The test used to check the validity of VaR estimate

Related MCQs

• Which of the following is Non varience based models of computation of VaR
• Which measure is used to indicate the maximum loss that an investor could incur on an exposure at a point in time, determined at a certain confidence level.
• The type of hedge used by those who are short on the underlying asset
• Which of the following is not used in Future pricing
• Swaps whose notional accretes when a certain floating rate,often a different rate from the one used to pay,lies within a range.