What is the VaR Controversy? Define and discuss Value-at-Risk. How is VaR used to limit risk? How
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Question:
- What is the VaR Controversy?
- Define and discuss Value-at-Risk.
- How is VaR used to limit risk?
- How does the Monte Carlo Approach operate?
- What are some of the pros and cons of the different approaches?
- What is asset and liability management?
- What are the goals of asset & liability management (ALM)?
- What is ALCO and what important duties do they perform?
- Explain GAP Analysis.
- What are funds transfer pricing?
Related Book For
Financial Institutions Management A Risk Management Approach
ISBN: 978-0071051590
8th edition
Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders
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