FRM FX skew in VaR Model

FX skew in VaR Model

  • This topic has 0 replies, 1 voice, and was last updated Feb-22 by Avatar of FenilGalaFenilGala.
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      Our client has been asked by the regulators to include FX Skew in their VaR model. The client has reached out to us to provide a one slide proposal about what are the steps required to deliver this change from definition to implementation/go live in client systems – Can you help me to draft the pointers

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