Search results

  1. B

    Best of luck to everyone + exam tips

    ha! no wonder..you are always a busy bee. :) I agree that it's not about the title but the span/depth of the knowledge.
  2. B

    Best of luck to everyone + exam tips

    Aleks, you took the exam yesterday, right? how did it go, wondered if you have read the feedbacks from people...would be great to have your input!
  3. B

    FRM Level 2 , Nov 2012 : Post what you remember here

  4. B

    FRM Level 2 , Nov 2012 : Post what you remember here

    28: Mortage pool is structured into two tranches A and B. Coupon payments for mortgage pool and tranch A were given in a table. And Coupon payment for Tranch B was asked. Simple Math. Ans: LIBOR + 88bp Does anyone has an answer LIBOR +99bp..
  5. B

    FRM Level 2 , Nov 2012 : Post what you remember here

    i chose the same: long treasury with short cds, but i thought it's C. A was like buy CDS, and B sell CDS, D is long treasury and long cds.
  6. B

    FRM Level 2 , Nov 2012 : Post what you remember here

    why percentage? I thought it asks who has the biggest liquidity risk in a time of panic, so i chose the one with most absolute collateral, which is D (275, and B is 250.)
  7. B

    maturity adjustment -IRB credit risk weight function

    I kind of think this way: Low PDs = better credit ratings = paying lower interest rates, so the issuers tend to keep the outstanding issues; high PDs = lower credit ratings = paying higher interest rates, so the issuers will redeem the outstanding when upgraded or interest rate regime changed to...
  8. B

    Passed Part 1

    Aleks, you will be dearly missed here if you are not going to be as active or taking P2 in Nov. Anyway, Congrats!!
  9. B

    Passed Part 1

    1,1,2,1. Thank you David,Suzanne, for all your help and replies!
  10. B

    Level 1: Post what you can remember here

    Anyone disagree on the #1? hmm..I think I chose C. When comparing C and D, I thought that standard error close to 0, not standard deviation.
  11. B

    Level 1: Post what you can remember here

    The Y-axis is the excess portfolio return and the X-axis is the excess market (or target) return, and it askes what's the portfolio's jensen's alpha. The regression was like y=0.45x+0.31. Of course I don't remember either b0 or b1 but just made up the numbers.
  12. B

    Level 1: Post what you can remember here

    0.91 sounds like what I got too
  13. B

    Level 1: Post what you can remember here

    there is also a question on Basel 2 recommendation for stress testing. one is encourage open discussion; one is manager's signoff before sent senior manager's review. forgot other options.
  14. B

    Level 1: Post what you can remember here

    agree on this one
  15. B

    Level 1: Post what you can remember here

    oh just saw your reply. yes, ROE is the only performance indicator there.
  16. B

    Level 1: Post what you can remember here

    what about the KPI one?
  17. B

    Level 1: Post what you can remember here

    I think the options are: a. ROE, b. VaR, c. volatility and d. stddev. c and d I'm not quite sure if remember correctly.
  18. B

    Level 1: Post what you can remember here

    I remember one question on exchange rate: According to Purchasing Power Parity, the real exchange rate is based on what: two options I remembered: Inflation Rate, GDP. Anyone knows the correct answer? I think I picked GDP.
  19. B

    Is writing on the question booklet allowed?

    Thanks Hend!
  20. B

    Is writing on the question booklet allowed?

    Please bare with me, haven't taken any exam for a long time. I have a habit to understore key words while reading questions, and circle hard questions so that I can revisit later. Would this be allowed for FRM? I vaguely remember it's not allowed for CFA years ago. Please advise. Thanks!
Top