Question
If a firm has a 1month 1% value at risk (VaR) of $100 million, it means it expects to lose: $100 million in 1% of
If a firm has a 1month 1% value at risk (VaR) of $100 million, it means it expects to lose:
$100 million in 1% of 1month periods.
$100 million or more in 1% of 1month periods.
$1 million in 1% of 1month periods.
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Indebted To Intervene Critical Lessons In Debt Communication Art And Theoretical Practice
Authors: Oliver Vodeb , Nikola Janovic Kolenc
1st Edition
1922216267,1783206411
