Risk Sensitivity

[@sajjanjindal6543]

Excellent presentations - thanks for sharing

[@AzSah000]

Amazing video.... Simple and meaningful. 100/100

[@OptimalMRM]

Thank you A Shah !! The full course on Risk Sensitivities (www.optimalmrm.com/product/risk-sensitivities/) includes a downloadable Excel spreadsheet that's showcased in the video presentations for calculating Delta, Gamma, and Vega, for linear and non-linear (options) fixed income and equity products. We invite you to try an e-Learning course demo at www.optimalmrm.com/product/stressed-var-demo/.

[@manishagarwal8737]

Thanks for the explanation . Can you please provide a working excel if you have any on the calculation of the risk sensitivity ? Appreciate your help here !

[@OptimalMRM]

Hi Manish, the Risk Sensitivities course (www.optimalmrm.com/product/risk-sensitivities/) includes a downloadable Excel spreadsheet that's also shown in the video presentations for calculating Delta, Gamma, and Vega, for linear and non-linear (options) fixed income and equity products.

[@piuszziwa3617]

Very useful video to me as a student of the law of banking

[@OptimalMRM]

Thank you Pius. The full course on Risk Sensitivities (www.optimalmrm.com/product/risk-sensitivities/) includes a downloadable Excel spreadsheet that's showcased in the video presentations for calculating Delta, Gamma, and Vega, for linear and non-linear (options) fixed income and equity products. We invite you to try an e-Learning course demo at www.optimalmrm.com/product/stressed-var-demo/.

[@OptimalMRM]

Thank you! Optimal invites you to test-drive a free elearning module demo on stressed var. www.optimalmrm.com/product/stressed-var-demo/.

[@OptimalMRM]

Hello Jiahui, the complete elearning module presents the use of risk sensitivities in P/L estimation for a portfolio of bonds, interest rate swaps, and interest rate swaptions. The module include a downloadable excel spreadsheet with exercises that are presented in the module's video component. Other sensitivities such as vanna (Δvega / ΔFX) and volga (Δvega / Δimplied vol) can be used in the same way that's presented for delta (ΔPV / Δrate), gamma (Δdelta / Δrate), and vega ( ΔPV / Δimplied vol). Cheers!