Search results

  1. Y

    Exam Feedback November 2018 Part 2 Exam Feedback

    If my memories are correct rather 400m
  2. Y

    Exam Feedback November 2018 Part 2 Exam Feedback

    I would say about 60 for both Part II and ERP. I remember there were more than 100 for part I.
  3. Y

    Exam Feedback November 2018 Part 2 Exam Feedback

    Basically if you owe collateral and the counterparty goes bust do you need a court decision to get it back... I personally don't know the answer.
  4. Y

    Exam Feedback November 2018 Part 2 Exam Feedback

    From what I can remember there was: Market Risk Quantile Plot, Hedging using Empirical data, at least 2 questions on backtesting VaR, Volatility Smiles Var Calculations (One question required calculating VaR on portfolio of 3 assets - or maybe I missed the point) Credit Risk 2 or 3 questions...
  5. Y

    Exam Feedback November 2018 Part 2 Exam Feedback

    20 first questions seemed relatively easy to me and then it went harder. I think I did about 50. I don't know if it will be enough. I was also surprised there weren't that many people in the room (LONDON exam centre) compared to how many people were there taking part I.
Top