Search results

  1. S

    Errors Found in Study Materials P2.T5. Market Risk (OLD thread)

    Hi David & Nicole, I noticed that in "Estimating Market Risk Measures" on page 14, the equations for sub-additivity and monotonicity are interchanged, i.e., the sub-additivity equation is mentioned against monotonicity and the monotonicity equation is mentioned against sub-additivity.
  2. S

    Non-parametric methods of calculating VaR and ES.

    Hello, Could you please explain in detail volatility-weighted HS, correlation-weighted HS and FHS approaches? How are these approaches applied in the real-world? Thanks, Taranpreet Singh
  3. S

    Whatsapp group for FRM part 2 Oct/Nov 2020

    +919711499269
Top