Multiple Choice
Which of the following statements is true?
A) The major models used by banks in calculating market risk exposures are RiskMetrics, Monaco simulation and Historic (back) calculation.
B) The major models used by banks in calculating market risk exposures are CreditMetrics, Monte Carlo simulation and Historic (back) calculation.
C) The major models used by banks in calculating market risk exposures are RiskMetrics, Monte Carlo simulation and Historic (back) calculation.
D) The major models used by banks in calculating market risk exposures are CreditMetrics, Monte Carlo simulation and Forward calculation.
Correct Answer:
Verified
Correct Answer:
Verified
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