Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. Robert Kelly is managing director of XTS Energy LLC ...
Almost three-quarters of European lenders use the historical simulation (HS) approach to model their market risks, the latest supervisory benchmarking exercise (SVB) by the bloc’s banking watchdog ...
This project presents a comprehensive, model risk-aware framework for estimating and validating Value at Risk (VaR) and Expected Shortfall (ES) using multiple quantitative techniques. It is designed ...
This repository contains an end-to-end analysis that mirrors the work of a Risk Analyst on an oil trading desk. The project: One-line summary: Built a crude oil risk analysis & hedging simulation that ...
Almost three-quarters of European lenders use the historical simulation (HS) approach to model their market risks, the latest supervisory benchmarking exercise (SVB) by the bloc’s banking watchdog ...
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