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Question 78/145

What is a common implicit assumption that is made when computing VaR using parametric methods?

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Question List (145q)
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Question 59: Interest rate swaps are:
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Question 62: Which one of the following four alternatives lists the three...
Question 63: Gamma Bank has $300 million in loans and $200 million in dep...
Question 64: If a bank is long £500 million pounds, short £300 million in...
Question 65: Banks duration match their assets and liabilities to manage ...
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Question 68: In the United States, foreign exchange derivative transactio...
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Question 79: Modified duration of a bond measures:...
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Question 110: Which of the following statements about the interest rates a...
Question 111: Which one of the following four statements correctly defines...
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