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A limitation of the value at risk (VaR) approach to measuring risk is that it fails to specify the maximum loss that could occur. 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. Value At Risk does not say anything about the size of losses within this 1% of trading days and by no means does it say anything about the maximum possible loss.
IRDAI has relaxed norms for 'surety bonds', a type of insurance policy protecting parties involved in a transaction or contract from potential financi...
To make text bold without using Shift, you can use _______.
What is the primary difference between memory and storage in a computer?
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Which of the following key is used in the Operating system to display or hide the start menu?
