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Wed 3 Dec, 2014 08:44 am
I need your help to find out how can i calculate the Earning at Risk (for a bank) and make its backtesting
Thanks
@kjmed,
Do you mean legally?
Or how the Banks usually do it?
@Lordyaswas,
how usually the banks do it, the easiest way to control the interest rate risk in practice and to make its backtesting. Thanks