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Errors Found in Study Materials P1.T4. Valuation & Risk Models (OLD thread)
Hi David, On page 9 of the Study Notes for P1.T4 Schroeck's Chapter 14 on Capital Structure in Banks, under section "Describe how economic capital is derived", "Step 3. Estimation of Unexpected Loss Contribution (ULC) to the lending portfolio as a function of expected loss, weight of the loan...- evelyn.peng
- Post #30
- Forum: P1.T4. Valuation & Risk Models (30%)
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Valuation & Risk Models / Hull, Chapters 13, 15 & 19 / Instructional Video: Hull, Chapters 13, 15 &
Hi Nicole, In the video for Chapter 15; the spreadsheets discussed in slides 23 and 38 are not found in the learning spreadsheet for Chapter 13, 15 and 19. Is there anyway they can be posted? Many thanks, Evelyn- evelyn.peng
- Post #5
- Forum: P1.T4. Valuation & Risk Models (30%)
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VaR spreadsheet
Hi Nicole, I'm going over David's video for Allen Chapter 3 Putting VaR to work. I couldn't find a thread that talks about this in particular so I'm hoping you can help me out. On Slide 45 of 52 David has this Excel spreadsheet that I wish to follow along with formulas. I can't find it as...- evelyn.peng
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- Replies: 1
- Forum: P1.T4. Valuation & Risk Models (30%)