Dear David,
Some feedback on Part 2. I hope I get it right.
* VaR mapping
A question on fixed income. Something like "what is not a VaR mapping":
Principal mapping
Duration mapping
....
Cash flow mapping
I thought principal mapping... (I had not read this paper :-()
* Extreme...
Has anyone received the printed version of the May 2010 FRM Course Pack Level 2?
I still have not received anything. Every time I email GARP, they answer "we are sending them this week".
Kind regards, Marc.
Dear David,
in your 2009 FRM tutorial 7.d you highly recommended the BIS-reading: "An Explanatory Note on the Basel II IRB Risk Weight Functions". It is not included anymore in 2010 readings - as far as I have seen. However would you still recommend it for the preparation of the 2010 Level...
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