来自：FRM > 一级 > Valuation and Risk Management 2020-10-30 16:30
老师 calculate VaR的risk metrics是什么方法呢？
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405天前
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jason 2020-11-02 14:35
致精进的你:
同学，Risk Metrics is a method for calculating the potential downside risk of a single investment or an investment portfolio.The method assumes that an investment's returns follow a normal distribution over time.It provides an estimate of the probability of a loss in an investment's value during a given period of time.
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
