
Bionic Turtle’s Week in Risk — Ending April 24th
The Bionic Turtle FRM forum was crazy busy last week, but we learned a lot! Please note that, as usual in answering some questions, David provided customized spreadsheet snippets. Last week, this included sheet that (i) demonstrate the "additive" property of expected shortfall (ES) under a normal distribution, (ii) semantics of default probability, and (iii)...
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