2. Parametric Linear VaR models (continued)

1 Março 2024, 16:00 • António Manuel Barbosa

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- Project support

2. Parametric Linear VaR models (continued)

1 Março 2024, 14:30 • António Manuel Barbosa

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- Exponentially Weighted Moving Average estimation of covariance matrices

2. Parametric Linear VaR models (continued)

29 Fevereiro 2024, 13:00 • António Manuel Barbosa

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- Portfolio mapping: risk factors and risk factor sensitivities and cash-flow mapping
- Normal Linear VaR for cash-flow maps

2. Parametric Linear VaR models (continued)

23 Fevereiro 2024, 16:00 • António Manuel Barbosa

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- Portfolio mapping: risk factors and risk factor sensitivities and cash-flow mapping

2. Parametric Linear VaR models (continued)

23 Fevereiro 2024, 14:30 • António Manuel Barbosa

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- Portfolio mapping: risk factors and risk factor sensitivities and cash-flow mapping