P2.T8. Liquidity and Treasury Risk Measurement and Management

mkaabb96

New Member
@David Harper CFA FRM Hello David. I am unable to understand the calculation of required amount of stable funding in example on page 14. Further, the asset side does not equal to 100. Can you please explain the question ? or is the question incomplete.
 

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David Harper CFA FRM

David Harper CFA FRM
Subscriber
Hi @mkaabb96 I'm not sure why you are seeing that (old? mistaken?) version. The latest note should look this. Copying @Nicole Seaman who can take a look Monday. Thanks,

2021-04-10-R37-solvency.jpg
 

Nicole Seaman

Director of CFA & FRM Operations
Staff member
Subscriber
@Nicole Seaman i am still unable to download the corrected version of the pdf which has the correct NSFR example. Can you please look into it.
Hello @mkaabb96 Yes, I will take a look at this today. I apologize for the delay. I returned from vacation on Tuesday and I am still trying to catch up. Can you please provide the name of the notes that you are referring to here? I know it is in Topic 8, liquidity risk, but it would be helpful if you can provide the reading number or name to save time from me looking through each of the Topic 8 notes. Thank you.
 

mkaabb96

New Member
Hello @Nicole Seaman It is P2.T8. Liquidity and Treasury Risk Measurement and Management John C. Hull, Risk Management and Financial Institutions, 5th Edition Study Notes Page No. 14.

Kindly look in to it as it contains the wrong NSFR example. I have also attached the file.
 

Nicole Seaman

Director of CFA & FRM Operations
Staff member
Subscriber
Hello @Nicole Seaman . I am still unable to download the correct version.
@mkaabb96 Yes, this is in our task list, as David needs to fix this in the notes. The version that is in the study planner is the only version that we currently have. I have this tagged to revise (revisepdf) so we have not forgotten about it.
 

mkaabb96

New Member
Hello @Nicole Seaman It is P2.T8. Liquidity and Treasury Risk Measurement and Management John C. Hull, Risk Management and Financial Institutions, 5th Edition Study Notes Page No. 14.

Kindly look in to it as it contains the wrong NSFR example. I have also attached the file.

I am still unable to download the correct version despite highlighting it as early as April 10, 2021.
 

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prianthar

New Member
Hi David and Nicole, would it be possible to add more video for Operational Risk, maybe for the future since May exams are around the corner. Unlike the other topics, its somewhat breathtakingly boring at times and hard to get through. So videos do really help when you cant get through the volume.
 

Nicole Seaman

Director of CFA & FRM Operations
Staff member
Subscriber
Hi David and Nicole, would it be possible to add more video for Operational Risk, maybe for the future since May exams are around the corner. Unlike the other topics, its somewhat breathtakingly boring at times and hard to get through. So videos do really help when you cant get through the volume.
@prianthar We are working very hard to get all of the videos prepared. I will be publishing more videos for Op Risk this week.
 

prianthar

New Member
Thank you Maam, apologies for calling it boring. Far further into the book now, gets better. Really do think the videos are great. Would never have understood market risk evt without them.
 
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