8008 Web TestEngine demo

Exit VCEDump 8008 PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition
Question 11 of 55
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Q11 Single choice

Which of the following situations are not suitable for applying parametric VaR:

I - Where the portfolio's valuation is linearly dependent upon risk factors II - Where the portfolio consists of non-linear products such as options and large moves are involved III - Where the returns of risk factors are known to be not normally distributed

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