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10 Março 2023, 14:30 • Rita Sousa

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- Non-Normal Linear VaR: skewed generalized student t distribution

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9 Março 2023, 13:00 • Rita Sousa

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- Exponentially Weighted Moving Average estimation of covariance matrices

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3 Março 2023, 14:30 • Rita Sousa

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

- Normal Linear VaR for cash-flow maps

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2 Março 2023, 13:00 • Rita Sousa

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

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17 Fevereiro 2023, 14:30 • Rita Sousa

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