Instructional Video: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

FRM® Part 2 Advanced Siddique & Hasan, Stress Testing, Chapter 4 Instructional Video: Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures

Siddique & Hasan, Chapter 4: The Evolution of Stress Testing Counterparty Exposures instructional video covers the following key concepts:

Exposure Differentiation
Counterparty Credit Risk (CCR)
Portfolio and CVA Stress Testing
DVA and Pitfalls

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