2008, Financial Models and Portfolio Management

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2008

Financial Models

Portfolio Management

What is Value at Risk (VaR)? Definition and Basics

Peak Frameworks

SEPTEMBER 12, 2023

Example: During the 2008 Financial Crisis, many financial models based on parametric VaR underpredicted potential losses, causing significant challenges. For Capital Allocation: Banks and financial institutions use VaR to determine the amount of capital they need to hold to cover potential losses.

Portfolio

Portfolio Private Equity Risk Management Finance

Interest Rate Swap | Examples | Uses | Swap Curve

Wall Street Mojo

JANUARY 17, 2024

read more Financial Modeling & Valuation Courses Bundle (25+ Hours Video Series) –>> If you want to learn Financial Modeling & Valuation professionally , then do check this Financial Modeling & Valuation Course Bundle ( 25+ hours of video tutorials with step by step McDonald’s Financial Model ).

Financial Institution

Financial Institution Banking Bank Financial Modeling

Investment Banking Today

What is Value at Risk (VaR)? Definition and Basics

Interest Rate Swap | Examples | Uses | Swap Curve

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