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Kkc replied to the thread Marginal Default Probability for 1st year.Thanks, I will continue to have a look on that
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Clay Carter replied to the thread Marginal Default Probability for 1st year.@kc Think of the hazard rate (λ) as a baseline rate of failure, while the marginal default probability adjusts this rate to reflect the... -
Kkc replied to the thread Marginal Default Probability for 1st year.Hi Clay, thanks for helping. In this case, if we are looking for a probability of the 1st year, isn't the cumulative probability =...
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Clay Carter replied to the thread Marginal Default Probability for 1st year.@kc Hi, I think the confusion is because the cumulative default probability and marginal default probability are related but distinct...
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Nicole Seaman replied to the thread P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis).Hello @linhchi These practice questions are part of our paid study materials, so the answers are only available to those who have... -
Llinhchi replied to the thread P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis).I can't download the answer file, can you please send it to me?
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Kkc replied to the thread Marginal Default Probability for 1st year.Second question is, the expected exposure is 20000000e^(-1*5%), what is this 5%? Thanks.
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KHello, I am confused with this way of calculating the marginal default probability for the 1st year. The question is asking 1-year...
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M@Meta GARP releases the curriculum for the new year around the same time every year. Please see our publishing process here in the forum...
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Kkc reacted to Nicole Seaman's post in the thread IMPORTANT 2024/2025 Curriculum Change Analysis PDFs with.Below are the spreadsheets that we prepare each year to analyze the changes in the GARP curriculum from year to year. This analysis...
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Nicole Seaman replied to the thread Update of P2.T5..@Meta GARP releases the curriculum for the new year around the same time every year. Please see our publishing process here in the forum...
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Please use these threads to let us know about any errors that you may find in the study notes or instructional videos. Any errors...
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Nicole Seaman posted the thread Course 2025 - Errors in BT Materials - Topic 10 Current issues in P2.T10. Current Issues (10%).Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 10...
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Nicole Seaman posted the thread Course 2025 - Errors in BT Materials - Topic 9 Investment Management in P2.T9. Investment Management (15%).Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 9...
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Nicole Seaman posted the thread Course 2025 - Errors in BT Materials - Topic 8 Liquidity and Treasury Risk in P2.T8. Liquidity and Treasury Risk (15%).Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 8...
