Sir, i had a query regarding how to go about the below mentioned sums.
As whether the Q asks VAR at 95% confidence level/93% (3m given), also i didn’t understood the Expected Shortfall Question.
And Q81 and Q82 is the continuation of Q2.
Can you please guide me how to go about these kind of sums and if avaliable/possible, please provide the detailed working of the solution.
Dear Harshit,
Please check the answer of your question given in the audio