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...
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
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...
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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