Add
Add on (not sure if some are repeated from the above)
51) property of ES (under normal distribution ES = 97.5% VaR?)
52) calculate VaR with collateral
53) question about CCAR...would equity market value aggressive or conservative capital buffer? ( I put aggressive buffer that takes...
Did you guys calculate DD with the LN formula? I tried (20*1.05-10)/(0.28*20.5) but couldn't get the DD among the 4 choices...anyone knows what went wrong with my formula?
I spent so much time solving a couple of numerical questions in the way I thought was right but turned out I couldn't get...
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.