Which of the Following Statements Is True

question 21

Multiple Choice

Which of the following statements is true?

• A)There are no major flaws associated with VAR models like RiskMetrics.
• B)One problem associated with VAR models such as RiskMetrics is the assumption of a normal distribution, that is, a skew of 1.
• C)One problem associated with VAR models such as RiskMetrics is that these models ignore the risk in the payments of accrued interest on an FI's debt securities.
• D)None of the listed options are correct.

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Definitions:

Spokesperson

An individual authorized to speak on behalf of an organization, representing its views and messages to the public or specific audiences.

Human Resource Management

The strategic approach to managing people in an organization in a way that maximizes their contribution to the achievement of business objectives.

Mintzberg

Henry Mintzberg is a renowned academic and author known for his work on business and management structures, strategy, and organizational theory.

Liaison

A role or person that serves as a link or a coordination point between different departments or organizations to ensure effective communication and coordination.