Search results

  1. I

    Exam Feedback May 2017 Part 2 Exam Feedback

    took part 2 and also saw ERP under "Other programs to consider" ughh one more week.
  2. I

    Exam Feedback May 2017 Part 2 Exam Feedback

    stop with your search for the cut off, cj9101. I really think it's getting obsessive. many have already told you that all are just their own estimation and assumptions.
  3. I

    Exam Feedback May 2017 Part 2 Exam Feedback

    There were 2 questions on Bitcoin, and for both the term traceability was mentioned but if I remembered correctly, only 1 (the second question later in the exam) has a choice that said the identity could be verified. For the first question, I was torn between low transaction costs and...
  4. I

    Exam Feedback May 2017 Part 2 Exam Feedback

    1-2. PD x 2 3. Expected Loss 4. Expected Shortfall 5. CVA and fed funds rate 6. Volatility and Strike price 7. Mean reversion Vasicek 8. OIS vs LIBOR for derivatives 9. ERM risk contribution of each project 10. Correlation swap 30% 11. Forward to hedge 12. forward LIBOR, swap 13. lognormal VAR...
Top