300Hours | elainemendoza | Activity https://300hours.com/members/elainemendoza/activity/ Activity feed for elainemendoza. Wed, 16 Sep 2026 13:13:51 +0100 https://buddypress.org/?v= en-US 30 hourly 2 46c0e9d30403cbac559b488fddeeb817 elainemendoza replied to the topic FX skew in VaR Model in the forum FRM https://300hours.com/f/frm/t/fx-skew-in-var-model/#post-165508 Wed, 12 Apr 2023 07:54:58 +0100 It can be summarized as the following steps:

  • Identify risk factors.
  • Agreement with respective sources.
  • Start distributing Vega according to the agreements.
  • Summarize, calculate, and summarize based on the closing rate and DGV method.

It’s all steps I can draft through my experience from the shell shockers project. You can reference. It…Read more

]]> 4092eb42f8a416fcdfece53c6ffaee57 elainemendoza became a registered member https://300hours.com/activity/p/14480/ Wed, 12 Apr 2023 07:37:28 +0100 0