Which of the Following Statements Is True

question 29

Multiple Choice

Which of the following statements is true?

• A) The major models used by banks in calculating market risk exposures are RiskMetrics, Monaco simulation and Historic (back) calculation.
• B) The major models used by banks in calculating market risk exposures are CreditMetrics, Monte Carlo simulation and Historic (back) calculation.
• C) The major models used by banks in calculating market risk exposures are RiskMetrics, Monte Carlo simulation and Historic (back) calculation.
• D) The major models used by banks in calculating market risk exposures are CreditMetrics, Monte Carlo simulation and Forward calculation.

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Definitions:

Respond To Feelings

Responding to feelings entails recognizing, understanding, and appropriately addressing one's own emotions or those of others in a compassionate and constructive manner.

Paraphrase

The act of rewording or restating something written or spoken by someone else, to achieve better clarity or a different perspective.

Zero-profit Equilibrium

A situation where firms in a perfectly competitive market earn just enough revenue to cover their total costs.

Consumer Preference

The inclination of consumers to favor certain products, brands, or services over others, influenced by tastes, values, and socio-economic factors.