which liabilities? my boss just said to me today that there are some assets that are financed by some specific liabilities, such as the properties investment (assets) is financed by property leasing or RE payables (liabilities).
i didnt find it anywhere.
can any1 help???
thanks
1- i have different securities in 1 portfolio, but each security has different historical market prices (some have more than 5 years, others are less than 1 month!)
any idea how to adjust my VaR to that? is it ok to take different scenarios, or shall i take the smallest day count? the greatest...