Marginal Incremental and Component VaR (Solved Example)(FRM Part 2, Book 5, Investment & Risk Mgmt)
In this video from FRM Part 2 curriculum (Book 5, Investment Risk), we go through a solved example that helps review the definition, the formula and application of three types of VaR: Marginal VaR, Incremental VaR and Component VaR. For more videos focused on FRM Part 2 preparations, please visit the course page (https://www.finRGB.com/courses/frm-pa....