Articles in this section

• What is risk attribution?
• What is stress test?
• White Paper
• What is CVaR- and CVaR+?
• How do you use the historical information?
• Do you apply some weighting to historical data?
• What information you use to calculate risk?
• Normal vs. Lognormal Risk Factors
• MCTR for long/short portfolios
• CVaR for long/short portfolios