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  1. F

    FRM 2008 results ?

    Got my results a few minutes ago -- Passed. Thanks David for putting all of this together. Your video lectures and podcasts were key to my success. Congrats to everyone who made it. Faisal.
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    LGD with a distribution

    Thanks David. You may also want to correct the notes. Also, what is the best way to inform you of some of these errors or typos. A couple of months ago I had sent you an email but I didn't get a response so I'm thinking you may have not received it. Is there a central place where you would...
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    LGD with a distribution

    Hi David, Can you clarify the formula for LGD on the bottom of page 51 of the formula sheets. It states PD=F*N(.)-Ve^(mu*T)*N(.). Should it not be LGD=F*N(.)-Ve^(mu*T)*N(.) since PD = N(.) and we are trying to determine E(LGD|PD). Faisal.
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