楼主我从早上10多起来吃中饭，12点离家去考场，1点过10分到达考场。和老公说了点话，又咬了半块菠萝面包，然后进考场入座，一直考到6点，出来饿死我了……….

考完感觉比一级时间充分，但是我这个考场并没有人提前交卷。我是从后往前做的，觉得最后20题最简单，越往前越模糊，考得太细了::>_<::  Anyway，欢迎大家一起踊跃回忆攒人品，也造福明年考试的孩子们~

p.s. 我会将论坛上其他帖子里回忆出的新题一并汇总到此帖，方便小伙伴们~

1. Iceland before crisis

2. Root cause of Flash Crash; Fragmentation

3. Sovereign risk ->Financial sectors

4. Lessons learnt fromthe Iceland example

5. Which distribution can’tbe used to model loss severity

6. LVAR 计算

7. Basel II/III 与 Solvency II的比较

8. Surplus at risk 计算

9. Default correlation变化, ES/UL增加or减少

10. Diversified pf VAR, MVAR,CVAR, IVAR 定义和计算

11. Pf加一个position, 4个备选position, 给出了相应的annualreturn 和volatility, 问选哪一个会使new pf的risk最低

12. Arbitrage-free strategy

13. 麦道夫的公司 confirmed facts

14. KMV model

15. Put call parity,给了barrier option和Stock的价格，求option 的Strike price

16. Implied volatility, 什么时候最大

17. Complex model vs. Simple model

18. Principles of the Sound Management of Operation Risk

19. Observations on developmentin risk appetite; Framework and its infrastructure; CEO/CFO/CRO的各种作用

20. Basel III, Pillar 1, leverage ratio, liquidity standard

21. Basel III - Operation risk – Top-down vs. Bottom-up approach

22. RAROC计算

23. Subprime 中的主要friction

24. 某一题好像考到了operational risk的定义，就是不包括reputational risk啦

25. KMV model: debt can be viewed as….

26. Credit enhancement –External

27.  Securitization

28. 哪一个选项是最小的counterparty credit exposure ; selling put, CLN 还有2个选项忘了…

29. Credit value adjustment计算

30.一张大图, skewed to the right, 问PFE, EE,EEE

31. Stripped MBS: IO, PO的duration

32. Risk-neutral probabilityof default 计算

33. Credit VAR计算

34. 求scheduled principle prepayment?   好像是的

35. Term structure model; constant drift 计算

36. Bond FV=$1000, PV =952,  Int. rate today = 5%, 6个月后either 5.5%or 4.5%, 问int. rate 上升还是下降的概率大

37. Digital option

38. Basktesting VAR – objective,# of exceptions

39. 某一题好像考到Gumbel distribution,具体不记得了

40. Bootstrap historical simulation approach for VAR & Weighted historical simulation approaches

        貌似是问哪种方法可以不用covariance-matrix

41. Normal vs. LognormalVAR 计算

42. 一般的计算VAR

43.Quadratic& linear programming, 还有2个定义的  这个内容我记得notes上看过，但是完全不记得了啊，泪奔………….