أنشئ حسابًا أو سجّل الدخول للانضمام إلى مجتمعك المهني.
-Size of net open positions /including delta equivalent exposures to movements in underlying rates/prices
-exposure to change in volatility
-Exposure to other market movements
If portfolio of only equity is used
-Expected return / Promised return of portfolio/forward value of portfolio
-Value of portfolio at worst case scenario's at p% confidence interval
-current mark to market value of portfolio
-Expected loss
-Annual/potential and Total Exposures
-Operational risk matrices
