Hi team,
I couldn't locate the review videos for the two chapters listed below under Valuation and Risk Models.
I just wanted to confirm if its my account or in this case, review videos does not provide additional value?
Chapter 6: Measuring Credit Risk
Chapter 7: Operational Risk
Thank...
Hello,
I was just comparing Default fund contribution Waterfall losses chart from the video with the GARP textbook. The sequence in both is different.
Based the book - the funds are used in the following order:
Initial margin provided by the member,
Default fund contribution of the member...
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