'Trading portfolio' diaporamas de présentation

Royal Bank of Canada

Presenters: Ping-Teng Lin Emily McLaughlin Cindy Deng Jason Huang. Royal Bank of Canada. Risk Management. Outline. Introduction Risk Governance Market Risk Credit Risk Capital Management Derivative Usage Conclusion. Introduction - Industry Structure.

1.71k views • 74 slides

CHAPTER 6

CHAPTER 6. The Three Common Approaches for Calculating Value at Risk. INTRODUCTION. VaR is a good measure of risk To estimate the value's probability distribution, we use two sets of information the current position, or holdings, in the bank's trading portfolio

858 views • 74 slides

Market Risk

Market Risk. Class 23 - Chap 10. Lecture Outline. Purpose: to understand what market risk is and how it is measured Brief introduction to market risk Measurement methods: RiskMetrics Historical Back Simulation Monte Carlo Simulation. What is Market Risk?. Financial Institution. Dealer

787 views • 37 slides

Financial Modeling of Extreme Events

652 views • 34 slides