FRM P1精选题解析:关于风险管理工具的陈述

时间:2017-11-28 16:11 作者:FRM 来源:FRM

Which of the following statements regarding risk management tools is CORRECT?
 
A)A stop-loss limit eliminates a position after a cumulative loss threshold is exceeded.
 
B)Value-at-risk(VAR)is an ex-post measure of risk.
 
C)Notional limits can be aggregated across assets.
 
D)An exposure limit is a predictive risk management measure.
 
FRM考试

自己先做~

做完之后滑这儿,就能对答案




 


 
 
Answer:A
 
Solution:
 
VAR is an ex-ante measure of risk.Notional limits cannot be aggregated across assets.An exposure limit is not a predictive risk management measure.A stop-loss limit seeks to eliminate a position after a cumulative loss threshold is exceeded.
 
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