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    Whatsapp FRM Part 2 Group-November 2018

    add please +923018113358
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    Exam Feedback May 2018 Part 2 Exam Feedback

    Guys the thing which matters is the clarity of the concepts and how you test yourself by solving maximum questions from different sources. Solving same questions again and again won't help you unless you understand concepts. I appeared for level 1 in nov 2015 and studied for 2.5 months. My...
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    Exam Feedback May 2018 Part 2 Exam Feedback

    You should not be here...You are outlier and not a good representative of the exam.....20 Hours wow....You sound like einsten....I can only cover 5 chapters in 20 hours lol
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    Exam Feedback May 2018 Part 2 Exam Feedback

    Passed . 1,1,2,2,1. Bit surprised in risk management as I was good in it. Thank you to BT and everyone on the forum
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    Exam Feedback May 2018 Part 2 Exam Feedback

    I believe Garp follows these forum as well and they might have rectified the problems like change of status etc before the release of result. Best of luck everyone
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    Exam Feedback May 2018 Part 2 Exam Feedback

    What is your status ?
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    Exam Feedback May 2018 Part 2 Exam Feedback

    Can you share the screenshot of your msg
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    Exam Feedback May 2018 Part 2 Exam Feedback

    For normal Parametirc Var, both methods will result in the same values. However for Log Normal its different. I remember there was question in the paper asking for calculating 10 Day Var through Log Normal method. We were given annual values. 1. I tried to calculate annual Var and...
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    Exam Feedback May 2018 Part 2 Exam Feedback

    You are right i believe. What was the exact question....i dont remember exactly which option i choose among funding liquidity.
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    Exam Feedback May 2018 Part 2 Exam Feedback

    You are right . I got confuse . Funding liqduity is one risk . I believe I went with funding liquidity and market risk as well or if I can get to know other funding liquiity option
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    Exam Feedback May 2018 Part 2 Exam Feedback

    I believe right option was funding and liquidity risk... Were there two option with funding risk....1. Funding and Counterparty and 2 Funding and liquidity? I went with funding and liquidyt.
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    Exam Feedback May 2018 Part 2 Exam Feedback

    I remember this question and ans for this question was that ATM call option has more volatility than OTM call option.
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    Exam Feedback May 2018 Part 2 Exam Feedback

    But David text on volatility smile topic suggest that it will be bimodal or frown for price jump. The word they use in the paper was that there is infrequent price jump
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    Exam Feedback May 2018 Part 2 Exam Feedback

    What about SMA approach question
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    VASCIEK Model

    Dear David, There was question in the exam asking for shape of curve in third year of Note...Values were given Long run means=8% , Mean reversion parameter=0.02 , current short term rate 5% and 1% Volatility...Question asked for the shape of the curve 1. Upward, 2 Downward, 3 Flat or...
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    Exam Feedback May 2018 Part 2 Exam Feedback

    i went with the same logic as well
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    Exam Feedback May 2018 Part 2 Exam Feedback

    We were giving Two derivative postion and also we were provided PD in normal condition and PD in stressed condition...Options i dont remember but i got around 24 or 22.4 Million?
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    Exam Feedback May 2018 Part 2 Exam Feedback

    Yes it was 10.2%..You remember about stressed losss ans
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