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Did anyone solve the question about the 2-nd to default swap, where n=100, PD = 3%, recovery rate = 30%, each asset value = $100,000? Or the question about the calculation of operational VaR with the standardized approach?

Wow, you got a good memory ugli-stix! I took L2 yesterday too and it was quite hard. I had a couple of calculations were I got stuck. I didn't arrive at one of the possible answers. - Valuation at expiry of a lookback put option (did not specify fixed or floating!) with a chart showing the...

About the VaR, does GARP calculate it as VaR = std dev * z in Question 17 of this practice exam? It says the VaR will decrease with 0.4581 after the trade. I set up a spreadsheet which gave me a reduction of 0.4569 (probably GARP rounds intermediately)...