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Guys what do you think the minimum passing score would be ..I find it hard to believe that 50 percent(based on previous pass rates ) of the people could score around 56 which would be 70 percent .seems a bit too high to me and I think I have reasonable instincts ..any thoughts ?

Guys can someone explain to me the question regarding the shortcoming of BSM I had simply selected that the model assumes a constant interest rate because I remembered reading that as a drawback of the model...but the answer acc to the forum seems to be something about bond prices?

Hi I remember choosing adjust your cva because exposure was increasing or something like that so I read that question from the traders perspective..not the counter parties ...thanks for adding a new question And as for scoring I'm just looking at around 35 :(

Thanks you are the real MVP hahaha :D

Do we really have 60??? Its not adding up for me ...just remembered another question about the liquidity cost not adding up for 2 traders in singapore and hongkong ..it was about endogenous or exogenous liquidity and something cant recollect now

Honestly havent heard of cashflows bypassing OC to equity . Yes indentures do specify that if the OC ratio test and triggers are satisfied cash flows can start being diverted from the OC account but thats generally towards defferred interest payments or principal repayments for senior and mezz...

did the question mention that these were the terminating cash flows?

We will never know like literally we will never know regarding which risk it was.

It was the option in which equity did get the amount post fulfilling the OC limit.

You know the question about mapping positions to derivatives just confirmed that the correct answer was the one with buying USD spot, long in us t bill and something wrt the JPY.It was option B.

I think its sponsor risk because putting money into a risky asset class which leads to uncertain returns can be thought of as cash flow risk and economic risk to the sponsors over all financial status. Also isn't policy risk more about deviating from the set policy and weights we had no idea how...

There was also a question that asked 2 analysts who manage a pension funds assets are discussing whether to invest in emerging markets for superior returns however one of them says that the markets are unpredictable and the assets value could fall in difficult times...I thought funding risk was...

The societe generale question went like what did we learn from it and the options had force people to come back from vacation which was just wrong and then also traders should learn everything about back office operations so I had chosen better internal controls at every level. Then regarding...

Hi, I think the first line of the question did say that the firm was in financial distress and what would happen if volatility increased...so..senior decrease /sub increase Also to add to the questions there was one on the stable funding ratio of the bank which totally blew my mind. and also...