Which of the Following Describes Stressed VaR

question 1

Multiple Choice

Which of the following describes stressed VaR?

• A) It is based on movements in market variables in stressed market conditions
• B) It is VaR with a very high confidence level
• C) It is VaR multiplied by a factor of 3
• D) None of the above

---

Definitions:

Action Plan

A detailed strategy outlining the tasks and steps needed to achieve specific goals or objectives.

Leader

An individual who guides or directs a group towards achieving set objectives by motivating, influencing, and providing direction.

Open-Book Management

An approach to management in which every employee is trained, empowered, and motivated to understand and pursue the company’s business goals.

Strategic Decision

A significant choice made by top-level management that sets the direction and influences the future success of an organization.