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Can you give me the link to try?

Someone from Europe?

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My reminder is still the same "Reminder: You will need to pass the FRM Exam Part II by November 2020. Otherwise you will have to re-enroll in the FRM Program as a new candidate." However, I have a new part on the website which is called: "Other Programs to Consider Energy Risk Professional...

They gave you the yield of T-BOND with 4 years to maturiy and I used it like the Rf

There was a question about Credit Spread, I used the following formula: CS=-1/T * Ln(D/F) - Rf Are you agree?

Also, there was a question about LTCM and 2007 subprime credit crisis. I think that the response is that in both cases the problem was they didn’t take properly the correlations in their models.

Also, there was a question to calculate the hazard rate given a PD. It was so simple like use the following formula? PD=1-e^(-hazard rate * T) I obtained a result like 8% or something like this

Great! :D someone else obtained the same result?

I think that it was exogenous approach and the formula that I applied was: LVaR=VaR + 0,5*V(mean (s) + stddev(s)*z)

Price jumps = frown Do you remember the questions about: OIS and LIBOR--------- 5% was the answer? Credit VaR of a portfolio of CDS -------

I used the following formula: r0 + (lambda 1 + lambda 2)*(1/12) - 2*vol*SQRT(1/12)