1. Value at Risk : ProblemsBy A V Vedpuriswar September 12, 2009 2. Average revenue = $5.1 million per day Total no. of observations = 254.Std dev = $9.2 million Confidence…
1. Risk Management Portal PROF. R. L. SHANKAR ED, CENTRE FOR ADVANCED FINANCIAL STUDIES AT IFMR [email_address] 2. Agenda Motivation A Quick Demo of the Portal A Note on…
1. MEASUREMENT ERRORS AND BACKTESTING METHODS Group 2 2. Value-at-Risk (VaR) is a risk model which predicts the loss that an investment portfolio may experience over…
ru en itive subsampling-based test for the overall validity of the SRTR. The results indicate that serial depen- dence and heavy-tailedness may severely bias the applicability…
Slide 1 Page 1 What do our customers want? - their top 3 needs are CB to focus on: Wall St to Main St Cross sell products from the Personal businesses into our customer base:…