In this topic taken from FRM Part 1 curriculum, we explore the concept of “Conditional Independence” and how it differs from (unconditional) independence.
In this solved example, we explore how Taylor Series approximations work and how they are applied to the world of finance. We do not do a rigorous and formal proof of Taylor Series expansions (approximations).
In this solved example taken from FRM Part 1 curriculum, we explore why equity capital as a buffer against credit losses and we estimate the capital required both from regulatory perspective (i.e. regulatory capital) and internal perspective (i.e. economic capital).
In this video from FRM Part 2 curriculum, we take a look at how VaR can be calculated for a position / portfolio that is exposed to multiple risk factors.
In this video from FRM Part 2 curriculum, we employ a solved example to explain and calculate liquidity trading risk via cost of liquidation and liquidity adjusted VaR (LVaR).
In this video from FRM Part 1 curriculum, we describe Enterprise Risk Management (ERM) and compare an ERM program with a traditional silo-based risk management program.