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Next week you are attending an interview for an analyst job in the market risk department at EM Bank.The Head of Market Risk has sent
Next week you are attending an interview for an analyst job in the market risk department at EM Bank.The Head of Market Risk has sent you a list of question topics. One question is about your knowledge of market risk models. Prepare a written answer in anticipation of the meeting. Your answer should include a description of familiar market risk models and two or three advantages and disadvantages of each of the models.
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