PRM: Exam III 2023 complete solution Rated 5 Star]
VaR Estimates Req. - 1. Holding period w/ Basel II = 10 days for Internal Model Estimates example: AMA 2. 99.9% confidence interval req. Volatility Yield w/ Bond - Increases = VaR for the bond increases and its value stays the same S
Written for
- Institution
- PRM
- Course
- PRM
Document information
- Uploaded on
- September 17, 2023
- Number of pages
- 12
- Written in
- 2023/2024
- Type
- Exam (elaborations)
- Contains
- Questions & answers
Subjects
-
var estimates req 1 holding period w basel ii
Also available in package deal