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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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