Enterprise Risk Management Slides

Measuring and managing market, credit and Op risk [22]

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Bullet points include: Suppose returns are Gaussian (i.e. multi-variate Normal): Then where Also (where N-1(x) is inverse Normal distribution)

Bullet points include: Suppose returns are Gaussian (i.e. multi-variate Normal): Then where Also (where N-1(x) is inverse Normal distribution)

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