What are the advantages of the historic, or back simulation, approach over Risk- Metrics to measure market
Question:
What are the advantages of the historic, or back simulation, approach over Risk-
Metrics to measure market risk?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Financial Institutions Management A Risk Management Approach
ISBN: 9781266138225
11th International Edition
Authors: Anthony Saunders, Marcia Millon Cornett, Otgo Erhemjamts
Question Posted: