In this video from the FRM Part 1 and CFA Level 2 curriculum, we take a comparative look at Covered Interest Rate Parity and Uncovered Interest Rate Parity. We try and understand the situation in which we encounter each of these, their mathematical statement, their backing assumptions and whether each of them in persistently violated in practice or not. For more videos on FRM Part 1 preparation, please visit the course page: www.finRGB.com/courses/frm-pa....
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Covered Vs Uncovered Interest Rate Parity | FRM Part 1 | CFA Level 2
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