May 26, 2021 - Page 9 of 9

Explain Value at Risk (VaR) Var, Expected Short-fall and theoretical advantages of expected shortfall over VaR. In your answer also explain why VaR is integral for risk management at financial organisations.

By DanielPosted on May 26, 2021Posted in BusinessTagged assignmenthelp, collegeessays, essayhelp, risk management, Value at Risk

i. Explain Value at Risk (VaR) Var, Expected Short-fall and theoretical advantages of expected shortfall over VaR. In your answer also explain why VaR is integral for risk management at financial organisations. 15 Marks ii. Explain stressed VaR, its estimation and its implication for capital requirement estimation.

Evaluate the role of securitisation in the financial crisis of 2007

By DanielPosted on May 26, 2021Posted in BusinessTagged assignmenthelp, collegeessays, essayhelp, financial crisis of 2007, liquidity crisis

Using examples from the credit crisis of 2008; i. Evaluate the role of securitisation in the financial crisis of 2007. 15 Marks ii. Evaluate the factors that lead to liquidity crisis in financial markets, use examples from 2007 financial crisis. 10 Marks

How does a forward contract for currency exchange differs from swap agreement of currency exchange?

By DanielPosted on May 26, 2021Posted in BusinessTagged assignmenthelp, collegeessays, comparative advantages, essayhelp, Swap agreements

Two clients of Barclays bank are offered the following fixed and floating rates for their borrowing per annum on a nominal denomination of £100 Million. Fixed Rate (for 5 years) Floating rate Client A 7% LIBOR Plus 0.5% Client B 11% Libor Plus 0.9% You are required to: i. Design a swap agreement that will […]