158****5559
2021-04-13 20:31答案c為什么錯了,看您的回答感覺c也是對的呀
所屬:FRM Part I > Valuation and Risk Models 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
2022-07-12 20:01
該回答已被題主采納
同學(xué)你好,C選項,EC/VaR methods generate loss estimates for portfolios but are not well-suited as enterprise-wide measures;
這句話不對,VaR是可以適用于enterprise-wide measures
on the other hand, enterprise-wide stress tests are common but they are not good at generating loss estimates.
這句話也不對,stress tests也是可以generating loss estimates.
