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
Aggregating Expected Shortfall (ES)
Stressed VaR
Aggregating Value-at-risk (VaR)
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Mergers Acquisitions And Other Restructuring Activities
Authors: Donald DePamphilis
9th Edition
0128016094, 978-0128016091
