Search results

  1. T

    GARP.FRM.PQ.P2 2016 GARP PQ - Question 5 - CDS (garp16-p2-5)

    Thank you @David Harper CFA FRM
  2. T

    GARP.FRM.PQ.P2 2016 GARP PQ - Question 5 - CDS (garp16-p2-5)

    Hello, I would like to ask, would you have some variation for this question to practice for the exam?
  3. T

    Potential Future Exposure

    Hello, Could you please advise if I can find somewhere graphs depicting potential future exposure vs. time for various instruments. Something like those attached (but correct). Thank you, Tereza
    • Tereza
    • Thread
    • credit-exposure-profile potential-future-exposure time-for-various-instruments
    • Replies: 1
    • Forum: P2.T6. Credit Risk (25%)
  4. T

    Z-score, t-statistics

    Hello David, Thank you a lot! Just to confirm my understanding (if I follow the format from above): 1) The fund has an expected return of 8%. What is the probability that the return will be higher than 12%? µ = 8% because this is the whole population mean, X = 12% because I can understand...
  5. T

    Z-score, t-statistics

    Hello, I would like to ask what is the correct form of Z and t-statistics. If I am not mistaken it is [mu-X(h)]/SE, where mu = population mean, observed value or beta in case of regression and X(h) is the tested value or null hypothesis. Are there any cases when the numerator should be...
Top