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Exam Feedback May 2017 Part 2 Exam Feedback
Passed 1,1,1,3,2 Thanks @David Harper CFA FRM and @Nicole Seaman for everything!- cbrach
- Post #355
- Forum: FRM Part 2 Exam Feedback
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Errors Found in Study Materials P2.T5. Market Risk (OLD thread)
Hi @David Harper CFA FRM In the formula sheet page 21, it looks like expected shortfall column is incorrect. It appears to be dividing by (n - 1) losses in excess of the VaR instead of n. Updated by Nicole to add image of formula sheet being referenced- cbrach
- Post #41
- Forum: P2.T5. Market Risk (25%)
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Potential error in P2.T5. MR-9: 3.2.3. Kendall's tau and concordant/discordant pairs
Greatly appreciate the quick response. Thanks again.- cbrach
- Post #5
- Forum: David's Notebook
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Potential error in P2.T5. MR-9: 3.2.3. Kendall's tau and concordant/discordant pairs
Hi David, I was wondering why the numbers in columns NC and ND do not sum to 2 and 8? The attached file contains a spreadsheet with my calculation of Kendall's Tau using your example data. Thanks for your help. Best regards, Connor- cbrach
- Post #3
- Forum: David's Notebook
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FRM Part 2 May 2017 Study Group
Please add me. Thanks!- cbrach
- Post #7
- Forum: Part 2 FRM® Study Groups