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Got an email saying I passed after I was looking for them early yesterday!@!!!!

There was also one about concern over negative short term interest rates on models. And there was one using a short term model.

I wrote down a few things immediately afterward which I wanted to review in case I don't pass... 1.) Coefficient of upper tail dependence. 2.) 2 flash crash questions, 1 question on bank stress tests 3.) GEV 4.) Surplus 5.) VAR with long/short positions. 6.) calculate with age weighting on...

in the solution it says, "since d1=1.25786...." Where do the d1 and d2 values come from? are they calculated using the formulas for d1 (page 54 of notes) and d2, and if so, what is the likelihood that is testable?

For some reason, I can't seem to get these right. The language about "Bank A's exposure with respect to counterparty B" causes me to get the answers backwards half the time. I'm normally not one to memorize formulas, I like to think about them conceptually and figure out whether I should be...

I think this is a simple question but just wanted to verify... If a question says, "John thinks the probability of an up move at any point is 50%", does this ever go into the solution? or should we always calculate the risk neutral probability and use it instead?

Never mind, I think I found it: "The Misuse of Expected Returns" http://cfainstitute.org/learning/products/publications/faj/Pages/faj.v62.n6.4356.aspx?WPID=Topic_List_Tabbed&PageName=All

David, I don't seem to be able to see the attached report from the CFA Institute you mention...

Suzanne, I'm looking for the Part 1 T4 practice questions. I see the link to the forum where it appears there are questions, will they be posted in PDF Form to the practice question section as well? Can I rely on the ones posted in April? thanks!