Earning At Risk and Cash flow at Risk

Angshuman

New Member
Hi David,
can we have an excel spread sheet containing in-depth example how to implement Earning At Risk and Cash flow at Risk? Or if you please suggest a book which we can read to implement the same.

Regards,
Angshuman
 

David Harper CFA FRM

David Harper CFA FRM
Subscriber
Hi Angshuman,

It's a great idea, I will add to our list of "to do" but for *after* Nov 2009
(because we need to focus on assignments thru Nov 2009)

...I can post the CFaR worksheet I prepared that is based on Stulz' Chapter 4. I will do that in the next few days; but, that Chapter was removed from 2009 (thankfully) and it's a specific sort of CFaR, not the EAR sort that I would prefer to build
...I don't personally have a book recommendation, sorry, EaR is definitely a hold in library

David
 
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