Undiversified Bond Value at Risk (VaR) FRM Exam, Risk ManagementThis lesson is part 5 of 6 in the course VaR MappingThis video illustrates the calculation of undiversified value at risk (VaR) for a two-bond portfolio. This video is developed by David from Bionic Turtle. Previous Lesson‹ VaR of Forward Foreign Currency Contract Next LessonDiversified Bond Value at Risk (VaR) ›
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