FRM Level 1 cleared Now on the way to FRM level 2
New profile posts
Excited to publish (today!) the new, long (180+ pp) P1.T3. Hull Study note, with new visuals; e.g., http://trtl.bz/2p2id0k
in forum support ~ 2 hours (then to finish revision updated T3. Hull Study Note which we are very proud of). I'll be on support Sat & Sun
Happy Easter! I'll be catching up on the forum for about three hours before I go to a family Easter celebration, have a great day!
catching up on forum support for a few hours ...
In forum support for the next few hours, trying to catchup ...
Off to Singapore for three weeks for a much needed break!
working on the Stulz T6.R44 exhibits http://trtl.bz/2nEEEd4
Deepa and me are updating the Tuckman notes (sorely needed!), I can't wait to share new exhibits http://trtl.bz/2mAcjDl
Hi all. How can I calculate the ES using the excel? I am already having a VaR model, Do I need to make some changes to calculate the ES?
Finishing the R64 Malz notes on liquidity risk which has so many synonyms http://trtl.bz/2m8LCru
To use Ang's Fig 13.5 (asset class illiquidity) in a PQ, I found source data & recreated my own better-looking chart http://trtl.bz/2mFXqQv
working on this week's PQs. Fwiw, it usu takes me a at least a full day to write first drafts of 4*3 = 12 PQs), plus edits during the week
writing this weeks practice questions
revising the P1.T3 Hull XLS exhibits for Deepa's update of the notes. The new Hull note is much improved, can't wait to share