True/False
The N-day Market value at risk (VAR) is defined as the daily earnings at risk (DEAR) times the number of days (N).
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q57: How can market risk be defined in
Q58: In the BIS framework, vertical offsets are
Q59: Market risk is the uncertainty of an
Q60: Monte-Carlo simulation is a process of creating
Q61: The mean change in the value of
Q63: The DEAR of a portfolio of assets
Q64: The back simulation approach to estimating market
Q65: The use of expected shortfall (ES) is
Q66: The Sensitivities-Based Method (SBM) suggests that banks
Q67: Cornbelt Bank's trading portfolio has the following