Would you expect JPM Chase or Fannie Mae to rely more on VAR? (JPM Chase is exposed

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Would you expect JPM Chase or Fannie Mae to rely more on VAR? (JPM Chase is exposed to a great variety of financial risks; FNMA is exposed mainly to U.S. interest-rate risks.)

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Value at Risk The New Benchmark for Managing Financial Risk

ISBN: 978-0071464956

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Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:22 AM

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Would you expect JPM Chase or Fannie Mae to rely more on VAR? (JPM Chase is exposed

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JPM Chase is likely to rely more on VAR because it i...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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