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Hi David, I have some confusion regarding Merton Model in Credit Risk. According to Stulz (Ch-18) d1=LN(V/F*exp(-rt))/(Std Dev * t^0.5)+0.5*Std dev*t^0.5 According to Servigny (Ch-3) d1=d2+Std Dev*t^0.5 In Market Risk (Black Scholes Merton) d1=(LN(V/F)+(r+(0.5*Std...

Hi David, David I would like to know whether it is necessary to go through each and every Core reading topic. I would like to know whether the topics in core readings could be prioritised i.e to go through most important topics in core readings and the least important topics be studied from...

Dear David, Iam Sunil Natrajan. Iam currently working as a Credit Analyst in a local bank in Mumbai (India). I would be interested in register for a risk management designation. Which of the 2 major designation i.e FRM or PRM is preferable. I say preferable on the basis of global...