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How would you estimate the risk factors exposure of a security for which you cannot observe a time series? For example, Facebook was just listed, how do you compute the value at risk? If you are long a put option on Unicredit and Intesa Sanpaolo is your counterparty, to which risks are you exposed? What determines the price of a stock?
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Risk Management Analyst

Interviewed at Intesa Sanpaolo

3.6
May 1, 2016

How would you estimate the risk factors exposure of a security for which you cannot observe a time series? For example, Facebook was just listed, how do you compute the value at risk? If you are long a put option on Unicredit and Intesa Sanpaolo is your counterparty, to which risks are you exposed? What determines the price of a stock?

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