Which of the following is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return?
Value-at-risk (VaR) is a summary statistic that quantifies the potential loss of a portfolio. It is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return VAR statistic has three components - a relatively high level of confidence (typically either 95% or 99%), a time period (a day, a month or a year) and an estimate of investment loss (expressed either in absolute or percentage terms). However, at a 99% confidence level what VAR really means is that in 1% of cases (that would be 2-3 trading days in a year with daily VAR) the loss is expected to be greater than the VAR amount.
Who among the following is the first Indian to get an Oscar Award?
Any worker associated with an association or person is paid regular pay, then it is called -
What is the estimated height of the stratosphere, a layer of the Earth's atmosphere above the troposphere?
From which country were the highest amount of FDI inflows received by India during the financial year 2020-21?
What is the total fund allocation for West Bengal under SBM-U 2.0 (2021-26)?
Article 43: The State shall endeavour to promote cottage industries on an individual or cooperative basis in rural areas, it is a Directive based on ___...
Which of the following missions is dedicated to study the solar corona and is being touted as India’s first solar mission?
The ATMs which owned and operated by non-banks are known as ________.
What does the acronym PM PRANAM stand for in the context of the Union government's scheme aimed at reducing the use of chemical fertilisers and reducing...
During which of the following Mughal Emperor's rule, the number of Hindus employee by the Emperor's Administration was the highest?
