kathy sham
2020-10-03 00:46Can u explain this in Chinese in detail? Isn’t it the higher confidence level should have higher VAR? And What is holding period relating to?
所屬:FRM Part II > Liquidity and Treasury Risk Measurement and Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Cindy助教
2020-10-03 19:04
該回答已被題主采納
同學(xué)你好,holding period增大的話,var值也是增加的,國慶在家答疑不是很方便,身邊沒有任何工具,背后的原因其實可以寫下來的,節(jié)后老師再給你完整的回復(fù)呀
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追問
Thanks pls help follow up
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追答
同學(xué)你好,非常感謝你的等待,請看下圖
