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There are several different methods commonly used to compute

发表时间:2018-03-19 15:54
作者:FRM
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  There are several different methods commonly used to compute value at risk(VAR).Which of the following statements best describes historical VAR?
 
  It is:
 
  a method that computes VAR by assuming that losses in the future will occur with the same
 
  A)frequency and magnitude as they have in the past.
 
  B)an analysis that looks for trends in VAR from period to period to predict future VAR.
 
  C)an analysis used by regulators that compares current market risks to historical market risks.
 
  D)an analysis used by investors that compares current market risks to historical market risks.

FRM二级

自己先做~

做完之后滑这儿,就能对答案





 


 
A was correct!
 
This is the basic approach and assumption of historical VAR.

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报名、考试时间

2018年05月2018年11月
报名时间 第一阶段:2017.12.1~18.1.31
第二阶段:2018.02.01~02.28
第三阶段:2018.30.01~04.15
考试时间 2018年05月19日(周六)
成绩查询 2018年06月28日(周四)
报名时间2 第一阶段:2018.05.1~07.31
第二阶段:2018.08.01~08.31
第三阶段:2018.09.01~10.15
考试时间 2018年11月17日(周六)
成绩查询 2019年01月03日(周四)
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