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Can anyone tell me how to determine threshold in a CSA? I understand it depends on the ratings of counterparties, or sometimes even the types of collaterals. However, is there a methodology, like VaR or anything else, which helps to quantify the requirements for threshold? Thanks

Hi Liming - I am not quite sure about the quality of job seekers in risk area. However, my feeling is. a lot of risk guys with a little bit experience go to front office, e.g. trading, structuring, or do risks for hedge fonds in investmen committee. Hence they would not be a threat to you. I am...

I think you have a great chance to have a position in market risk control or bookrunning for trading, at least in Europe. Dont know how the criterium is like in Singapore. I can give you some advise in the interview for risk department: 1) know the whole interest rate curve models: one...

I got the email too.....didnt they say, in the email we can also see the quantil of the scores? anyway thanks god and thank you all and david of course...I can at last go to sleep :coolcheese:

Hi David, was the result release session in the last year like this time?

when login, and then go to frm, on the left side you will see for frm only, click on that and you will see the resume builder....

hi kunal, hope it is not a bug either...

So GARP is generating new type of operational "RISK". :-) That's definitly a heavy tail issue. can use that in text book as example..... :-P

I havent either......any one has the result?

I am confident of 80(85% - 90% to be correct), 40 educated guess with 50% to be wrong, and reset 20 with at least 75% to be wrong (very bad educated guess..... :-() Hope I can pass. get frustrated with the preparation of the exam...

Could that the reason be, the cds spread has already priced the sovereign risk of the bond. hence it's not good to use the malaysia bond but the us treasury bond, which imply minmal sovereign risk? So the point is not the usd-issue, demonstrated in the answer.....