FRM Level 2 | Estimating Market Risk Measures | Live Session | English

This Video we are walking you through the First Chapter of FRM level 2 - Book 1 - Market Risk Measurement and Management - Estimating Market Risk Measures: An Introduction and Overview

Topic Covered:
Warm up Estimating Returns - 0:30
LO: Estimating VAR Using Historical Simulation Approach - 14:39
LO: Estimating VAR using Parametric Approach for both Normal and Lognormal Return Distribution - 24:58
LO: Estimating the Expected Shortfall given Profit and Loss or Return Data - 36:36
LO: Define Coherent Risk Measure - 44:43
LO: Evaluate estimators of Risk Measure by estimating their Standard Errors - 58:08
LO: Interpret Quantile Quantile Plots to identify the characteristics of a distribution - 1:24:00
Question Solving - 1:39:19

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