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Risk Mgmt - Value at Risk
AFM
answered on 17-Apr-24 15:36
Can somebody confirm the Z score should be taken for exam At 99% -2.33 At 95% -1.96 At 90% -.1.31 Because I found Two Z scores in two authors material @95% Z score ?
latest answer
two tailed 90% - 1.645 95% - 1.96 99% - 2.58 one tailed 90% - 1.28 95% - 1.645% 99% - 2.33% In ICAI problems we consider one tailed test as we look for probability of loss only so entire profit side of the curve is irrelevant so one tail is not required
M Naresh
CA Final
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475
Start up finance
AFM
answered on 17-Apr-24 12:34
Sir what is the difference between these 2 questions
latest answer
One is innovative mode of financing and other is who are financiers
nazriya nasar
CA Final
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408
Securitization
AFM
answered on 17-Apr-24 12:35
If the originator goes Bankrupt , does preferential and other Creditors of originator have superior rights in Special purpose vehicle or SPV Is only available to Investors ?
latest answer
Concept of SPV itself is that the creditors of the company ( originator) no longer have a right on those assets. All assets belong to investors only
M Naresh
CA Final
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326
Doubt on TT Remittance & Exchange position.
AFM
answered on 17-Apr-24 14:22
Sir, In previous question i.e 77 . We didn't considered TT Remittance in Exchange position A/c but we are considering in this Question 1.what is the reason for considering in this question? 2.what is the relationship between Exchange position A/c and NOSTRO A/c? 3.Why is it impacts the NOSTRO A/c? 4.Where we will maintain the Exchange position A/c?
latest answer
Illustration 77 in video it is there. There was a printing mistake in book. Corrected in next cersion
Hanumanthu Rajesh
CA Final
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4
454
Security valuation - Equities
AFM
answered on 17-Apr-24 14:15
Sir, questions 39 and 28 are of similar type, in both the Q's the growth is stabilizing at end of year 7 hence we should calculate P7 using D8 and discount them all to arrive at the present value, but in 28 we have calculated D8 and found P8 using D9 though growth is stabilized at end of year 7.
latest answer
yes. try in excel and you will get same answer
Venky Balamurali
Qualified CA
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268
Doubt on Exchange position
AFM
answered on 17-Apr-24 10:22
1. Is exchange position a separate A/c ? 2.what is the mean of "opening balance Over brought" in this context?
latest answer
Ok sir tq
Hanumanthu Rajesh
CA Final
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432
illustration
AFM
answered on 17-Apr-24 10:15
i think multiply 10000 not by 100 can u check
latest answer
Once you take square root you need to multiply by 100 Variance needs to be multiplied by 10000 but SD 100 only for converting to %
Hariharan S
CA Final
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257
calculation
AFM
answered on 17-Apr-24 09:57
var is 5.61115 then s.d is 2.3688 but s.d is 23.687 ? i think some error in ans
latest answer
variance is 0.056 so Sqrt of that is 0.023 i.e 23%
Hariharan S
CA Final
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222
Portfolio Management(Beta of Market)
AFM
answered on 17-Apr-24 10:03
Sir, Whether Beta of Market is always 1(Either given in qstn or not).Kindly clarify it sir.
latest answer
Ok sir.Thank you
Guru aravindh s
CA Final
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426
Derivatives
AFM
answered on 17-Apr-24 11:42
Is the answer b or c for this MCQ? Can anyone share the workings?
latest answer
Thanks Sir
Dheebhan Mahalingam T
CA Final
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357