2. Parametric Linear VaR models (continued)

12 Março 2026, 13:00 • António Manuel Barbosa

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

2. Parametric Linear VaR models (continued)

6 Março 2026, 14:30 • António Manuel Barbosa

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- Exponentially Weighted Moving Average estimation of covariance matrices

2. Parametric Linear VaR models (continued)

5 Março 2026, 13:00 • 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)

27 Fevereiro 2026, 14:30 • 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)

26 Fevereiro 2026, 13:00 • António Manuel Barbosa

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