The task you are given is to estimate the market risk for a 2 year Commonwealth government bond, held on September 2 , 2021 (you are working out the risk position assuming that you own the bond at the close of trading the previous day). You will do this by estimating the Value-at-Risk for the bond. This will require you to choose the best VaR model by backtesting several methods to determine the most reliable for the task at hand.
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Hi! I would like to help with this project. I am certified risk management professional (FRM) and also have taught VaR for students and know how to do ur project