Course Errors Found in 2024 Study Materials P2.T6. Credit Risk

[Nicole Seaman]

Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials that are published in the study planner under P2.T6. Credit Risk. This keeps our forum organized. We appreciate your cooperation!

PLEASE NOTE: Our Practice Question sets already have links to their specific forum threads where you can post about any errors that you find. This thread is for any other materials (notes, spreadsheets, videos, etc.) where you might find errors.

Information needed for us to correct errors:

• Reading
• Page number
• Error

 

[TEkaz8632]

Hi @gsarm1987 I can’t see spreadsheet, it said it was deleted. Can you help me, please


Note: This has been updated in v19-1 and will be uploaded to Vital Source in the next revision.

 

[Nicole Seaman]

@TEkaz8632 Thank you for pointing this out. I've moved your post from the Practice Question section to this error thread, which is where all errors in study notes, PPTs, and videos should be noted. The correct link for the spreadsheet will be updated in the next revision in Vital Source. Here is the link to the spreadsheet: https://www.dropbox.com/scl/fi/n11cz62uvglu2no49bgam/T6.Gregory.2-Definitions.xlsm.

In the future, if you find errors in the PDFs, please tag me so can revise the document. Thank you!

 

[NRavi5546]

Hi @Nicole Seaman
In the Credit risk module, under the reading

"Michalis Doumpos, Christos Lemonakis, Dimitrios Niklis, and Constantin Zopounidis, Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications (Springer, 2019).", and within the objective

"Estimate capital adequacy ratio of a financial institution"

I see the asymptotic risk factor model described in the GARP textbook (Book 2, Chapter 5, Page 49). However, I don't see any reference to this in my BT materials (page no 91). I have logged out and back in a couple of times, but I still don't see this. I have attached a screenshot below showing my search result for "asymptotic" with no results.