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IIA

IIA-CFSA · Question #254

Historical simulation and model based approach are the methods to calculate:

The correct answer is C. Value at Risk. See the full explanation below for the reasoning.

Question

Historical simulation and model based approach are the methods to calculate:

Options

  • AReturn on investment
  • BReturn on Risk
  • CValue at Risk
  • DValue at par

How the community answered

(48 responses)
  • A
    4% (2)
  • B
    13% (6)
  • C
    77% (37)
  • D
    6% (3)

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