garp18-p2-30
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P2.T5.714. When is VaR mapping useful? (Jorion, Ch 11)
Hi @David Harper CFA FRM regarding 714.2 i am confused with GARP 2018 30. Computing VaR on a portfolio containing a very large number of positions can be simplified by mapping these positions to a smaller number of elementary risk factors. Which of the following mapping technique for the given...- Shadma
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- garp18-p2-30 mapping-var
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- Forum: P2.T5. Market Risk (25%)