frm

radar_sun1 年前
frm
1. VaR and Other Risk MeasuresMapping Principles The portfolio generally involves a very large number of positions, including bonds, stocks, currencies, commodities, and their derivatives. It would be too complex and time-consuming to model all positions individually as risk factors.
radar_sun2 年前
frm
7. Other Methods to Estimate the Probability of DefaultCredit quality analysis from an experts-based approach will apply frameworks such as the four Cs of credit (Character, Capital, Coverage, Collateral) , LAPS (Liquidity, Activity, Proitability, Structure) ,and CAMELS (Capital Adequacy, Asset Quality, Manag