risk-factors
-
P2.T5.22.10. Value at risk (VaR) mapping
Learning objectives: Summarize how to map a fixed-income portfolio into positions of standard instruments. Describe how mapping of risk factors can support stress testing. Explain how VaR can be computed and used relative to a performance benchmark. Describe the method of mapping forwards...- Nicole Seaman
- Thread
- forward-rate-agreement interest-rate-swaps mapping-forwards risk-factors stress-testing var-mapping
- Replies: 0
- Forum: FRM® Practice Questions
-
P1.T1.20.2. Primitive risk factors and tail risk
Learning objectives: Distinguish between expected loss and unexpected loss and provide examples of each. Interpret the relationship between risk and reward and explain how conflicts of interest can impact risk management. Questions: 20.2.1. According to GARP, one of the building blocks in risk...- Nicole Seaman
- Thread
- conflicts-of-interest expected-loss risk-factors tail-risk unexpected-loss
- Replies: 0
- Forum: FRM® Practice Questions