10-26 Monte-Carlo simulation is a process of creating asset returns based on actual trading days so that the probabilities of occurrence are consistent with recent historical experience.
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Q26: 10-30 In the BIS standardized framework model,the
Q27: 10-31 As compared to the BIS standardized
Q28: 10-27 One of the reasons for the
Q29: 10-28 Banks in the countries that are
Q30: 10-37 Conceptually,an FI's trading portfolio can be
Q32: 10-40 The portfolio of a bank that
Q33: 10-24 One advantage of RiskMetrics over back
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
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