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.

Related MCQs

• A swap that pays certain fixed amount if the rate is above or below a certain level.
• A swap agreement created through the synthesis of two swaps differing in duration for the purpose of fulfilling the specific time frame needed of an investor
• A contract that requires the investor to sell securities on a future date is called a
• A long contract requires that the investor
• Swaps whose notional accretes when a certain floating rate,often a different rate from the one used to pay,lies within a range.
• A swap where principal amount decreases over prespecified points of time over the life time of swap
• when the gains or losses in the futures do not exactly offset the loss/gainsin the physical market
• …………. risk is a loss may occur from the failure of another party to perform according to the terms of a contract?
• The type of swap agreement which gives seller the chance to terminate swap at any time before maturity.
• The initial amount paid by option buyer at the time of entering the contract