Search results

  1. A

    How to relate scenario analysis by ES

    How the results of scenario analysis can be interpreted as coherent risk measures? If there are numerous distribution function involved, how to apply scenario analysis? Los 54.h cross reference to Dowd chapter 2
  2. A

    GARP.FRM.PQ.P1 Unexpected loss formula decipher

    For a portfolio of loans, how to calculate unexpected loss? There seems to be a complicated formula but could not understand it. Can someone please help in understanding it?
Top