Question
Which of the following is a method of measuring the loss
in the value of the portfolio over a given period and for a distribution of historic return?Solution
Value-at-risk (VaR) is a summary statistic that quantifies the potential loss of a portfolio. It is a method of measuring the loss in the value of the portfolio over a given period and for a distribution of historic return VAR statistic has three components - a relatively high level of confidence (typically either 95% or 99%), a time period (a day, a month or a year) and an estimate of investment loss (expressed either in absolute or percentage terms). However, at a 99% confidence level what VAR really means is that in 1% of cases (that would be 2-3 trading days in a year with daily VAR) the loss is expected to be greater than the VAR amount.
Every partner of a limited liability partnership is, for the purpose of the business of the limited liability partnership________
Amit is a tradesman in Kolkata, Bikash carries on business in Delhi. Bikash, by his agent in Kolkata, buys goods of Amit and requests Amit to deliver th...
Under the Industrial Disputes Act, who among the following shall not be qualified for appointment as presiding officer of a Tribunal?
What is private document?Â
Which of the following sets of thinkers is not categorized on common lines of thinking / belong to the same school of thought?
Any penalty may be imposed or any confiscation may be adjudged under the Foreign Trade (Development and Regulation) Act by_____
An agreement made without free consent is:
Doctrine of Frustration of contract is laid down under which section of the Contract Act?
The concept of ‘Antecedent Debt’ is first of all well described in the case of
Oral Transfer is:
