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  1. 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...
  2. S

    CVA and DVA

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