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...
I'm not really comfortable with this chapter (or the previous one although i should be able to cope with that on my own)
I'm looking at the various mapping methods... And i'm just a bit confused.
For example, The return var is a product of the modified duration and the yield var... how do i...
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