1. Redington13-15 Mallow StreetLondon EC1Y 8RDT. 020 7250 3331www.redington.co.ukIn-House ProfessionalismTo Outsource or Not To Outsource?Assessing the In-House Alternative16th…
Slide 1Etienne Koehler Barclays Capital [email protected] CVA - VaR January 2012 Shahram Alavian Royal Bank of Scotland [email protected] Slide 2 Preliminaries…
Slide 1 Hedging and Value-at-Risk (VaR) Single asset VaR Delta-VaR for portfolios Delta-Gamma VaR simulated VaR Finance 70520, Spring 2002 Risk Management & Financial…