Exam Feedback November 2018 Part 2 Exam Feedback

MFT

New Member
For the SMA question, I answered that the main advantage was that no "internal modelling" was needed, which reduced model Risk...
 

haziqnazri

New Member
another tricky question was question 79 where they mentioned the firm is compliant with FRTB and then one of the option was the reclassifying the securities in trading book into banking book would lower the capital of the bank, I answered A in that.... can't recall what but that is the only choice that have some sense
 
There were many questions related to CCP. Does anybody remember those? Also, there was question for which i chose Clustering as the answer... 2/3 questions on role of dollar, question on Merton, KMV model, question on friction from securitization...
 
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