Liquidity Risk

Liquidity Risk - Relevance to Actuaries [26]

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Bullet points include: What is the difference between VaR (‘Value-at-Risk’) and TVaR (‘Tail Value-at-Risk’)? What are the underlying mindsets and which one is more suitable for capital adequacy? Implications for liquidity risk (and stress testing)

Bullet points include: What is the difference between VaR (‘Value-at-Risk’) and TVaR (‘Tail Value-at-Risk’)? What are the underlying mindsets and which one is more suitable for capital adequacy? Implications for liquidity risk (and stress testing)

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