Daily Value at Risk (VaR) Is Calculated as

question 24

Multiple Choice

Daily value at risk (VaR) is calculated as

• A)the price sensitivity times an adverse daily yield move.
• B)the dollar value of a position times the price volatility.
• C)the dollar value of a position times the potential adverse yield move.
• D)the price volatility times the ÖN.
• E)More than one of these is correct.

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Definitions:

Substitute Resources

Alternative resources that can be used in place of another in the production process, often in response to changes in price.

Domestic-born Workers

Employees who are born in the country where they are working, as opposed to foreign-born workers.

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A principal agency of the U.S. Federal Statistical System, responsible for producing data about the American people and economy.

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People who enter or reside in a country without the necessary permissions or violating immigration laws.