Question
A treasury reports VaR of ₹20 lakh at 99% confidence.
What does this imply?Solution
• Value at Risk (VaR) measures the maximum potential loss over a given time horizon at a specific confidence level, assuming normal market conditions. • A 99% confidence level means that there is a 99% probability that the losses will not exceed ₹20 lakh. • Conversely, there is a 1% probability (100% - 99%) that the loss will exceed the VaR amount of ₹20 lakh.
Who lives in Assam?
Who among the following pairs sit on the same side?
Six persons D, E, F, G, H, and I are sitting in a straight row facing north direction but not necessarily in the same order. Two persons sit between F ...
How is S related to Z?
Who is sitting second to the left of L?
Who amongst the following sit at the extreme ends of the rows?
Who among the following lives on floor numbered 5?
Six tables labelled R, S, T, U, V and W are placed in a row facing towards the south (not necessarily in the same order). S is placed second to the left...
Seven persons are sitting in a row. B is sitting with E and G, D is sitting with G and H, who is sitting with D and F and E is sitting with C and B. Wh...
Six family members NX, OX, PX, QX, RX, and SX are sitting in a row, facing north. Only QX sits to the left of RX. NX sits second to the left of OX. SX s...
Relevant for Exams:
