| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
 |
|
 |
|
|
Value at Risk – All chapters
Chapter 5 provides a detailed exposition of the Basle standardized model for market risk measurement and capital allocation, and briefly touches upon some guidelines regarding the alternative use of internal market risk models.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
– Interest Rate Options
– FX Options
– FX Options — Greeks
Prerequisite recommended:
– Asset-Liability Management
