FRM Part 2 | Crash Course Series - Chapter 4 - Backtesting VaR | Vardeez
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- Опубликовано: 14 окт 2023
- In this video, we will go through Crash Course Series - Chapter 4 - Backtesting VaR for FRM Part 2 Exam.
The Crash Course Series will help all the candidates who are preparing for the FRM part 2 Exams and this will give a boost and much needed confidence in their overall preparation.
So if you are preparing for FRM Part 2 exam, this Crash Course series will surely help you out.
Thanks alot sir
Much clear and helpful in a very brief time 😊
Thanks for the feedback Abhijeet
Much Appreciated 👍
Even this crash course is giving context to the entire chapter that we have.
thank you for it
that was very helpful specially that this chapter is rarely covered on youtube ... so really thank you :)
Thank you so much for Appreciation 👍
While calculating the failure rate, shoud'nt we subtract the expected execptions from the actual ones, in your example, should'nt failure rate be 6 (occured) - 3 (predicted) and then divided by total observations. I mean 3 are allowed, the failures are only 3 (6-3). Just a thought that struck me...
Sir please upload a video on Var Mapping. It would be very helpful for us.
Hi Varun,
Yes I will upload more videos for FRM Part 2 going forward.