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i believe WCDR i put 10% but i think the correct answer is now 25 due to maturity adjustment.

Not sure which one i chose or what was the question, i just remember the logic i used to calculate the Capital charge for BIA. For CCAR i made a typo i chose -2.7.

I Chose the Highest value 4000000for that. But really not sure. I just weighted the position so that the tracking error is less than 3

Yeah same thing for me i got around 710k. Could not get it to 709k exactly. I chose PSA 115 and checked my book this morning and seems that the SMM with the highest level was correct.

You guys remember about the position of 100000 eur that had to be removed? I select the one with the highest mvar(beta) which was the 2nd asset. WhAt did u guys came up with on the new var? 709k 703k? I got 709k.

For ccar i went with The -2. Yeah i did that too. I replace the negative by 0 and ended up dividing by 2.

For the 1st question, what did u guys reply? It was about the probability of default of a b c d with a correlation matrix. I chose the one with the highest positive correlation rAte. Which was 0.5..

On my side i just abg 96-97-98-99 if i recall. I excluded 95level.

For duration mapping and var, i chose that var would decrease due to higher rates since duration is lower if yields are higher. Therefore if duration is lower than var shld be lower too no?

Schweser definition for hurdle rate said preferred shares shld be included in the calcs.

I also chose 8.8%. Why u guys are saying it shld be 12?. We were not suppose to include the cost of the preferred shares?