1.What is the primary disadvantage of the back simulation approach in measuring market risk? What effect does...
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1.What is the primary disadvantage of the back simulation approach in measuring market risk? What effect does the inclusion of more observation days have as a remedy for this disadvantage? What other remedies can be used to deal with the disadvantage? LO 9.5
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Related Book For 
Financial Institutions Management A Risk Management
ISBN: 9781743073551
4th Edition
Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett
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