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just need what to put in presentation, Prepare a short presentation to compare the volatility of securities preCOVID and during the COVlD19 pandemic and suggest
just need what to put in presentation,
Prepare a short presentation to compare the volatility of securities preCOVID and during the COVlD19 pandemic and suggest mitigants to reduce the risk related to this. Key Requirements and Guide Questions: 'I. What kinds of market risks increased during the COVlD19 pandemic? Describe and differentiate these risks. Name at least 3. 2. 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? You can attach an excel to expound, just be sure the excel is clear and has explanations if needed. [You can use VaR, pick three sample securities to apply VaR on comparing VaR before and after the pandemic. Cut- off March 15 2020 between pre and post pandemic. I will share a data set for everyone to easily use] . 3. What mitigants will you put into place in order to reduce the increased market risk from COVlD19 pandemic? 4. Describe and explain what banks can do to reduce market risks, applying what we discussed on duration and convexityStep by Step Solution
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