Value-at-risk:
A) summarises the expected worst-case loss of a firm, over a specific time-period, with a given level of confidence
B) equals the present value of future cash flows
C) is used primarily by manufacturing companies
D) is a precise measurement of how much a firm will lose
Correct Answer:
Verified
Q10: Calculate the mean absolute deviation of the
Q11: 'Value-at-risk' refers to:
A) foreign exchange exposure
B) the
Q12: The main problem with the parametric approach
Q13: Distributions of financial returns are not normal
Q14: The benefits offered by the value-at-risk methodology
Q16: The mean return on the AUD/USD is
Q17: The mean return on the AUD/USD is
Q18: Parametric value-at-risk:
A) estimates value-at-risk by revaluing portfolios
Q19: Parametric value-at-risk:
A) is fast and simple to
Q20: Based on the survey conduct in 1999
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