Market and Counterparty Capital Charge (XVA) | FRTB | Delta Risk Charge | Excel

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  • Опубликовано: 5 окт 2024

Комментарии • 4

  • @ayushkumar8975
    @ayushkumar8975 11 месяцев назад

    Can we have Curvature and Vega risk charge calculation as well ? Please

  • @suryapraveen8917
    @suryapraveen8917 Год назад

    Meaning of underlyer with huge swing 10 or 20 days ?

  • @suryapraveen8917
    @suryapraveen8917 Год назад

    Know to calculate that Matrix sb transpose *sb and how we calculated gamma bc high &low?

  • @suryapraveen8917
    @suryapraveen8917 Год назад

    How to calculate Matrix multiplication sir?

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