Hi there is a webinar organised by PRMIA , there is a discussion on the below area by John C Hull .I found it very interesting may be those of you who are taking FRM will hugely benefit from it * Key mistakes made in assessing the risk of the instruments that were created from mortgage portfolios * The importance of liquidity risk and stress testing * The future of VaR follow the link http://prmia.org/events/view_events.php?eventID=3501
Hey thanks Factor… I’ll keep it on my bookmarks for later.