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Leverage as a measure of risk

Leverage as a measure of risk

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Published by chertok
Leverage is treated as a measure of risk factor sensitivity. It can be computed
using the \equivalent security" approach to determine \bucketized risk"
Leverage is treated as a measure of risk factor sensitivity. It can be computed
using the \equivalent security" approach to determine \bucketized risk"

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Published by: chertok on Feb 04, 2009
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12/15/2012

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