Which of the Following Statements Is True

question 56

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.

---

Definitions:

Sleep Terrors

Episodes of screaming, intense fear, and flailing while still asleep, often paired with difficulty fully waking up.

Rapid-eye-movement Sleep

A stage of sleep characterized by movements of the eyes, low muscle tone throughout the body, and the propensity of the sleeper to dream vividly.

Nightmares

Disturbing dreams that can cause feelings of fear, terror, or anxiety, often waking the person from sleep.

Somnambulism

Also known as sleepwalking, it is a disorder that causes people to get up and walk while in a state of sleep.