Tells Us the Average of the Losses in the Tail

question 44

Multiple Choice

...tells us the average of the losses in the tail of the distribution beyond the 99th percentile.

• A)Expected shortfall (also referred to as expected tail loss)
• B)RiskMetrics method
• C)Regular VaR
• D)Covariance model

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Definitions:

Dividends Received

Dividends Received refers to the payments a shareholder gets from a corporation or a fund as a return on investment.

Related Expense

An expense that is directly connected to a specific business activity or department within a company.

Equity in Subsidiary Earnings

The share of earnings attributed to the parent company from its ownership interest in a subsidiary.