Questions
What is market risk and how can R help in measuring market risk? Please give an example.
What are the ways of measuring risk associated with the portfolio?
What are the most common ways of measuring VaR? Please construct a portfolio and find VaR using all the methods.
How do you compute ES/CVAR in R?
Construct a sample using normal and lognormal distribution using the Monte Carlo method and find the historical VaR for each of them.
How do you find component and marginal VaR for a portfolio in R?
What is credit scoring and how do you execute it in R? Construct an example and build a scoring example along with validation.
What are the ways to identify fraud? How do you execute them in R?
