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I passed part 2 with 1-1-1-1-2

hmmm.... 3rd january what time?

You might want to give your view on how did u find the questions.... Some of it were lengthy and tested out multiple core readings and LOS in 1 question as far as I remember

there was one question on the data of banking applications.... what was the best machine learning tools to use to extract the data? I answered clustering

This is a part of the waterfall structure. The OC would first protect the Equity tranche up until a breaking point where the losses are more than the overcollaterisation and start eating up to the waterfall structure. I answered waterfall structure as the question clearly mentioned protect the...

then what is right? coz they did not mention the long correlation swap or short correlation swap

Long the index option and short the stock specific option

Yup/... 12.5 million VaR less than the limit of 13 mil

back testing - 5 yellow zone Validation model - check IT infra and outputs (if i recall correctly) Advantage and disadvantage of fintech - advantage - serve the underserve disadvantage - have only went thru good cycle (somthing like taht) AML - cannot recall

agree sir!

i answered C

me too

another tricky question was question 79 where they mentioned the firm is compliant with FRTB and then one of the option was the reclassifying the securities in trading book into banking book would lower the capital of the bank, I answered A in that.... can't recall what but that is the only...

Should be the hazard rate.... 5.60%? i remember the cs = 375 , the RR = 0.35

How many people? In Malaysia, there were like less than 20 people taking level 2 FRM and ERP

This one the answer is u can do it as the question mentioned that historical VaR if i am not mistaken

I choose Screening can be used at initial and rebalancing

There another question on the 95% var for basel 2.5 where there are 20 exceptions for 250-days VaR, i really thought there's 2 answers B and C where the C) Reject the VaR model as the exception exceed the significance level at 95% confidence interval and also B) the basel 2.5 Var was higher than...

I answered 0.6

One question that struck me hard was the capital allocation decision when the stress test might cause a breach of limits for the treasury department that is believed to have superiority to other banks' treasury dept. I was confused between B) re-allocate capital from other non-volatile (less...