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  1. Shau_2207

    Clean and Hypo PnL for Backtesting

    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
  2. Shau_2207

    Survey November 2023 Exam Results - Part 1 and Part 2

    In how many days do we get the response from GARP on our experience submissions
  3. Shau_2207

    Survey November 2023 Exam Results - Part 1 and Part 2

    I passed Part 2 using BT materials. Thank you @David Harper CFA FRM @Nicole Seaman for all your support
  4. Shau_2207

    PLEASE READ: Publishing Process for 2023

    @David Harper CFA FRM @Nicole Seaman , Any Update on this please?
  5. Shau_2207

    Funding Exposure vs. Credit Exposure

    Yes right ! My bad Thanks for clarification
  6. Shau_2207

    Funding Exposure vs. Credit Exposure

    @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.
  7. Shau_2207

    Science of Term Structure- Arbitrage pricing multiple periods

    Understood @David Harper CFA FRM . Np
  8. Shau_2207

    Errors Found in 2023 Study Materials P2.T5 Market Risk

    Hello @David Harper CFA FRM @Nicole Seaman , Regarding Chapter 9 page 53 onwards, I noticed we don't have mention of converting the non- recombining tree to recombining tree. I took GARP notes for reference (attached) which says its out of scope. I just wanted to confirm that if it is part of...
  9. Shau_2207

    Errors Found in 2023 Study Materials P2.T5 Market Risk

    @David Harper CFA FRM @Nicole Seaman , There seems to be an error in node 1,0 and node 1,1 one year forward rate it should be divided by 1.142 and 1.062. But instead it is divided by 1.1 for both. This is in chapter 8 of tuckman page 41
  10. Shau_2207

    Science of Term Structure- Arbitrage pricing multiple periods

    Thank you so much @David Harper CFA FRM
  11. Shau_2207

    Science of Term Structure- Arbitrage pricing multiple periods

    @gsarm1987 , sorry to come back on this again. can you reshare the spreadsheet? I am not able to open it.
  12. Shau_2207

    Course (Archived thread) Errors Found in 2023 Study Materials P2.T7. Operational & Integrated Risk

    Hi , Not sure if someone highlighted this before for Ops risk study notes 2023. Risk Governance chapter 2 we are missing Pillar 1 Capital calculations in the study notes. I see it was discussed by Jay in the video lectures but missing in study notes.
  13. Shau_2207

    Course (Archived thread) Errors Found in 2021/2022 Study Materials P2.T7. Operational & Integrated Risk

    Hi @Nicole Seaman, Not sure if someone highlighted this before for Ops risk study notes 2023. Risk Governance chapter 2 we are missing Pillar 1 Capital calculations in the study notes. I see it was discussed by Jay in the video lectures but missing in study notes. Thanks In Advance..
  14. Shau_2207

    PLEASE READ: Publishing Process for 2023

    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..
  15. Shau_2207

    PLEASE READ: Publishing Process for 2023

    @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
  16. Shau_2207

    PLEASE READ: Publishing Process for 2023

    Just noticed its missing in study materials, can you please help me check that? attached garp screen shot
  17. Shau_2207

    PLEASE READ: Publishing Process for 2023

    @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.
  18. Shau_2207

    PLEASE READ: Publishing Process for 2023

    Hello Nicole, I see in credit risk LOS is missing in Ashcraft topic...
  19. Shau_2207

    PLEASE READ: Publishing Process for 2023

    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
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