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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    It also had AMA, credit VAR calculation, market var + stressed var, cut off calculation at 95%, one question on MF global, LDA . The questions were not easy to understand & interprete. The given choices were very confusing.
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    Exam Feedback FRM Part 2 (November 2014) Exam Feedback

    I found it very difficult. Almost 60% questions were unexpected. Around 7-8 questions were in SCDS which I found difficult. One was on LCR, on leverage ratio and ARACOC. Even MBS and volatility smile questions were very tricky. GARP practise questions didn't do any justice. I had prepared well...
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    Operational risk_Solvency II vs Basel 3

    Hi David, I was reading last FRM part 2 exam feedback & somebody mentioned that Garp asked about Solvency II. Can you please provide link for the Solvency II material. Thanks, Sharda
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    R38.P2.T6 Malz_Credit Risk

    Thanks David, the above link, helps.
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    R38.P2.T6 Malz_Credit Risk

    Hi David, In R38.P2.T6.Malz_v3.pdf on page 41, you have given "Number of defaults" for 0 correlation(Binomial distribution). I need to know how to calculate that. That means if n=100 & p=1% , then how to calculate "number of defaults" at 95%. Can you please let me know. Regards, Sharda
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    P2.T6.329. Collateral in credit exposure (Gregory 5.1)

    329.1 is a 329.2 as mentioned not given sigma 329.3 not sure, but I think it should be b
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    Weekly trivia 4/28/14 (Duration, DV01 and convexity)

    Nicole, Yes, please use on file email address.
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    Weekly trivia 4/28/14 (Duration, DV01 and convexity)

    Thanks a lot! I think,I'll claim Amazon15 gift card.
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    Weekly trivia 4/28/14 (Duration, DV01 and convexity)

    Hi, I find duration,DV01, Convexity etc little difficult concepts. My answers are: 1.b 2.c 3.a 4.c 5.c
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    FRM level 1 formula sheet

    Thanks David for your quick response. I have noted the correction as well.
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    FRM level 1 formula sheet

    Hi David, Suzzane, I am paid member, recently bought advanced FRM material. Just wanted to know from where I can download the FRM level 1 formula sheet? The links in the forum(older posts) are not working.
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