Hi @David Harper CFA FRM
Very useful video & explanations - as always.
My question here is whether the lognormal VaR can also be applied to bond VaR calculation and provide a similar 'solution' to the problem of time-scaling. Would the relative 10-day VaR formula (so μ=0) then look like:
%VaR...
Hi @Nicole Seaman and thanks for the spreadsheets.
Particularly interested for P2 (but other people may also be interested for P1) - will the study materials and questions in Bionic Turtle be updated to reflect the added/removed LOs?
If yes, when should we expect these amended study materials?
Unable to reach GARP here neither. Emails or calls...
My exam location is London and it has been couple of weeks the city is in 'tier 4' (complete) lockdown. Very unlikely it will improve before 16th January and even if they downgrade it to tier 3 it would be the same conditions they deferred...
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