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 19 of 55
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Q19 Single choice

Which of the following statements are true in relation to Historical Simulation VaR?

I - Historical Simulation VaR assumes returns are normally distributed but have fat tails II - It uses full revaluation, as opposed to delta or delta-gamma approximations III - A correlation matrix is constructed using historical scenarios IV - It particularly suits new products that may not have a long time series of historical data available

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