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    Business
  3. Study Set
    Bank Management
  4. Exam
    Exam 15: The Management of Capital
  5. Question
    ____________ Models Attempt to Measure Price or Market Risk of a Portfolio
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____________ Models Attempt to Measure Price or Market Risk of a Portfolio

Question 18

Question 18

Short Answer

____________ models attempt to measure price or market risk of a portfolio of assets and attempt to determine the maximum loss they might sustain over a designated period of time.

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