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By how much did market risk for securities increase before and during the covid-19 pandemic? Can you put a numerical value to this risk ?
By how much did market risk for securities increase before and during the covid-19 pandemic? Can you put a numerical value to this risk?
explanations needed.
[You can use VaR, pick three sample securities to apply VaR on comparing VaR before and after the pandemic. ]
Cutoff March 15 2020 between pre and post pandemic. I will share a data set for everyone to easily use]
data for reference
: https://drive.google.com/drive/folders/1wcqszDErb9Wj-96YITCt30_Ilv5kFPT4?usp=sharing
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