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3. Suppose you are a UK fund manager of a gilts portfolio. Write down, and explain in detail, all the steps needed to measure its

3. Suppose you are a UK fund manager of a gilts portfolio. Write down, and explain in detail, all the steps needed to measure its Value-at-Risk (VaR) including the initial definition of its risk factors, the mapping of cash flows to these risk factors, and the application of a VaR model to the mapped cash flows.

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