Jorion, Chapter: VaR Mapping is a 42-minute instructional video analyzing the following concepts:
* Explain the principles underlying VaR mapping, and describe the mapping process.
* Explain how the mapping process captures general and specific risks.
* Differentiate among the three methods of mapping portfolios of fixed income securities.
* Summarize how to map a fixed income portfolio into positions of standard instruments.
* Describe how mapping of risk factors can support stress testing.
* Explain how VaR can be used as a performance benchmark.
* Describe the method of mapping forwards, forward rate agreements, interest-rate swaps and options.