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Provide a review of the most important risk measures available for assessing the risk of a portfolio. Explain what the advantages and disadvantages of each
Provide a review of the most important risk measures available for
assessing the risk of a portfolio. Explain what the advantages and
disadvantages of each metric are? Give an overview of the latest regulatory
guidelines in terms of which measures to use and which ones to
decommission, and the rationale behind these guidelines.
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