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On December 31, 2021 AMIC Bank had long positions of 100,000,000 Japanese Yen. The closing exchange rates were *92/5. Over the past 500 days, the
On December 31, 2021 AMIC Bank had long positions of 100,000,000 Japanese Yen. The closing exchange rates were *92/5. Over the past 500 days, the 25th worst day for adverse exchange rate changes saw a change in the exchange rates of 0.78% for the Yen. The expected VAR exposure in Japanese Yen on Dec 31 (one day) is equal to:
On December 31, 2021 AMIC Bank had long positions of 100,000,000 Japanese Yen. The closing exchange rates were *92/5. Over the past 500 days, the 25th worst day for adverse exchange rate changes saw a
change in the exchange rates of 0.78% for the Yen. The expected VAR exposure in Japanese Yen on Dec 31 (one day) is equal to:
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