Question
Which of the following techniques is a more appropriate risk management tool for a company to examine how well a particular model for calculating a
Which of the following techniques is a more appropriate risk management tool for a company to examine how well a particular model for calculating a risk measure would have performed in the past?
- back-testing
- stressed VaR
- stressed ES
- aggregating Value-at-risk (VaR)
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Personal Finance
Authors: E. Thomas Garman, Raymond E. Forgue
13th edition
1337099759, 978-1337516440, 1337516449, 978-1337099752
