student's t etc.) will be provide in the exam level 1 if required? I have heard conflicting reports on this and would just like some clarity. Regards, Ray.
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