What Is the Method of Testing How Often a VaR

question 20

Multiple Choice

What is the method of testing how often a VaR with a certain confidence level was exceeded in the past called?

• A) Stress testing
• B) Back testing
• C) EWMA
• D) The model-building approach

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Definitions:

Lofstrand/Canadian

Refers to a specific type of crutches with forearm support, commonly used in Canada.

Forearm Crutch

A type of support device used to assist with walking, which is held and supported by the forearm.

Crutches

Assistive devices used to transfer weight from the legs to the upper body during walking, typically used when a person is unable to use their legs fully.

Walker

A tool or device used to assist with mobility, typically a frame that is used by individuals who need additional support to walk.