Value at Risk (VaR) for Interest Rate Swap (IRS) & Cross Currency Swap (CCS)
3 mins read This post is a continuation of our earlier post that describes the usage of historical simulation for VaR calculation of
3 mins read This post is a continuation of our earlier post that describes the usage of historical simulation for VaR calculation of
4 mins read Presenting the case to the client As part of our risk management training course in June we did a fair
8 mins read Solved Solution for Value at Risk (VaR) Margin Lending Margin. Prime Brokerage Case Study 36 hours ago we posted our
4 mins read Using Value at Risk (Var) for Margin Lending Business – Prime Brokerage Case Study Practice Test Questions Here is a
15 mins read FRM training lecture. MBA FRM Course, SP Jain Dubai, June 2012. This is the actual transcript from the Shortfall session
9 mins read This Value at Risk EXCEL example shows how to calculate VaR in EXCEL using two different methods (Variance Covariance and Historical Simulation) with publicly available