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Hi @Nicole Manley , I seem to be able to upload (at first) as I see the bar with the uploading process filling up from 0 to 100% but then immediately an error message pops up (the one with the red bar above) stating: "The following error occurred There was a problem uploading your file...

PART 4 Capital Planning at Large Bank Holding Companies - Supervisory Expectations and Range of Current Practice FRM AIMs: •Describe the Federal Reserve’s Capital Plan Rule and explain the seven principles of an effective capital adequacy process for bank holding companies (BHC’s) subject to...

PART 3 OTC Derivatives - A comparative analysis of regulation in US, EU, Singapore FRM AIMs: •Describe the characteristics and benefits of central clearing. •Describe the function of a trade repository and explain the benefits of a trade repository to OTC market participants. •Compare the...

PART 2 Towards better reference rate practices – a central bank perspective FRM AIMs: •Describe the risk components of market interest rates and explain their implications in choosing a proper reference rate. •Describe recent market trends which have encouraged market participants to consider...

Hi all, @Steve Jobs told me that my dropbox link above is not functioning correctly. Since I am not sure when I will have reliable access to dropbox (long story why...) I will attempt to copy the text from the Word document here. I am aware that the entire text will not fit into a message...

Hi David, I am very glad you and the site are back, I had a bit of panic that I couldn't access the forum in case I wanted to look up some threads for practice questions or practice exams. :)

I agree with @irenab , I think sometimes I would lose my motivation to learn where I encounter topics I don't understand at the first glance and I am thankful for the feedback received here, so yeah, the participation in the forum is (especially now close to the exam) the more fun part in the...

Thanks a lot! I guess I'll let it accrue. :) Looking forward to the detailed answers! Best regards.

Thanks a lot for the uploaded materials @David Harper CFA FRM CIPM ! :) I find especially the summaries for JPM and MFGlobal really good, I have some good night lecture now. :cool:

1 c 2 b 3 a 4 c 5 c

@Jo_ just as a hint, approximately half of the reading from Wagner can be found via google books: http://books.google.de/books?id=NNC1aD32wcoC&pg=PT127&hl=de&source=gbs_toc_r&cad=4#v=onepage&q&f=false It's available if I look it up from Germany, possibly should be available also from other...

Hi @Steve Jobs , well the document contains information on the readings from the current issues section (as laid out by GARP for 2014) except for the Caruana text, which was already covered by David. I am not so sure the wording "cover" applies best to my document, because it is certainly not as...

Great explanation, thanks a lot! :)

So can we say that for the HS approach the 5% VaR is -2.35% and for the Hybrid approach the 5% VaR is somewhere at -2.65%?

Hi @JoeriG , my take-away from swap valuation was that one should start "backwards" when determining the payment periods. I.e. for 175.1 we have semi-annual cash flows being exchanged and a remaining life of 9 months (additionally the text indicates 3- and 9-month LIBOR (!)). So you would start...

Thanks, yes at the moment I am also trying to convince myself of how much fun I am having while going through PQs, practice exams, notes, videos and switching back and forth between P1 and P2. :D

Hi David, I think in your answer above it should be "(0.70 - 0.30) * (100 * 1% * 1.645) = $0.6579" and one of the possible answers should also reflect this number (i.e. 0.6579). But then again this is nit-picking from my part. :) Thanks.

Hi guys, @irenab thanks for the hint, I didn't realize that and I have almost read all the paper on JPMorgan some weeks ago... Anyway attached is my "work-in-progress" document which I actually wanted to post next week, but since some of you requested to see the current version I am uploading...

Hi all, I tend to agree with @cdbsmith . I don't know if this is of any help, but I have started weeks ago reading through some of the readings for P2.T9 (the so-called "Current Issues"), some seemed interesting to me, some not quite, anyhow, I tried to pick out the points/ideas which seemed to...