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    Exam Feedback November 2017 Part 2 Exam Feedback

    Folks, I got my experience approved today! I submitted on January 3rd around 9 am CET. Thanks again @David Harper CFA FRM and @Nicole Seaman
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    Exam Feedback November 2017 Part 2 Exam Feedback

    Passed Part 2!! Thank you very much for the amazing program @David Harper CFA FRM and @Nicole Seaman, it feels so rewarding as last year in January 14 I purchased 1 year of BT prep for part 1 and part 2. Now, 1 year after I'm glad to say I have cleared both exams and it wouldn't have been...
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    Important Please Read: Publishing Process for 2017

    Thanks @Nicole Seaman, I swear I used the search function of the forum before posting, apparently not so effectively. Thanks again, -Roberto
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    Important Please Read: Publishing Process for 2017

    Hi @David Harper CFA FRM and @Nicole Seaman, I hope you're doing well. I was wondering, I was reviewing the note on the subject of this post and noticed the material for Hull chapter 17, "Fundamental Review of the Trading Book" is not contained in the study notes. Is this expected or am I...
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    Errors Found in Study Materials P2.T6. Credit Risk (OLD thread)

    Hi Team, Hope you're doing well. Found one error on the CVA formula when aggregating for n counterparties in R46.P2.T6, page 12. The formula given is missing the summation of the LGD components. Thanks, -Roberto
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    Exam Feedback May 2017 Part 1 Exam Feedback

    Hi Everyone, Special thanks to @David Harper CFA FRM and @Nicole Seaman. Proud to say I passed part one with 1-1-1-1. I used Bionic Turtle material for most of the topics; for really theoretical, content intensive I would recommend to go directly to the source (books) and read BT as a summary...
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    Exam Day Tips

    Hi @David Harper CFA FRM, it makes quite a lot of sense, thanks a lot for taking the time to share your advice, sounds like we have a strategy now :=) Thank you too @emilioalzamora1. -Roberto
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    Exam Day Tips

    Thank you @emilioalzamora1 and @David Harper CFA FRM for your response on this. Apart from skimming throughout the whole booklet which makes quite a lot of sense, David what are your thoughts on the approach to respond/fill the answer sheet? Emilio suggested to answer on the booklet and save...
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    Exam Day Tips

    Hi @David Harper CFA FRM, I hope you're doing well. The date of the May exam is around the corner and I would like your expert advice. So, assuming the day of the exam, what would you suggest to be more efficient, practical, on the below topics. Based on what I've read you receive a booklet...
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    Win prizes for forum participation!!

    Hi @Nicole Seaman, thank you very much for this, I could not be happier too! I also had an additional participation that I left to accrue from a few weeks back, I will redeem both for Amazon gift cards. Thanks a lot again! -Roberto
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    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    @David Harper CFA FRM, no problem at all and thank you for the kind words, enjoy the rest of the weekend!
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    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi Team, I hope you're having a great weekend. I believe the below idea is inverted. On R30.P1.T4 page 10. If we refer to the below snippet it mentions the relationship of bond prices and ratings upgrade downgrades. The idea on the first bullet is correct, however the highlighted idea on the...
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    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi @David Harper CFA FRM, no problem at all :) I'm glad indirectly I can support what you guys have dedicated so many efforts on. -Thanks, -Roberto
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    Important Please Read: Publishing Process for 2017

    @Nicole Seaman Thank you, I just wanted to verify they were not there because they do not exist yet and not due to maybe a technical issue. Thanks a lot! -Roberto
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    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi Team, Happy start of the week. Please find below another notation error within R.26.P1.T4.Dowd. On the weighting function for the VaR special case, the alpha should be = 1, to denote a single quantile. It is found in page 18. Thank you Team, -Roberto
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    Important Please Read: Publishing Process for 2017

    Hi Team, Happy start of the week. I was wondering, it seems two chapters on P1.T4 does not have any question sets on the study planner. Is this expected? I believe (haven't gotten there yet) but these are just conceptual chapters. If this is expected can we imply these are not highly tested...
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    Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)

    Hi Team, I hope you're having a great weekend. Please find below an error found in page 30 R25.P1.T4.Allen. The power should be directly on top of the 0.9 rather than outside the parenthesis. Thank you Team! -Roberto
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    P1.T4.R25 Allen - Parametric VaR Autocorrelation

    Hi @David Harper CFA FRM, thank you very much for this amazing response, I will definitely play around with the excel file provided and take a look into the suggested literature. Thanks a lot and enjoy the rest of the weekend! -Roberto
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    P1.T4.R25 Allen - Parametric VaR Autocorrelation

    Hi Team, I hope you're having a great day. I was wondering if you could help me understand the below idea, on page 8 of reading 25, there's a table in which it is calculated the parametric VaR for a 1D horizon and then extended to a 10D horizon using the square root rule. My question is, from...
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    Hull Chapter 6 US Treasury Bonds Day Count

    Hi @ShaktiRathore, thank you for your response. I believe this is a great approach intuitive and logical and I think that's the way we all would tackle this on a first encounter, still I think it is a little bit time consuming, nonetheless, I found that the calculator has a 'Date' workbook for...
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