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    P2.T7.24.10 Evolution of risk capital measures.

    Hi! Apologies, are the solutions for 24.10.2 a misprint? I can't get to any of those answers, with netting I have a remaining exposure to counterparty 1 of 30 and to counterparty 2 of 15, am I looking at this the wrong way? Thanks in advance!
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    Course Course Errors Found in 2024 Study Materials P2.T5. MarketRisk

    Hi! I think there is a typo in the notes, apologies if this has already been flagged, but the portfolio variance at page 150 is given as sum(wi^2 * betai^2 * sigmaM^2) + specific risk while it should be (sum(wi * betai))^2 * sigmaM^2 + specific risk
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    Whatsapp study group for FRM part 2 (Aug / Nov 2024)

    Hi all! Please feel free to join this Whatsapp study group for Part 2 August/November 2024 using the below link :) FRM Part 2 Whatsapp group
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