What is Value at Risk
What is Value at Risk?
Expert
It’s called VaR for short; Value at Risk is a measure of the amount which could be lost from a portfolio, position, bank and desk.
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Illustrate how the bank can employ a position alternatively in Eurodollar futures contracts to hedge the interest rate risk formed by the maturity mismatch it has with the $3,000,000 six-month Eurodollar deposit & rollover Eurocredit position indexed to th
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