Hey Guys,MBAer from McGill University. I am doing my practicum paper on Interest rate risk modelling. I want to study Indian companies to come up with risk measures like VaR, CVar etc on the bonds they have issued. Have any of you done similar s…
Hey Guys,
MBAer from McGill University. I am doing my practicum paper on Interest rate risk modelling. I want to study Indian companies to come up with risk measures like VaR, CVar etc on the bonds they have issued. Have any of you done similar study ? Will be very interested to know about the methodology and the risk models followed before.
Hope to hear from you. Not sure if this is the correct forum to ask this.