Slide 1CQG Version 7.9 includes yield and forward curve charting. Here, we will discuss the features of the yield and forward curve charts and their uses beginning with yield…
1. THE ROLE OF DIRECTORS IN RISK MANAGEMENT Directors’ Forum Maine Association of Community Banks November 28, 2007 2. Jim Clarke, Ph.D. 610-688-9466[email_address] Jim…
Slide 1 Class #6, Chap 9 1 Slide 2 Purpose: to understand what duration is, how to calculate it and how to use it. Toolbox: Bond Pricing Review Duration Concept…
CQG version 7.9 introduces new yield and forward curve charting features for tracking fixed income, strips, packs, bundles, and portfolios of instruments. CQG Yield and Forward…
Risk Drivers Revealed Steve Craighead * Introduction Regression VaR Conditional VaR Example Dashboards * Introduction Regression VaR Conditional VaR Example Dashboards *…