Search results

  1. B

    Errors Found in Study Materials P2.T5. Market Risk (OLD thread)

    P2.T5.404. Lessons on value at risk (VaR) implementation: Typo Hello, I assumed their is a type in P2.T5.404 answer. Correct answer is B (404.1. B. False: "Scaling of short-horizon VaR to a longer time horizon with the commonly used square-root of-time scaling rule has been found to be an...
  2. B

    Errors Found in Study Materials P2.T5. Market Risk (OLD thread)

    P2.T5.303. Simulations with short-term interest rate models: 303.3 Typo Hello, Its regarding Answer for 303.3 which is given as Option A. But in explanation its mentioned as "In regard to (A), (B), and (C), each is TRUE" and respective explanation is given for each option mentioned. Whereas it...
Top