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    Exam Feedback May 2016 Part 2 Exam Feedback

    Add Add on (not sure if some are repeated from the above) 51) property of ES (under normal distribution ES = 97.5% VaR?) 52) calculate VaR with collateral 53) question about CCAR...would equity market value aggressive or conservative capital buffer? ( I put aggressive buffer that takes...
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    Exam Feedback May 2016 Part 2 Exam Feedback

    Did you guys calculate DD with the LN formula? I tried (20*1.05-10)/(0.28*20.5) but couldn't get the DD among the 4 choices...anyone knows what went wrong with my formula? I spent so much time solving a couple of numerical questions in the way I thought was right but turned out I couldn't get...
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