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thanks Alvin for the fast and helpful response (looking forward to my next weekend spent without any exam study and hopefully you can take a break...
Hi, 1. Appreciate if someone could confirm that an 'equivalent credit rating' (mentioned in Sept 2019 Q1(iii), copied below*) simply refers to an...
Hi, I celebrated the Easter weekend with some past paper practice but am left with 7 queries on the April 2020 and 2022 exams (even after...
Just saw similar question appeared in the April 2020 exam Q2(ii) where the Examiners answer and definitions of scenario& stress testing and...
Hi, Looking for a fellow student interested in exchanging SP9 past paper exam attempts between now and the April exam and giving feedback to each...
Probabilistic risk measures The Acted notes (pg 15) that VaR can be calculated using 3 approaches: empirical (or historical), parametric and...
Firstly, a huge thanks for all those tutors and individuals who respond helpfully on Acted forums to students' posts! It is an invaluable tool for...
Please ignore my revised Q3 (in message directly above) about calculating Kendall's Tau on page 16 of Acted notes. I now understand that always...
Thanks Alvin for your 3 answers. Q1: You wrote above that "'top down' stress-scenario tests ... differs from scenario analysis because it uses...
Hi, 3 questions on Chapter 15: 'Introduction to risk modelling': Page 20 of Acted notes says: Stress testing is similar to scenario or...
