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Hi ShaktiRathore, Thank you very much for your thought and response. That really helps. I had the same thought that without CDS, RWA would be higher and the longer maturity facility is, the higher RWA would be. However, I could not go into the granularity like you did. Your approach really made...

Hello David, I am not pretty sure about my solution with one of many cases I am trying to solve. I would very much thank you for your advice if you could give me some thought. Here is the case I am stuck with: Bank A has bought a CDS protection from Bank B for notional of $100MM on 03/31/2015...

That makes sense. Thank you David and DebbieM for your responses.

Hi David, I just received an email from GARP advising that for the next 15 weeks, GARP will be highlighting topics that will appear on the exam part 1 to help me pace through the exam materials ( i.e: Foundation of Risk Management : Michael Crouhy, Dan Galai : Essential of Risk Management Page...

Hi David, as Elton chapter 5 was discontinued in 2014 and not included in 2015 GARP study guides, do I need to master and solve all the problems for this chapter? For chapter 14, I learned from your reply to Jayanthi that we could safely ignore it. Thanks, David.