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(A) What are the pros and cons of using the Historical Simulation (HS) approach to calculate Market Risk Capital Requirements? (B) How did Basel II.5

(A) What are the pros and cons of using the Historical Simulation (HS) approach to calculate Market Risk Capital Requirements? (B) How did Basel II.5 address the shortcoming of the fact that banks commonly use the HS approach to manage their Market Risk Capital Requirements

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