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How does one provide their work experience at this point? Per the letter we're supposed to go to "My Programs", but I can't find that anywhere on the GARP site.

Sure. Step #1. Stop visiting FRM exam related forums. Step #2. Never forget step #1.

I'll chime in with this. I thought this too - however, the example in your link is for a 10-day VaR, which would require constant rebalancing over a 10-day period to remain delta-gamma neutral, and as such, the VaR value would be different from zero. I'm not so sure the exam referenced a...