10-64 In the BIS standardized framework model,these are disallowance factors caused by basis risk between the returns of different types of assets.
A) Horizontal offsets within time zones
B) Horizontal offsets between time zones
C) Vertical offsets
D) Specific risk charges
E) Residual charges
Correct Answer:
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Q60: 10-54 If a stock portfolio replicates the
Q61: 10-67 What is the 10-day VAR?
A)$5,000.
B)$10,000.
C)$15,811.
D)$22,361.
E)$50,000.
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Q64: 10-62 The general market risk charge in
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Q67: 10-61 The specific risk charge in the
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Q70: 10-77 What is the total DEAR of
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