FRM P1精选题解析：风险价值(VAR)

时间：2017-11-28 16:07 作者：FRM 来源：FRM

Value-at-risk(VAR)is the:

A)maximum expected loss for a given confidence level.

B)the worst possible loss for an asset.

C)minimum expected loss for a given confidence level.

D)average loss exceeding a specified threshold.

自己先做~

做完之后滑这儿，就能对答案

Answer:A

Solution:

VAR is the maximum expected loss for a given confidence level assuming normal market returns.

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