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Undiversified Bond Value at Risk (VaR)

FRM Exam, Risk Management

This lesson is part 5 of 6 in the course VaR Mapping

This video illustrates the calculation of undiversified value at risk (VaR) for a two-bond portfolio.

This video is developed by David from Bionic Turtle.

Series Navigation‹ VaR of Forward Foreign Currency ContractDiversified Bond Value at Risk (VaR) ›

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