Sometimes, the most mathematically oriented risk officers we meet ask this question: Is FAIR a Value-at-Risk (VaR) model? This happens mostly with risk officers who have extensive experience in credit risk, operational risk and market risk
Sometimes, the most mathematically oriented risk officers we meet ask this question: Is FAIR a Value-at-Risk (VaR) model? This happens mostly with risk officers who have extensive experience in credit risk, operational risk and market risk
