Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 6 Credit Risk. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 4 Valuation & Risk Models. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 3, Financial Markets & Products. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 1, Foundations of Risk. This keeps our forum organized. We appreciate your cooperation! :)
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In the study notes it is mentioned that a good model will produce approx. the number of expected exceptions and an example of 95% VaR model is used over 250 days. The computation shows that it will produce approximately 5% * 250 days = 25 days exception. Is that a typo? Should it not be 12.5...
Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 10 Current issues. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 9 Investment Management. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 8 Liquidity and Treasury Risk. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 7 Operational & Integrated Risk. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials that are published in the study planner under P2.T5. Market Risk. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials that are published in the study planner under P1.T3. Financial Markets & Products. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2025 materials in Topic 2, Quantitative Analysis. This keeps our forum organized. We appreciate your cooperation! :)
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Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials that are published in the study planner under P2.T6. Credit Risk. This keeps our forum organized. We appreciate your cooperation! :)
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Hi @David Harper CFA FRM , this question is w.r.t. Hull Chapter 24: Credit Risk. Can you please help me understand why the calculation for PD between year 2 and 3 (PD2,3) uses the euler's number e whereas the calculation for PD between year 1 and 2 (PD1,2) just uses the difference between...
Please use this new thread to let usknow about any errors, missing/broken links, etc. that you find in the 2023 materials that are published in the study planner under P2.T8. Liquidity and Treasury Risk. This will keep our forum much more organized. We appreciate your cooperation! :)
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Hi,
there's an error in the summary table for Climate-related risk drivers and their transmission channels.
Page 7 (p.33 in vitalsource)
The drivers should be respectively Microeconomic and Macroeconomic, however, the table shows the opposite:
Please use this new thread to let us know about any errors, missing/broken links, etc., that you find in the 2023 materials that are published in the study planner under P2.T7. Operational & Integrated Risk. This will keep our forum much more organized. We appreciate your cooperation! :)
PLEASE...
Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2023 materials in P2.T5. Market Risk. This will keep our forum much more organized. We appreciate your cooperation! :)
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Please use this thread to let us know about any errors, missing/broken links, etc., that you find in the 2024 materials in P1.T1. Foundations of Risk. This keeps our forum organized. We appreciate your cooperation! :)
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