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Introduction to Market Risk
Back to: Risk Management in Financial Services
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Introduction
- Value of Risk (VaR)
- Parametric Method
- EWMA VaR Calculation
- Interest Rate Structure
- Duration and Convexity
- Calculating the VaR of a Portfolio
- Stress Testing and Back Testing VaR Models
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Credit Risk
- Introduction to Credit Risk
- Derivates
- Investment Grade
- Credit Risk of a Bond
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Operational Risk
- Introduction to Operational Risk
- Operational Risk Frameworks
- Business Comunity and Disaster Recovey