FRM资讯

FRM 其它课程 金程教育 · 金色前程 · 在你我手中

考试题库课程直播资料

【估值与风险模型】FRM一级每日一题

发表时间:2015-02-10 来源:金程frm 告诉小伙伴:
【编者按】Find the statement that interpretes a $10 million overnight VaR figure with 99% confidence level most correctly.
Find the statement that interpretes a $10 million overnight VaR figure with 99% confidence level most correctly.

A.     The institution can be expected to lose at most $10 million in 1 out of next 100 days.

B.     The institution can be expected to lose at least $10 million in 99 out of next 100 days.

C.     The institution can be expected to lose at least $10 million in 1 out of next 100 days.

D.     The institution can be expected to lose at most $10 million in 99 out of next 100 days.

Answer: C

VaR provides a loss estimate that is expected to be exceeded with the frequency at which the VaR was calculated.

400-700-9596
(每日9:00-21:00免长途费 )

©2014金程网校保留所有权利

TOP
X

注册金程网校

同意金程的《用户协议》

已有账号,马上登录