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Hi, Can someone help with with some reading material for clean and hypo pnl used for VaR backtesting purposes. Also the mechanism of pull to par calculations and its exclusion from clean or hypothetical PnL. @David Harper CFA FRM TIA

In how many days do we get the response from GARP on our experience submissions

I passed Part 2 using BT materials. Thank you @David Harper CFA FRM @Nicole Seaman for all your support

@David Harper CFA FRM @Nicole Seaman , Any Update on this please?

Yes right ! My bad Thanks for clarification

@David Harper CFA FRM , Can you please help me explain this? As I understand the it should be default of the counterparty increase funding cost when margin is not posted the party with positive exposure has to fund the amount of loss. Similarly in the second sentence.

Understood @David Harper CFA FRM . Np

Thank you so much @David Harper CFA FRM

@gsarm1987 , sorry to come back on this again. can you reshare the spreadsheet? I am not able to open it.

Thank you @Nicole Seaman , Sorry I thought it was a miss or an error. I will keep a note of it.. Appreciate your help on this..

@Nicole Seaman thanks for your reply its post #23 just few post above this.. Post in thread 'PLEASE READ: Publishing Process for 2023' https://forum.bionicturtle.com/threads/please-read-publishing-process-for-2023.24321/post-94098

Just noticed its missing in study materials, can you please help me check that? attached garp screen shot

@Nicole Seaman , I am not able to locate the attached formula, Am i Missing something? can you or anyone please help me https://forum.bionicturtle.com/threads/please-read-publishing-process-for-2023.24321/post-94098- Also can you please help me check this post as well.

Hello Nicole, I see in credit risk LOS is missing in Ashcraft topic...

Hello @Nicole Seaman , Hope you are doing well When can we expect updated materials for ORR and Credit Risk. I noted there are few topics are missing even i credit risk eg in structured risk

Thanks @Sixcarbs, even I have similar view. Hi David, Can you please confirm ?

Hello @David Harper CFA FRM, Sorry to come back on this again, Can you please help to understand CS01 terminology and the calculation behind it. 1) What is the difference between Spread 01 and CS01 are these same? If not then; Is there a way we can derive or calculate it using the same spreads...

Thank you so much David :)

Hello, Can someone please help me with excel sheet of credit default swaps valuation with reference to attached video?

Understood Thank You