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    VaR of short term instruments

    Hi , Could you suggest regarding VaR computation for short term instruments like Commercial Paper , CD and Treasury Bills using HS method Thanks Vivek
  2. V

    Exp. pro.looking to break fresh ground in Derivatives and Risk Mgmt.

    Exp. pro.looking to break fresh ground in Derivatives and Risk Mgmt.
    • vivek8
    • Profile post
  3. V

    Equity VaR

    Hi, I had a query regarding computation of Equity Var for scrips that have undergone some Corporate action like BONUS, STOCK SPLIT or DIVIDEND. In such a scenario do we take actual prices or 'smoothened' prices for VaR computation ? Thanks , VivekR
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