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Exam was very conceptual..cut off score would be on lower side considering the toughness of exam...everyone is saying that exam was tough

Some questions which I remember - 1. Repo calculation( which party is more vulnerable if one bank is not allowing to roll over the repo..as per me answer is hedge fund), 2. Decision tree question with OAS of CMT swap, 3) Calculate Economic capital (given pd, lgd, K etc)..plz tell if anyone of...

Not cleared the time...will try next time... congratulations to all those who have passed...and best of luck for next time for those who have not cleared

Anyone result is showing as failed..?

Congratulations

Logically Garp should declare results before 31st January as the deadline for early registration is 31st January.

Thanks

Theory questions were tricky. Numericals were moderate

Did you give the exam on 6th december

The questions were short and crisp..around 20 numericals and the level of questions were easy to moderate..numericals were from duration gap analysis, Unexpected loss, Var, lognormal Var, questions from interest rate tree, Z spread, cumulative probability, Raroc, Jensen's formulae, dollar...

Does anyone remember what's the answer for 1. black swan vs green swan 2. Extreme value theory question