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VaR and ES
Hello Mr David, You have defined above standard normal 95% ES = NORM.S.DIST(NORM.S.INV(95%),FALSE)/(1-95%) = 2.062713 This is for Standard Normal Variate. I was just wondering if instead of SNV, if I consider the Normal distribution with mean = 100 (say) and Stdev = 20, how will the expected...- Ashok_Kothavle
- Post #4
- Forum: P2.T5. Market Risk (25%)
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David and Nicole's Vacation is coming up!
Hi Nicole and Mr David, Enjoy the Vacation. Format your mind with great memories, refresh yourself. Forum will be waiting for you both. Regards and all the BEST- Ashok_Kothavle
- Post #8
- Forum: Announcements
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Whatsapp FRM Part 1 November 2016 Group
Please add me. Ashok Kothavle (00919987890022). Regards Ashok, Mumbai, India- Ashok_Kothavle
- Post #9
- Forum: Part 1 FRM® Study Groups