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?
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.
What is the age limit for individuals to be eligible for PMJJBY?
Which one of the following does 'Nirguna Bhakti' refer to ?
Ratio of speeds of ‘A’ and ‘B’ is 4:9, respectively. If they participate in a 360-metre race and ‘B’ gives ‘A’, a head start of ‘m’ ...
A sum of Rs. 591 is divided among X, Y and Z such that X gets Rs. 136 more than Y. Y gets Rs. 58 more than Z. Find the share of Z?
What is the median of the following set of numbers:
2, 3, 5, 7, 10, 15, 20?
Assertion (A): Glycerol is a constituent of shaving cream.
Reason (R): Glycerol is an antiseptic.
Which one of the following is the name of the scheme introduced as a well-targeted system of service delivery to LPG customers?
Why was Justice Dalveer Bhandari in the news recently?
Dr. Aykroyd's formula is associated with determination of
Which perspective assumes that Labour-management conflict is inevitable in the workplace?