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    FRM Results Nov 2010

    I passed level II. Thanks Bionic turtle, Thanks David. I am standing on the edge of cliff. I can feel that if I got one more question wrong, I might fall off.
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    How GARP calculates passing score?

    Is there weighting on the questions? i hope they are all equal weighted
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    put‐call parity

    what it says is you should use same volatility (implied) to price call and put. otherwise you will violate call-put parity which is derived by non-arbitrage approach.
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    new 7% capital ratio rule

    i will just answer myself here 8% is number without weighting being applied. i believe 7% is number after weighting OECD sovereigns — 0% risk weighting OECD banks — 20% BIS risk weighting corporations and non-OECD counterparties — 100% risk weighting Regards
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    new 7% capital ratio rule

    Hi all, I just read news regarding minimum capital ratio increased to 7%. I suppose it is 8%. How come it is said to be increased? Regards
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    Total Return Swap

    i suppose BP enters total return swap with a bank
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    Congratulation to the new website

    Hi, Congratulations to new website. thank you David for putting effort on launching this new site. I can see long term commitment. this obviously make FRM learning more fun and effective. archlight Regards
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    KMV vs Merton in terms of LGD

    Hi David, I notice interesting thing in your 6-c-1 spreadsheet. no matter what vaule i set, the LGD is always zero for KMV. i think it is somehow due to the condition, ST_debt+LT_debt*50% or ST_debt+(0.7-0.3*ST_debt/LT_debt)*LT_debt is it original intention of setting LGD to...
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    Results May 2010

    I passed level I. received this good news together with Holland qualified for the final. I score three first quantile out of four. thanks David
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    Using the Blog Info - June 23

    normally i use google reader. you can search previous blog. quite good! for rss feed, the entires are organized in xml format. someone can write xslt to reformat into nicely print format
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    revised price of level 2 course for exisitng paid memeber

    Hi David, I rememeber last time you said you were currently reviewing course fee for level2. May I know for exising paid customer, what will be eventual price? i want to head start level2 as soon as possible. Regards
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    "Three Passes" Framework

    i feel learning curve is like commodity future curve. it is cyclic up and down but generally it is going up.
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    Feedback on FRM 2010 Level I Please

    i think sample question is more difficult than the actual exam. the standard set by bionicturtle is high. I was a liitle worried one month before exam because i couldn't answer most of extra questiones in annoted sample questions. I can see David spent a lot of effort to expand the question...
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    no permission on most of spreadsheet for topic 3

    Hi Suzanne, It can export now. thanks a lot Regards
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    no permission on most of spreadsheet for topic 3

    Hi David, It works now. However for some exporting is not working, like 3_a_7_Hull_simple_duration_v2 Regards
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    no permission on most of spreadsheet for topic 3

    Hi David, I am paid register. I don't have access to most of spreadsheet for topic 3. could you check that for me. by the way, spreadsheet is really good idea to learn for someone who prefers formula to long paragraph of text. Regards
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    the cost of level 2 only

    Hi, I am impressed by the feedback on the course and going to buy level 1 course. the thing I am not sure is after I pass level 1, how much level 2 only costs, 199 or have to buy I/II for 399? Regards
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