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I always wonder who are these people .. who paid heftly and didn't show up !

Gosh for this one I mistakenly was solving for "(1- SMM)^(1/12) " instead of "(1- SMM)^12 "...hence was getting very small values for first two options :( :( :( /...Silly silly mistake..

Mixed Feeling

There were roughly 5 people who didn't turn up in our room and 2 left very early - midway in exam. These people give me hope :P :P ....

The exam was tougher than I imagined. Quantitative + Qualitative. I think barely 10 - 15 questions were straightforward. Very wordy / lengthy - makes it hard to SPOT the easy ones. There were several "never heard of" terms.

Nice new display Pic David !

Thanks Mkaim, but "Scheduled payments don't incorporate prepayments. for WAL" is sounding contradictory to what i saw in notes. See Page 11, David's Questions PDF

hate those "types of frictions in sub-prime "questions .. :/

Is it fair to say 1. The difference between WAM and WAL is that WAL incoprporates "pre-payment" while WAM does not ? 2. WAM >= WAL I am sorry I didn't get enough time to delve into this reading...

I have to go to office today. One day lost :(

Looks like def prob questions are GARP's favorite !

How is the "Spread Risk Factor" of 0.005 calculated in below question ? Maybe it is as stupid question, but I can't recall.

Check this thread... https://forum.bionicturtle.com/threads/cva-recovery-impact-gregory.9534/

Thanks very much @Nicole Manley. I will have the Amazon gift card.

Is Component VaR larger or Incremental VaR?

VaR mapping fwd, fra, irs ..is killer. Still isn't sticking...