Hi Monooki99
Your question is very interesting and if you have already received some feedback I would appreciate that you share it with me. In fact, I’ve also wondered how do banks for estimating one measure of Var for all positions, including several assets class. I think a historical method...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.