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Topic 6: International Equity & Commodity Portfolios – Part 3: Equity VaR with Multiple Risk Factors
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Financial Risk Management (2025) - Topic 6: International Equity & Commodity Portfolios – Part 3: Equity VaR with Multiple Risk Factors

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  • 13.5 hours of video
  • Certificate of completion
  • Access on mobile and TV

Summary

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Extends the VaR framework to multiple equity-sector factors, illustrating diversification and risk attribution.

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