Question
A German bank has exposure to the S&P500. Which of the following is true a. The S&P 500 index should be always be measured in
A German bank has exposure to the S&P500. Which of the following is true
| a. | The S&P 500 index should be always be measured in U.S. dollars when VaR is calculated | |
| b. | The S&P 500 index should be always be measured in euros when VaR is calculated | |
| c. | Either A or B can be done | |
| d. | The S&P 500 index should be measured in euros only if the bank has not got a U.S. subsidiary. |
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Handbook Of Research Methods And Applications In Empirical Finance
Authors: Adrian R. Bell, Chris Brooks, Marcel Prokopczuk
1st Edition
1782540172, 978-1782540175
