New practice questions
P1.T2.710. Mean and standard deviation (Miller, Ch.3) http://trtl.bz/2ircG5U
P2.T5.709. Coherent risk measures (Dowd, Ch.3) http://trtl.bz/2gARJ8h
YouTube
What is the (Basic) Historical Simulation approach to value at risk (VaR, FRM T1-5)? http://trtl.bz/2gBOi0M
What is...
New practice questions
P1.T2.708. Probability function fundamentals (Miller Ch. 2) http://trtl.bz/2zbhaAU
P1.T2.709. Joint probability matrices (Miller Ch.2) http://trtl.bz/2yLGilw
P2.T5.707. Historical simulation and lognormal value at risk (VaR) (Dowd) http://trtl.bz/2gkaOLE
P2.T5.708...
Welcome back after the exams! If you sat for the FRM, congratulations on following through on one of the toughest exams in finance. If you don't feel like you passed, please let me remind you: that is a common feeling, given the exam's difficulty. @Nicole Seaman started two threads for feedback...
In the forum this week (selected only)
Exam day tips https://forum.bionicturtle.com/threads/exam-day-tips.8143/
[Upcoming course] Correlation Risk Modeling and Management by Gunter Meissner...
In the forum this week (selected only)
[P1.T3] More on cash-and-carry arbitrage http://trtl.bz/2p6SW9h
[P1.T3] Callable convertible bond https://forum.bionicturtle.com/threads/callable-convertible-bond.10445/
[P1.T3] Impact of loan losses on equity cushion...
In the forum this week (selected only)
I started posting a series of comments attached to the ongoing revision of our learning spreadsheets here at https://forum.bionicturtle.com/threads/frm-t1-foundation-learning-spreadsheets-commentary.10427/
[P1.T2] What do we really mean by, the regression...
In the forum this week (selected only)
[GARP FRM Handbook 25.3] We seem to agree with @rajeshtr that this FRM handbook question is imprecisely phrased (e.g., there is difference between an operational risk and an operational risk loss event!)...
In the forum this week (just a selected subset)
Practice exam scores https://forum.bionicturtle.com/threads/practice-exam-scores-and-actual-exam-result-pt-2.10307/
[P1.T1] @emilioalzamora1 shows how covariance properties are applied when the investor’s portfolio contains the same assets as the...
In the forum last week (selected only)
Last week our incredibly capable Ivan migrated us to a higher-capacity fully-managed dedicated server (Intel Xeon E3-1270 v5 Quad-Core). Thank you @Nicole Seaman for managing the transition! We have hosted BT for several years at liquidweb. Before them, I...
In the forum this week (selected only)
5% VaR versus 95% VaR and why Dowd’s absolute VaR is the best formula https://forum.bionicturtle.com/threads/l2-t5-69-parametric-value-at-risk-var.3643/#post-49002
The opposite of a diversification benefit is a “compounding penalty”...
New practice questions
P2.T9.705. The electronification of fixed income markets https://forum.bionicturtle.com/threads/p2-t9-705-the-electronification-of-fixed-income-markets.10322/
P2.T9.706. Negative policy rates https://forum.bionicturtle.com/threads/p2-t9-706-negative-policy-rates.10331/...
New practice questions
P2.T9.701. Bitcoin risks and regulation https://forum.bionicturtle.com/threads/p2-t9-701-bitcoin-risks-and-regulation.10286/
P2.T9.702. Dudley on market and funding liquidity https://forum.bionicturtle.com/threads/p2-t9-702-dudley-on-market-and-funding-liquidity.10298/...
New practice questions
P1.T3.704. Insurance company regulations and pension funds (Hull) https://forum.bionicturtle.com/threads/p1-t3-704-insurance-company-regulations-and-pension-funds-hull.10278/
P1.T3.705. Mutual funds (Hull)...
New practice questions
P1.T3.702. Life insurance products and mortality tables (Hull) https://forum.bionicturtle.com/threads/p1-t3-702-life-insurance-products-and-mortality-tables-hull.10260/
P1.T3.703. Insurance company ratios (Hull)...
New practice questions
P1.T3.700. Major risks faced by banks (Hull) https://forum.bionicturtle.com/threads/p1-t3-700-major-risks-faced-by-banks-hull.10233/
P1.T3.701. Basic bank functions and definitions (Hull)...
New practice questions
P1.T2.706. Bivariate normal distribution (Hull) https://forum.bionicturtle.com/threads/p1-t2-706-bivariate-normal-distribution-hull.10190/
P1.T2.707. Gaussian Copula (Hull) https://forum.bionicturtle.com/threads/p1-t2-707-gaussian-copula-hull.10199/
P2.T8.703. Value, size...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.