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  1. K

    [Chp7] misalignment of the video contents and the GARP text book regarding the correlation crisis

    Hi, The instructional video on the correlation crisis stated that the bank suffered losses because it was "short on equity tranche and long on the mezzanine tranche." But in the GARP, it is the other way around. Is there something I missed ? Thanks.
  2. K

    YouTube T5-05: Value (VaR) Mapping a fixed-income portfolio

    Hi @Nicole Seaman, can you please help restore the excel file? Thanks!
  3. K

    Exam Feedback May 2024 Part 1 Exam Feedback

    passed with 1111, thanks a lot!
  4. K

    Trying to understand the key rate contributions calculation

    Hi David, thanks for the reply. The last sentence did help!
  5. K

    Trying to understand the key rate contributions calculation

    Hi All, in chp 13, p.605, I am trying to understand the contribution of the key rate 01. Per my understandings, I have calculated the opposite percentage for the 5-year and 10-year rates. My thoughts are : 1. The impact of 5-year rate drops to zero at year 10 2. so starting from year 5, 5...
  6. K

    YouTube T1-8 Capital market line (CML) versus security market line (SML)

    Hi @Nicole Seaman, can you please help restore the excel used in the video? Thank you so much!
  7. K

    Question about the base / foreign currency

    Hi All, I am very confused with the notation of the domestic and foreign currency. I understand that e.g. EURCAD = 1.46, which means CAD per EUR(CAD/EUR) i.e. 1 EUR = 1.46 CAD (REF Comment #10...
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