New YouTube
- Linear regression: Sample Regression Function (SRF, FRM T2-14) https://trtl.bz/2ukBMsT
- Futures contracts to neutralize (or alter) equity beta (FRM T3-7) https://trtl.bz/2GwhDVy
- [Prep strategy] @lRRAngle asks a good question about techniques for revising practice questions https://forum.bionicturtle.com/threads/answering-practice-qeustions.13789/, and also about preparation at the T-minus 1.5 month mark https://forum.bionicturtle.com/threads/about-1-5-months-from-exam-day.13790/
- [calculator] @bollinez123 asks about calculator technique https://forum.bionicturtle.com/threads/instructional-video-on-calculator-usage.13439/
- [P1.T2] The F-statistic as a function of the number of restricted variables https://forum.bionicturtle.com/threads/stock-watson-chap-7.13787/
- [P1.T2] The observed default rate can be observed either as the average of (N) Bernoulli variables or the outcome of a single binomial http://trtl.bz/2GKFQVJ
- [P1.T3] The lease rate for commodities https://forum.bionicturtle.com/threads/lease-rate-for-commodities.4721/#post-58814
- [P1.T3] Example of how unexpected strengthening of basis improves position of short hedger https://forum.bionicturtle.com/threads/basis-risk.10422/#post-58722
- [P1.T3] Thank you @ziminli1228 for help with my mistake in terminology with respect to long/short hedge under a short forward exposure http://trtl.bz/2GSITvi
- [P1.T3] Thank you @lRRAngle for identifying the mistake in our Eurodollar example https://forum.bionicturtle.com/threads/eurodollar-short.13788/
- [P1.T3] The relationship between an option's intrinsic and time value https://forum.bionicturtle.com/thre...pact-option-price-hull.4601/page-2#post-58787
- [P1.T4] Thank you @Xiconeto for identifying a typo in the VaR question https://forum.bionicturtle.com/thre...ation-approaches-allen-ch-2.13700/#post-58796
- [P1.T4] There are two equivalent ways to deduct the dividend in the adjusted BSM https://forum.bionicturtle.com/thre...es-with-dividends-hull.4795/page-5#post-58791
- [P2.T5] Terminology of geometric and arithmetic returns http://trtl.bz/2DFvQtF
- [P2.T5] Risk-neutral pricing https://forum.bionicturtle.com/threads/l2-t5-42-risk-neutral-drift-tuckman.3555/page-2#post-58792
- [P2.T5] Understanding expected shortfall for a continuous distribution https://forum.bionicturtle.com/threads/p2-t5-708-expected-shortfall-dowd-chapter-3.11166/#post-58788
- [P2.T6] The weights are implicit in dollar-based unexpected loss (UL) https://trtl.bz/2GkDYW0
- [P2.T7] The challenges of interpreting Common equity (CET1) versus Tier 1 and Total Capital requirements https://forum.bionicturtle.com/thre...i-regulatory-capital-changes.7944/#post-58794
- [P2.T7] Hull's end of chapter Question 15.6 on risk-weighted assets (RWA) under Basel I https://forum.bionicturtle.com/threads/rwa.10668/
- [P2.T7] Do candidates need to know that Basel 3 IMA requires a 10-day 99.0% confident VaR? https://forum.bionicturtle.com/threads/p2-t7-410-basel-iii-market-risk-continued.7975/
- [P2.T7] Standardized approach to credit risk under Basel II versus Basel III https://forum.bionicturtle.com/thre...-to-credit-risk-under-basel-ii-basel-iii.4419
- [P2.T7*] Capital conservation versus countercyclical buffer https://forum.bionicturtle.com/thre...on-vs-countercyclical-buffer.9429/#post-58758
- [P2.T7] We need numeral example(s) of FRTB https://forum.bionicturtle.com/thre...pected-shortfall-and-credit-trades-hull.9780/
