A limitation of the value at risk (VaR) approach to measuring risk is that it fails to specify the maximum loss that could occur. 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. Value At Risk does not say anything about the size of losses within this 1% of trading days and by no means does it say anything about the maximum possible loss.
Venture Capital means
__________________ is a decrease in the rate of inflation – a slowdown in the rate of increase of the general price level of goods and servic...
What is the current SLR rate ?
Repo and Reverse repo rates are two rates set by RBI for .................... ?
Which electronic funds transfer system in India is available 24/7 throughout the year, including on holidays also?
How many Banks were nationalized in the Second Phase of Nationalization of Banks?
IMPS-MMID is a ________ digit numeric code.
Which of the following acts empowers RBI to regulate Non-Scheduled Banks?
The Headquarter of SIDBI Is located in
Which of the following ATM has the Bank’s name and Logo in it?