Examlex

Solved

The Maximum One-Day Loss Computed for the Value-At-Risk (VAR) Method

question 46

Multiple Choice

The maximum one-day loss computed for the value-at-risk (VAR) method does not depend on:


Definitions:

Base Year

A specific year against which economic growth or other variables are measured and compared.

Current Year

The present calendar year in which a transaction or event occurs or is being discussed.

Laspeyres Price Index

An economic measure that calculates the change in the price of a basket of goods and services, using the quantities purchased in the base year as weights.

Per Capita Income

The average income earned per person in a given area or country.

Related Questions