I wrote down a few things immediately afterward which I wanted to review in case I don't pass...
1.) Coefficient of upper tail dependence.
2.) 2 flash crash questions, 1 question on bank stress tests
3.) GEV
4.) Surplus
5.) VAR with long/short positions.
6.) calculate with age weighting on historical simulations
7.confidence model is good if VAR is not exceeded how many days?
8.) Value of chooser option.
1.) Coefficient of upper tail dependence.
2.) 2 flash crash questions, 1 question on bank stress tests
3.) GEV
4.) Surplus
5.) VAR with long/short positions.
6.) calculate with age weighting on historical simulations
7.confidence model is good if VAR is not exceeded how many days?
8.) Value of chooser option.