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.
Which of the following pair of mountain passes and the states/UTs they are located in, are correctly matched?Â
Which of the following is the oldest mountain range in India?Â
A state in India has the following characteristics:
1. Its northern part is arid and semi-arid.
2. Its central part produces cotton. ...
Consider the following statements:
1. In India, the Himalayas are spread over five states only.
2. Western Ghats are spread over five stat...
Consider the given statements:
(I) The outer-most range of the Himalayas is called the Shiwaliks.
(II) Shiwaliks extend over a width of 10...
Amindivi and Minicoy are parts of which Indian Union Territory?
With reference to mines and their major minerals, which of the following pairs are correctly matched?
Nanga Parbat is in which of the following state?
Which is the southernmost range of the Himalayas?
The term "Escrow account" generally refers to:
