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Hi, most probably or rather certainly there is a formatting issue here with the formula for the sample std. deviation that you have copied. Please see the original book by Meissner on page 6 where it says that the sqaure root spans over the whole term. The sample standard deviation of asset...

Hi David, I am fully aware that have already been an exorbitant number of discussions in the forum about Credit VaR. I am referring to your post from 2 Sept 2015 saying: Hi @afterworkguinness I disagree that any of the answers say that Credit VaR is "Expected Loss - Unexpected loss". The...

I would like to add another important ingredient when setting up the equation and modelling/forecasting the variance one day ahead. As I was pointing to Christoffersen 'Elements of Fin. Risk Management' there are different approaches used in the industry how start off with the variance at t=0...

Hi, I am not sure what you are referring to with 'multi assset portfolio variance'? EWMA is used for volatility forecasting. The EWMA estimator has a long history in business and economic forecasting but has only more recently adopted for vol. forecasting. It is an alternative approach to...

can someone please post the original question? Curious to know what the question here asks. Thank you!

@Meadem2 no worries at all. I did not know it myself either.

I am not sure with Meadem's post, what happens if you are short some credits at the end of year? Do they withdraw your designation? Would be great to have some feedback on this from someone who is 100% sure how this is handled. Thanks! Overlap: @frmfrm: this sounds for convincing honestly speaking.

How come? Did they tell you any reason why your work exp has been rejected? I am sorry to hear this, but do you have sth. at hand now (work) to get the required work exp under your belt by 2021/22?

I am neither questioning the effectiveness of the FRM certification process nor saying anything about the level of difficulty. I am just curious how they examine the submitted work experience. This is a completely different kettle of fish!

Hi All, I just wanted to reach out to all of you with an update about the Var-Cov matrix derivation. There is one learning question (64.2 I suppose) given in David's notes and I stumbled over this topic again in my work now after some time and would like to update you with some useful piece of...

Congrats! Apparently it takes exactly two weeks and seems to be the same for eyerone. What is more, I got the impression that the confirmation sent is an automated process (sent out just in the nick of time when two weeks are over). Curious to know who does the checking at GARP whether your work...

Have been certified half an hour ago. Check yours! Submitted on the 18th of Jan. Even more keen now to help here in the forum. Thanks David, once more!

Good to hear. If everyrhing is running according to plan (relying on the 2-week process of colleagues who submitted early in Jan), we could except to see the outcome either today or tomorrow.

Did anyone submit around before the 20th of January and got certified in the meantime? Just curious because I submitted it two weeks back and received no update so far.

Hi All, does anyone have a soft-copy (pdf) of the book "Quantitative Momentum: A Practitioner's Guide ' by Wesley Gray and Jack Vogel?