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Thank you @David Harper CFA FRM

@David Harper CFA FRM really struggling to grasp the concepts of derivatives and leverage wrt economic balance sheet. Do you think this has high testability for FRM P2? Any view on what type of questions/concepts can be tested. Many Thanks!

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From what I am reading across forums like Reddit etc is that there is very little likelihood for them to cancel. At most they may cancel exams in regions heavily affected. Interested to hear other thoughts.

is this group active?

Increased number of reading in FRM Part 2 in 2020 than 2019. Not sure what the logic behind this increase in workload is.

Hi is this still active?

thank you

Hi @David Harper CFA FRM can we expect the calculation for r(uu) and r(dd) ? no where am I able to find a good explanation on the calculation. Thanks!

Hi are these solved? I cant access the solutions :(

Hi, could you please add me to the whats app group +1-818-610-9175. Thanks!

thanks!

how is this calculated? regression model estimates a correlation between changes in the nominal and real yields of about 82.5%

@David Harper CFA FRM thank you so much! Would the calc same apply to FRAs?

Hi @David Harper CFA FRM can you explain how the component VAR for FRA is calculated? My spreadsheet when mmult the correl matrix and indiv var is resulting in diff values

@David Harper CFA FRM As per above I am trying to understand via hypothesis test - 99%, 2 tail test. Please tell me if my understanding is correct? H0 = 0.01*250 = 2.5 exceptions expected Ha = 5 exceptions (let's assume this is the alt hypothesis) 99% 2 tail hypothesis test t-critical =...

@Nicole Seaman the 2 videos on Credit Risk - Gregory have only a few slides that are relevant to 2017. Would these be updated ? Thanks.

Thanks

Hi @David Harper CFA FRM , This is a new topic added in 2017 - are there any practice questions for the calculations? GARP tends to test more on new topics per my experience. Thanks!

@David Harper CFA FRM for Jorian's back testing VAR example - what does the pink shaded region signify ? Example - if 99% VAR over 1 year horizon (250 days) is 10 mill, expected exceptions is 2.5 days/ per year (0.05*250=2.5 or 3 approx.). So we expect to lose >10 mill on 3 trading days of...