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    Financial Institutions Management
  4. Exam
    Exam 15: Market Risk
  5. Question
    A Disadvantage of the Back Simulation Approach to Estimate Market
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A Disadvantage of the Back Simulation Approach to Estimate Market

Question 102

Question 102

True/False

A disadvantage of the back simulation approach to estimate market risk exposure is the limited confidence level based on the number of observations.

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