.

11 Março 2022, 14:30 • Rita Sousa

---

- Non-Normal Linear VaR: Skewed Generalized Student t VaR

.

10 Março 2022, 13:00 • Rita Sousa

---

- Exponentially Weighted Moving Average estimation of covariance matrices

.

25 Fevereiro 2022, 14:30 • Rita Sousa

---

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

- Normal Linear VaR for cash-flow maps

- Exponentially Weighted Moving Average estimation of covariance matrices

.

24 Fevereiro 2022, 13:00 • Rita Sousa

---

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

.

18 Fevereiro 2022, 14:30 • Rita Sousa

---

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