Market Risk Measurement & Management Global Topic Review Question Set

This global topic review practice question set consists of 24 pages reviewing the concepts in Part 2, Topic 5: Market Risk Measurement & Management. The following concepts are reviewed:

Implied Volatility
Fixed Income (I)
Fixed Income (II)
Fixed Income (III.MBS)
Backtesting VaR
VaR Mapping
Value at Risk (I. Historical Simulation)
Value at Risk (II. Parametric Approaches)
Value at Risk (III. Monte Carlo Simulation)
Copulas for Dependence
Extreme Value Theory (EVT)

We have also provided individual links for each question to their respective forum discussion.

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