10-22 The back simulation approach to estimating market risk exposure requires normally distributed asset returns,but does not require correlations of asset returns.
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Q34: 10-32 A charge reflecting the risk of
Q35: 10-33 In the BIS framework,vertical offsets are
Q36: 10-34 In the BIS framework,horizontal offsets within
Q37: 10-38 Regulators usually view tradable assets as
Q38: 10-25 A disadvantage of the back simulation
Q40: 10-36 The root cause of much of
Q41: 10-42 Which benefit of market risk measurement
Q42: 10-47 In calculating the VAR of fixed-income
Q43: 10-56 The capital requirements of internally generated
Q44: 10-51 Which of the following securities is
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