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Hi David please explain in detail, how we can calulate single VAR number by taking all risks like market, credit, counterparty etc..

Hi David what is risk adjusted return on capital? is this means net profit minus VAR, please clarify?

hi David what is diversified VAR and undiversified VAR

what is EFS(exchange future for swap)? how it is done

what is expit? why it is done?

Hi David, what is implied volatality? how it is calculated? what is the interpretation we can get from implied volatality?

Hi David, can you explain me in detail what is off balance sheet exposure?

Hi david, suppose a company operating in 20 countries, while calculating var for the company taking risk positions from all the countries in that case, why to consider var offet and how to calculate it

Hi David, what is the difference between credit risk and counterparty risk

Hi David, what is Var offset, why to calculate Var offset

Hi David, thanks for your reply, can you explain more on convenience yield

Hi David, For example in a company taking consideration of all the risk categories like credit risk / market risk/ counterpar party risk and arriving at cumulative VAR what we infer from the cumulative VAR if the VAR is high and if VAR is low

Hi David, what is liquidity premium, can you explain liquidity premium in terms of commodities and how it is calculated and what we infer from liquidity premium when it is high or low