hello @David Harper CFA FRM
just want to ask....I dont understand how STRIPS is a zero coupon bond and as we know this kind of bonds does not pay coupon .... and the STRIPS divided to C STRIPS and P STRIPS....the C STRIPS means we trade with coupons apart from the principl and we are talking...
dear @David Harper CFA FRM
just want to ask if VAR includes expected loss? in the following chart, it seems that the VAR = EL + UL, not just unexpected loos....so this made me confused because as I knew that the expected loss is not risk, so how it be part of VAR?
best regards
Nabil
dear @David Harper CFA FRM
in your video related to quantitative book, Miller chapter 7 and slide number 8, you mentioned t critical and you said it is the same as calculated t,,,,, I think the critical t is the tabulated not the calculated....and what t we should to use to calculate confidence...
I asked GARP about quartiles and weights in the exam result,,,, and my question was as follow:
according to my notes from the last exams results, when I were look at the exam quartiles results ... I saw 4 quartiles (FRM part 1)....if we look at two candidates quartile results for example 1233...
dear @David Harper CFA FRM
1) according to Histoeical Simulation as I know when we say that we have 100 observation and want to determine 5% Var . so we just order the returns in ascending order and chose the fifth least worse return and here is -2.40% but Linda Allen solved it as 2.35%...
dear guys,
I am working in operational risk management and business continuity management, do you know what certificates I have to have to enhance my chances to get a good job?
best regards,
Nabil
Yes hahahaha :) despite all the explanations I felt that there was something wrong, and even though GARP denied that this is a mistake, but eventually confessed their error and make amends......
dear @David Harper CFA FRM and @Nicole Manley
Wish you a great vacation, you desreve it, I think you need to be away of my terrible noise for while.....love you guys......:D
love
hello @David Harper CFA FRM @Nicole Manley
Yesterday I registerd for FRM but I noticed that the title of the FRM changed from: Financial Risk Manager as I know, to: Financial Risk Management. why?
thanks
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