FRM: Loss distribution approach (LDA)

[@srilakshmiponamgi1985]

Perfect, this is the clear explanation i wanted. Thanq very much for the clear cut explanation of what are the two coordinates of the graph

[@andresjimenezbonilla2532]

David, thanks for sharing this video. Could you share the XLS? Thank you in advance.

[@DharmikJ]

Hi David, thanks for the video. Will there any further videos on this topic being made? I am really interested in seeing how complicated this can get. ideally, state the problem scenario (typical at work), then demonstrate how you can go about solving it using modelling and quant methods. This is quite useful for those with quant backgrounds/ degrees who want a bigger challenge. Much appreciated!

[@udonewsreport]

How would you run the Loss Distribution Approach against the forward contracts of Crude Oil? Would you segregate the approach within each individual contract? Thanks for any reply..

[@DavidAKZ]

Thanks,. Where do you think 9/11 and the GFC fit in terms of frequency and severity ?

[@DuNb3JuN]

Hi, may i know how did you generate the severity from the frequency in excel? Example, you have 2 frequency and the severity generates 2 numbers, 3 frequency and the severity generates 3 numbers.

[@ducnamnguyen8663]

Nice video and many thanks

[@callej123]

Very nice video!

[@rodrigoavila5580]

Which is the part and FRM book related to this topic?

[@bionicturtle]

This is in Part 2, Topic 7 in the FRM syllabus. In the 2019 syllabus, it is covered under the Girling reading in Chapter 12.

[@oliviachen4046]

Great vdio~!