My additions:
18. Calculation of PD for an individual bond given a basket
19. Prepayment principal calculation for a MBS bond
20. Calculation of debt using merton model
21. Computing strike of barrier option given spot, barrier rate, RF, and other inputs
22. Calculating rate using simulated...
Hi David
The screen grab is from the credit risk notes pg 57 (Malz chapter 9) I don't fully understand the statement "But when default rates are relatively high, an increase in correlation can materially increase the IRR of the equity tranche but also increase the losses to the senior bond...
Hi Suzanne-
When you "I will not be removing the old videos until we've started/finished that particular topic" are you referring to for e.g. entire T5 or do you refer to a particular reading, for e.g. T5 Dowd that has 4 chapters assigned. I am asking because i can't see any Fabozzi T5 videos...
Thanks Suzanne - can the old videos be made available in such cases please? For e.g., there was a video previously that covered Jorion Ch 6 and Ch 11 but the new one has only Ch 6. The old video has been replaced with the new one; I am not sure if there was a Dowd video that covered Ch 4 and Ch...
Hi David
In the calendar, i can see videos for Dowd Ch 3 and 7 but not Ch -4 and Ch -5. Is it because they correspond to aim's that are less important / testable from an exam perspective?
Thanks
Mahesh
Hi David,
Since you have updated the notes for P2 T5 to include the new Tuckman chapters, I wanted to know if you are planning to add practice questions for those topics?
Thanks
Mahesh
Hi Suzanne / David,
Are you going to do focus reviews this year - i am asking because i can't see it in the calendar. I found them very helpful while preparing for Part 1.
Thanks
Mahesh
Passed Part 1 - i used only BT for Part 1. The practice questions were outstanding and the BT forum rocks, prompt responses from David and others really helped. - Many thanks David, Suzanne and others who contribute to the forum.
For Part 2, i feel that core readings + BT should suffice...
Hi David,
I was looking for full length practice test for Part 1 and came across this thread where you've mentioned that this will be introduced in 2012 - if it's already there, can you point me to it please? If it isn't, is there a plan of doing it before the Nov exam? I am not sure if I've...
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