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  1. S

    P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)

    It is indeed very helpful thanks David :)
  2. S

    P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)

    Hi @David Harper CFA FRM regarding 714.2 i am confused with GARP 2018 30. Computing VaR on a portfolio containing a very large number of positions can be simplified by mapping these positions to a smaller number of elementary risk factors. Which of the following mapping technique for the given...
  3. S

    CVA and DVA

    As per Gregory chapter 14 he has introduced a negative sign in CVA formula, so am a little confused as to what should be the impact of credit spread and recovery on CVA. Whether we have to consider the magnitude or sign also
  4. S

    Whatsapp FRM Part 2 Group-November 2018

    Please add me + 91 9993176474
  5. S

    CVA and DVA

    While calculating CVA and its properties do we need to use negative sign???
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