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P2.T8.20.2. Liquidity-adjusted value at risk (LVaR) (Hull Ch.24)
Oh, I didn't see that part. Thanks David- SunnyAmazon
- Post #4
- Forum: FRM® Practice Questions
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P2.T8.20.2. Liquidity-adjusted value at risk (LVaR) (Hull Ch.24)
But why I am not getting the answers for the LVar in question one 3m × 2.33× 0.0143 = 99957 Liquidity cost= 3m x 2/30 × 0.5 = 100000 LVaR = 100000 + 99957. Please, see my logic and clarify- SunnyAmazon
- Post #2
- Forum: FRM® Practice Questions
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P2.T8.20.5. Investment maturity strategies (Rose Ch.10)
How do you calculate marginal tax rate- SunnyAmazon
- Post #2
- Forum: FRM® Practice Questions