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upping the transferamount doesn't do anything for the volatility of the collateral, it'll still be volatile. It just reduces the operating cost of handling the amount of transfers... however if the transfer amount is high, you are open to alot of risk. i.e. if the collateral for example is 50%...

independent amount is not minimum transfer

the questions wasn't about lowering the volatility of the collateral, it was about reducing risk when you post a highly volatile collateral. Normally you would do that by taking a bigger haircut... however raising the threshold just increases the risk rather than reduces the risk (it reduces the...

don't think it's good. Those people probably would have made the exam very badly... thus lowering the overal score.. lowering the scoring bar by increasing the volume of the 5 percentile. Now the are excluded, thus the 5th will be smaller and will have higher marks.

i'm atleast glad to hear that you guys here felt the same way i did... but still i already identified 4 questions i definitely did wrong which i could have had right... i have little hope i will make it... owell i'll guess the gruelling road to november will start... after holiday :D i'm just a...

i just corrected a whole bunch of questions wrongly (hedge ratio, 15% default etc...) don't feel too good about the exam... also the room didn't have all the people (and very little amount compared to part 1

then don't forget to discount the call option to pv

the mortgage refinance was the one. In hindsight it's terribly easy... but thats in hindsight

I sat for part 2 myself and I felt exactly the same. just found out i had another question from. With the cross hedging... just makes my heart sink in lower and lower. I have little,hope I will make it... But lets see. Nothing I can change about it now. part 1 I went through the exam with...

ugh just out of the exam... Didn't go to well for my feeling. Couldn't even do a refinancing. Forgot to convert to monthly payment (so silly)

Just be sure to finish all the questions though, A question answered in doubt is worth more than an unanswered question. First part I just skipped over everything i didn't know right away... left me with quite some time to revisit all the skipped questions and the score was much better than i...

i'm doing part 2 but garps practice exam for 2014 is really difficult compared to bt. which is strange because for part1 i remember bt to be far beyond the difficulty of the practice exams to the point i was hopeless... (i did manage to score very very well on the actual exam though)

all scores.... however, I don't think that really matters, it's not like you are going to fly to to some unfortunate country to take the exam there is it?

The reason they want you to hand in the calculation sheets is they don't want the questions to come into public.

does anyone know if there is a global topic review for Risk Management & Investment Management? also does anyone know if the chapter 17 litterman (risk monitoring and performance measurement) is the same as the chapter by Jacob Rosengarten en Peter Zangari? it is the exact same chapter and has...

ditto I think you just took out all the nuances out of my post. Anyway everyone learns differently. I'm probably going to have a better chance with the notes and vids than with the assigned readings. I understand. But since it's a prep for the exam, I'm more interested in the value added...

I just want the material that helps me pass, as time gets nearer to the exam I'm less concerned about the stuff "practitioners need to know to perform their job" but then again, I'm pretty practical like that. Just for my information. Is FRM part 2 overhauled? everything seems less thought out...

Just to check if I understand this correctly. The more senior the tranche the less default risk... the more you have to rely on the counterparty of the cdo to not default? wouldn't these tranches be in a default remote vehicle in the first place? Also, i'm not really clear on why one would...

I'm not really comfortable with this chapter (or the previous one although i should be able to cope with that on my own) I'm looking at the various mapping methods... And i'm just a bit confused. For example, The return var is a product of the modified duration and the yield var... how do i...

part 1 or part 2? I think you should be aiming at 60% correct. You have 1 month to shave off the 10% and score 70% overall. also... you need to take a guess how confident you feel with the material.