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Hi David, I have a past practice exam, 2017 and the solution for question 17 is causing some confusion. Please let me know if correct or if I am missing something. Question 17 A portfolio manager is interested in acquiring Stock GIL as part of an existing portfolio. However the manager is...

Thank you David! 2 multiplied by 0.5 (the period in binomial which I thought was annual, as opposed to 6m) took it to 1. Sorry about that, late night studying. Much appreciated.

Hi David, In the example, if S(1) is 5.15% so a 1yr spot rate, why do we divide it by 2 if its an annual rate to get 950.42? Can see its the same in the text book but its not intuitive, to me at least. So hoping you could elabourate please? Unless, we are saying that it is 5.15 per period and a...

Hi, Pg 148 in the Liquidity risk notes are blank, it jumps straight to a graph, think its meant to elabourate on the liquidity option.

Thank you very much. Id rather ask than go there and guess. Appreciated Sir.

Hi, When calculating VAR of the book, we take u as negative, but when calculating VAR of the spread, we take u as positive, is this because a larger spread is considered worse or is there another reason MU switches sign in the calc?

Found spreadsheets however do u hv the formula for duration for Par bonds specifically? Can’t the specific spreadsheet for the duration mapping in the study notes that works back to the duration of 2.733

Hi BT Team, I'm going through the videos and study notes for P2, Var mapping, cant quite find the excel sheet discussed in the video and I really would like to go through it and some of the others. Would it be possible to post a link to them or point me to where they are? Maybe can post with...

Thank you Maam, apologies for calling it boring. Far further into the book now, gets better. Really do think the videos are great. Would never have understood market risk evt without them.

Hi David and Nicole, would it be possible to add more video for Operational Risk, maybe for the future since May exams are around the corner. Unlike the other topics, its somewhat breathtakingly boring at times and hard to get through. So videos do really help when you cant get through the volume.