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Thanks Suzanne. Please let us know the outcome. I still havent got my email.

I still haven't got my results. Its 8:40 PM EST. Anyone know GARP's contact number?

Its more than 5 o clock New York time... :( ..waiting since afternoon.....

Did anyone get the result ?

will they send result to every one or only the selected candidates?

Any one got result yet?

curious, does anyone felt that the AM session of the full exam was identical or very similar to L1?

Once the assets are securitized the originator's default has no impact on them. ABS are affected by the borrowers's defaulting on their obligations. I hope this clarifies.

Hi David I might be starting a thread that is not completely relevant to the exam discussion. According to 2003 data as per chapter 12 - Credit Derivatives and Credit Linked notes, AIG stands at number 17 on Credit protection Sellers list. (This is definetly old data but couldnt find what...

Thanks David for the clear explanation. It helps a lot

Hi David I have a question regarfding Kew Differences between Bond and CDS. Accrued Interest and Liquidity. According to the slide, Credit protection seller receives the accrued interest intil the default date on the reference asset. a. From whom does the seller gets the interest? from...

Hi David, Thanks for the great summary. I noticed you used Excel's Rate function to calculate YTM to be 6.71% on the Par Yield tab. YTM appears to be the same as bond yield that hull calculates to be 6.76% on page 81. I checked discounting the coupon of $3 etc back to present and found...

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Hi David , I cant find the excel spreadsheets for the EB#5 which I think was fantastic. Hari

Hi David, Since I like the subject, I found modified duration to be confusing to use because of the compounding rates involved. But your comment about using Dollar Duration clears awkward feeling like daylight to darkness. :) However I have a bone to pick with the rest. It seems to me...

HI David, A short call has -ve duration and -ve convexity. A short bond seems to be similar. As yield increases short seller will benefit. When I calculate modified duration for a continuously compounded zero, for short sale it comes out to be exactly opposite of long bond. for long, P=F...