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PRM Exam III

PRM Exam III

Operational Risk Losses in Practice …

Over the past few years, operational risk has gained much attention in the ... Continue reading

CFA® Exam, CFA® Exam Level 1, Financial Markets, Fixed Income Securities, PRM Exam, PRM Exam III

Bond Duration and Convexity Simplified â …

As we learnt in part 1, the duration, as measured by the slope of the curve, ... Continue reading

Portfolio Management, PRM Exam III

Major Types of Return Measures …

For the purpose of portfolio construction, the financial assets are ... Continue reading

PRM Exam, PRM Exam III, Risk Management

Mitigation of Market Risk in Fund Manage …

To control and have methods to offset market risk is tough and complex. Fund ... Continue reading

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PRM Exam III, Risk Management

Market Risk Management in Fund Managemen …

Several individuals have a higher appetite for risk and seek higher returns. ... Continue reading

PRM Exam III

What does the Market Risk Department Do? …

Market risk is unavoidable but not unmanageable. Market risk tends to occur ... Continue reading

PRM Exam III, Risk Management

Types of Operational Risk …

The financial institutions encounter a variety of operational risks on a ... Continue reading

PRM Exam III, Risk Management

Impact of Volatility Clustering on Value …

We have seen that volatility clustering is a common phenomenon observed in ... Continue reading

PRM Exam III, Risk Management

Models of Volatility Clustering: EWMA an …

Volatility clustering is one of the most important characteristics of ... Continue reading

PRM Exam III, Risk Management

VaR Calculation: The Assumptions of Stan …

While calculating VaR using one of the statistical models, we make many ... Continue reading

PRM Exam III, Risk Management

Problems with the VaR Models …

We have learned about three important Value-at-Risk models that are most ... Continue reading

PRM Exam III, Risk Management

Economic Capital Calculation: Approaches …

We know that economic capital is the amount of capital a bank needs to ... Continue reading

Banking, Basel II, PRM Exam III, Risk Management

Regulatory Capital Vs. Economic Capital …

Unlike a corporation, the role of capital within a bank is not that of an ... Continue reading

Financial Markets, PRM Exam III

Stock Market Distribution …

There is no doubt that the way our stock markets and other financial markets ... Continue reading

PRM Exam III, Risk Management

Backtesting Value at Risk (VaR) …

In the previous articles we learned a lot about how VaR is calculated using ... Continue reading

PRM Exam III, Risk Management

Mapping Complex Financial Positions …

We have now learned about how VaR can be calculated for primitive positions ... Continue reading

PRM Exam III, Risk Management

Mapping Futures/Forward Positions to Ris …

We have learned about how various complex positions can be broken down into ... Continue reading

PRM Exam III, Risk Management

Mapping Zero-coupon Bonds to Risk Factor …

We earlier learned that VaR calculation of a complex portfolio can be ... Continue reading

PRM Exam III, Risk Management

Mapping Equity Positions …

Equity positions are a bit more tricky compared to the FX positions. The ... Continue reading

PRM Exam, PRM Exam III, Risk Management

Credit Officer: Long Term Tasks …

We have seen till now that a credit officer’s tasks include daily monitoring ... Continue reading

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