ACI

3I0-012 · Question #125

VaR increases with:

The correct answer is C. a lower confidence level. See the full explanation below for the reasoning.

Question

VaR increases with:

Options

Alower correlation of underlying risk factors
Ba shorter time horizon
Ca lower confidence level
Da higher confidence level

How the community answered

(49 responses)

A
4% (2)
B
16% (8)
C
71% (35)
D
8% (4)

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Full 3I0-012 Practice