أنشئ حسابًا أو سجّل الدخول للانضمام إلى مجتمعك المهني.
(i) It helps in calibrating VaR module(ii) It helps as an additional risk measure(iii) It helps in assessing risk due to abnormal movement of market parameters(iv) It is used as VaR measure is not accurate enough
(iii) It helps in assessing risk due to abnormal movement of market parameters
Answer option (iii) >>>>>>>>>>>>> It helps in assessing risk due to abnormal movement of market parameters.
If I understand what VaR is it would be3 (iii)
Agreed with Market Risk Champs!
Option III will be best answer.
Thank you for explaining this giving us the correct answer Mr. Vinod Jetley
for me Stress testing (sometimes called torture testing) means it is a form of deliberately intense or thorough testing used to determine the stability of a given system or entity.
Thanks of the invite. But I can't provide better answer than you.
هل تحتاج لمساعدة في كتابة سيرة ذاتية تحتوي على الكلمات الدلالية التي يبحث عنها أصحاب العمل؟