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Monte Carlo Value At Risk Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
Monte Carlo VaR
,
market risk
,
financial market
Search term matches:
Tag
...
market
risk
...
Full Text
... R Pros & Cons ◆ Pros ◆ Regulatory measurement for
market
risk
◆ Objective assessment ◆ Intuition ...
Parametric VaR Introduction
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Value at Risk
,
VaR
,
parametric VaR
,
market risk
,
financial market
,
trading risk
,
risk analytics
Search term matches:
Tag
...
market
risk
...
Full Text
... & Cons ◆ Pros ◆ Regulatory measurement for
market
risk
◆ Objective assessment ◆ Intuition and clear ...
Market Risk Economic Capital
Author(s):
Tim Xiao
(see profile)
Date:
2020
Group(s):
Business Management
Subject(s):
Economics
Item Type:
Presentation
Tag(s):
Economic capital
,
market risk
,
VaR
,
unexpected loss
,
time horizon scaling
,
confidence level scaling
Search term matches:
Title
...
Market
Risk
Economic Capital ...
Tag
...
market
risk
...
Full Text
...
Market
Risk
Economic Capital
Market
Risk
EC Summary ◆ Background ◆ Economic Capital (EC ...
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