multi factor risk metrics
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Explanation needed for Tuckman's Partial 01s exposure.
Hello, I am confused between key rate exposures, bucket exposures and partial 01s with reference to multi factor risk metrics. Could someone please help me by summarising these topics? Also, highlight the key differences between them. Thanks a ton. Priyanka.- Priyanka_Chandak23
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- bucket exposure key rate exposure multi factor risk metrics
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- Forum: P1.T4. Valuation & Risk Models (30%)