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Thanks so much @David Harper CFA FRM and @Nicole Manley for your help. I thought this part 2 exam was a write off.. so pleased i was wrong!

Thanks very much, please can I take the amazon gift card?

I appreciate it's deep into the holiday season, but if either of you ( David or Nicole) have a chance to come back to me on this I would be very appreciative. I found your input on the part 1 very useful indeed and am hopeful that it will be the same for part 2.. Thanks. Tom.

@David Harper, @Nicole Manley could you help on this please? Thanks. Tom.

Thanks for this response ShaktiRathore, I'm not entirely sure what the response is saying though, are you seconding the request for a spreadsheet or agreeing with the idea that it would be useful? My intended purpose of this thread is to hopefully to have someone (potentially David Harper...

Hi, thanks for this ShaktiRathore. It still doesn't really clear up for me how the exposure actually has changed at all. Initially there was a long of 100 and a short of 50, so to my mind the exposure would be viewed as 100-50 = 50 without doing anything at all (assuming they were against the...

Hi, I am reading through the material and in all honesty I just don't understand how this is any different to simply netting off positions. Surely the position itself is already netted within the risk system, so simply displaying a net impact won't change anything at all and therefore the...

Hi David / team, Apologies if this question has come up before I did search to see if anyone had posted anything on this.. I have passed the FRM part 1 and have got a fairly comprehensive list of the formulae which recur from schweser's quicksheet, then supplementary information added by...

Hi David / team, I sat the exam in May and there was a question on calculating the Jensen's alpha across multiple years of returns. I forget the entire question and have trawled through the forums to find links to it to no avail really. I was wondering if you could remember such a question...

Hi, I am looking through the very first set of study notes ( allen) for the valuation and risk models. As an exercise for myself I was trying to replicate the figures for the black scholes calculation on page 30, but was wondering firstly what value you are translating in the Z table to convert...