Thanks for the videos Sir. It helps me a lot at during my internship and for preparing the FRM exam
@bionicturtle5 жыл бұрын
Thank you for watching!
@nimisharanjan42602 жыл бұрын
Video is very intuitive. but xls is not accessible.
@implied3215 жыл бұрын
so if duration is not the proper measure here which measure is ?
@bionicturtle5 жыл бұрын
as the limitation is a single-factor model, in theory an multi-factor model can accommodate non-parallel shifts. In the FRM, the preferred model is Key Rate Technique where a few key rates are selected (e).g, 2 year, 5 year, 10 year, 30 year. It is coming next in my playlist here kzbin.info/aero/PLCBifSfCnx3sqbQnW4HkZ3HoScTG0Lluz although I have an OLD video on key rates here (new and improved coming soon!) kzbin.info/www/bejne/iaeklGR7e5Z6hqc