Credit Value-at-Risk (VaR) | FRM Part 2 | Credit Risk

Описание к видео Credit Value-at-Risk (VaR) | FRM Part 2 | Credit Risk

In this video from the FRM Part 2 curriculum, we take a look at the measure of Credit Value at Risk (Credit VaR). Credit VaR is the credit risk loss over a certain period that will not be exceeded at the chosen confidence level.

For more videos and preparation resources related to FRM Part 2 preparations, please head over to the course page below:
https://www.finRGB.com/courses/frm-pa...

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