Search results

  1. A

    Exam Feedback May 2017 Part 1 Exam Feedback

    There was one EWMA question in which we need to find correlation. Was 0.64 the right answer ??
  2. A

    Exam Feedback May 2017 Part 1 Exam Feedback

    Did anyone remember about the shape of volatility curve question. Intially it is going downwards what will the shape of volatility curve if volatility will increase in future?
  3. A

    Exam Feedback May 2017 Part 1 Exam Feedback

    For ES and VaR i answered when losses will be same but really not able to remember that there was any option that if losses will be same in the left tail. And for liquidity i answered 2 year zero rate, not sure abt my answer.
  4. A

    Exam Feedback May 2017 Part 1 Exam Feedback

    Did anyone remember the answer when ES and VaR will be same and one question that was on liquidation prefrence theory?
Top