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On the CFA Program Identification Policy page, it states:
To change your name, please send your full name, CFA Institute ID number, and a scanned image or photo of your passport data page to info@cfainstitute.org. Allow up to thirty (30) days for processing. CFA Institute cannot guarantee requests will be processed if they are submitted less than 30 days before your exam appointment.
What that means is that they’re not liable to get the change done within less than 30 days, which makes sense to lower surge requests, as this is something that candidates should be able to give plenty of notice for.
If your name does not get updated within 30 days, there’s a risk you won’t be admitted for the exam. Sounds harsh, but that’s what it is.
Follow-up emails are fine, but if you’d like to speed things along I suggest calling them up.
Good luck!