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  1. J

    FAQ After Exam Questions about work experience

    After clearing part2 in the last session of november 2022, and I have some doubts about the submission of the relevant work experience, I'd try to solve here before contact GARP: There is a kind of template to be used in writing your experience? Or it's enough to write it and submit it in a...
  2. J

    Exam Feedback November 2022 Part 2 Exam Feedback

    Passed with 133411!! Thank you very much bionic turtle, especially for the preparation material, that I found absolutely in line with my exam and for the availability of the staff in the forum during the previous months. Jack
  3. J

    P2.T8.401. Component and marginal value at risk (VaR) calculations

    Hi @gsarm1987, thank you very much for your answer, I absolutely confused Marginal VaR with Incremental VaR.
  4. J

    P2.T8.401. Component and marginal value at risk (VaR) calculations

    Hi @David Harper CFA FRM , in 401.2 I tried (probably wrongly) to obtain the component VaR for asset B obtaining the marginal VaR for B as difference between PTF VaR (S+B+C) - PTF VaR(S+C). PTF Var with all the three asset is 1mln*26,2%*1,645=0,431mln For VaR(S+C) I need the volatility of this...
  5. J

    P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy

    Hi @David Harper CFA FRM, in 608.1 why is the payment related to M2M drop considered in the inflows? In the question seems that this flow is paid by Mainway. To me is: Inflows (1%/2 + 300bp)*500mln Outflow ((5%+4%)/2)*500mln Thank you very much
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