来自：FRM > 二级 > 电脑版 > Unit17 2021-03-17 20:10
答案是
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liuxuyao 2021-03-18 10:06
致精进的你:
同学，题目答案是C哈，Marginal VAR is an approximation of the changes in the VaR of the portfolio, in response to the addition of one unit (dollar) of a security, and is based on a linear relationship. Like duration, this linear relationship is only accurate for small additions. Incremental VaR computes the actual changes in portfolio VaR for any size additions to the portfolio. Incremental VaR involves the calculation of an entirely new VaR for the portfolio and is used when the changes in VaR cannot be described by a linear function.
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
