VaR: Mapping Positions to Risk Factors- While working with Value at Risk, we are often looking at calculating the P/L of individual position...
COURSE
Mapping Positions to Risk Factors
- In the previous article, we learned the need for [VaR Mapping](https://financetrain.com/var-mapping-...
- Equity positions are a bit more tricky compared to the [FX positions](https://financetrain.com/mappi...
- We earlier learned that VaR calculation of a complex portfolio can be simplified by decomposing the ...
- We have learned about how various complex positions can be broken down into elementary blocks which ...
- We have now learned about how VaR can be calculated for primitive positions including spot FX positi...
- In the previous article we learned about how to [map various complex positions](https://financetrain...
LESSONS
Mapping Spot FX Positions
Mapping Equity Positions
Mapping Zero-coupon Bonds to Risk Factors
Mapping Futures/Forward Positions to Risk Factors
Mapping Complex Financial Positions
VaR Mapping for Options Positions
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