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Search: Posts Made By: jthomps7
Forum: CAS Exams - General 03-02-2017, 03:17 PM
Replies: 54
Views: 10,934
Posted By jthomps7
Anyone get theirs yet?

Anyone get theirs yet?
Forum: CAS Exams - General 02-09-2017, 08:08 PM
Replies: 54
Views: 10,934
Posted By jthomps7
Are there any other people who got their...

Are there any other people who got their Fellowship in June 2016 who are STILL waiting on a diploma?

I emailed Danelle Gee at CAS but haven't heard anything back.
Forum: CAS Exams - General 01-04-2017, 04:17 PM
Replies: 54
Views: 10,934
Posted By jthomps7
Resurrecting an old topic... Is there a...

Resurrecting an old topic...

Is there a delay in getting out the FCAS diplomas this year? Haven't gotten mine still...over six months after it becoming official.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-14-2016, 02:34 PM
Replies: 21
Views: 4,513
Posted By jthomps7
And of course they post the examiner's report as...

And of course they post the examiner's report as soon as I said this.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-14-2016, 12:18 PM
Replies: 21
Views: 4,513
Posted By jthomps7
Last year they released it on July 22, and that...

Last year they released it on July 22, and that was when the actual sitting was in April. So it might be another two weeks still. I think CAS just hurries to get the Associate-level exams done...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-13-2016, 02:14 PM
Replies: 21
Views: 4,513
Posted By jthomps7
FYI, for this sitting: 254 passers 521 takers...

FYI, for this sitting:
254 passers
521 takers
17 ineffective
48.8% raw pass ratio
50.4% effective pass ratio
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-07-2016, 03:15 PM
Replies: 38
Views: 5,562
Posted By jthomps7
My results since taking my first exam in Fall...

My results since taking my first exam in Fall 2004:

PP-PPPPFFP--------F-PF-P
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-05-2016, 06:46 PM
Replies: 101
Views: 13,070
Posted By jthomps7
My profile on the CAS web site was automatically...

My profile on the CAS web site was automatically updated to Fellow as of this morning, and I assume others' were as well. Will be interesting to see when they finally post the examiner's...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 07-05-2016, 11:55 AM
Replies: 38
Views: 5,562
Posted By jthomps7
I'm dating myself here. Finished school with P,...

I'm dating myself here. Finished school with P, FM and SOA Exam 3 in 2006 and started work right away. Had ACAS by 2009. Went four years without taking an exam, but finally finished just now. So...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-30-2016, 01:58 PM
Replies: 101
Views: 13,070
Posted By jthomps7
FYI, CAS just posted the list of passing names: ...

FYI, CAS just posted the list of passing names:

http://www.casact.org/admissions/passlist/may16/Exam_9_Passing_Candidate_Names.pdf

The link on the site is broken, but the above one works.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-27-2016, 08:18 PM
Replies: 101
Views: 13,070
Posted By jthomps7
LOL, and as soon as I post this, I get it. 6 for...

LOL, and as soon as I post this, I get it. 6 for me. Thinking I was right on the 6-7 border but don't care at this point!
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-27-2016, 07:02 PM
Replies: 101
Views: 13,070
Posted By jthomps7
None here yet, but kind of expected for West...

None here yet, but kind of expected for West Coast.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-24-2016, 02:55 PM
Replies: 101
Views: 13,070
Posted By jthomps7
Exactly. Don't forget that the prelims are...

Exactly. Don't forget that the prelims are multiple choice. A 6 on a prelim means you were just 1-2 silly mistakes from failing. On this exam, however, a 6 could be as many as 4.5 points (7%)...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-22-2016, 03:35 PM
Replies: 544
Views: 61,046
Posted By jthomps7
254 passers. WOW!

254 passers. WOW!
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-22-2016, 03:33 PM
Replies: 544
Views: 61,046
Posted By jthomps7
PASSED! FCAS!!! Still feeling stunned.

PASSED! FCAS!!!

Still feeling stunned.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 06-15-2016, 05:47 PM
Replies: 544
Views: 61,046
Posted By jthomps7
I was surprised it had been so quiet in here with...

I was surprised it had been so quiet in here with just one week to go. But yeah, I would expect next Wednesday. In the past, they've emailed the link out around 2:00pm Eastern though sometimes...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-12-2016, 05:52 PM
Replies: 23
Views: 3,756
Posted By jthomps7
Yeah, market price of risk very sneaky indeed. I...

Yeah, market price of risk very sneaky indeed. I only knew it because it popped up in a Fox example question.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-09-2016, 03:56 PM
Replies: 544
Views: 61,046
Posted By jthomps7
Here's how I got to the answer on 20:

Here's how I got to the answer on 20:
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-09-2016, 02:56 PM
Replies: 544
Views: 61,046
Posted By jthomps7
Hoping to get confirmation on a couple more...

Hoping to get confirmation on a couple more calculations here.
#14 Macaulay duration = 2.327
#15 a. 100% (as we established)
#15 b. 90% exactly
#15 d. 3.104
#20. $4,812.50 reduction

#23...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-07-2016, 03:45 PM
Replies: 544
Views: 61,046
Posted By jthomps7
I thought they were looking for that P&C...

I thought they were looking for that P&C liabilities are usually inflation-sensitive, so their effective duration is usually much lower than the Macaulay duration.

For the second part, I went with...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-07-2016, 01:23 PM
Replies: 544
Views: 61,046
Posted By jthomps7
That makes more sense. I wonder how specific an...

That makes more sense. I wonder how specific an answer they're looking for.



Yeah I got this exactly.
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-06-2016, 07:59 PM
Replies: 544
Views: 61,046
Posted By jthomps7
Hoping someone can confirm my logic on Question...

Hoping someone can confirm my logic on Question 5. Market price of risk is risk premium over variance (didn't know this til the Fox review problems!!), so variance of market risk is 25%. Beta is...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-06-2016, 07:18 PM
Replies: 544
Views: 61,046
Posted By jthomps7
Just noticed that this exam was very heavy on...

Just noticed that this exam was very heavy on Section A and light on Section D (not necessarily a complaint). Interesting, since supposedly D is 25-35% of the syllabus. Here' the breakdown:

A ...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-06-2016, 07:11 PM
Replies: 544
Views: 61,046
Posted By jthomps7
Hopefully they won't penalize for me not...

Hopefully they won't penalize for me not converting to dollars.

For part b, I got 12.875% = -.25(.06) + 1.25(.115). You use the 6% since you're using the risk-free investment to borrow, not...
Forum: Exam 9 (old Part 8) - Financial Risk & Rate of Return 05-06-2016, 06:49 PM
Replies: 544
Views: 61,046
Posted By jthomps7
This makes more sense, and thankfully, it gives...

This makes more sense, and thankfully, it gives me answers closer to what I actually wrote. So I assume that the forward rate to use is the one-year forward rate in year 3 (time 2 to time 3), which...
Showing results 1 to 25 of 300

 

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