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来自:FRM > 一级 > Valuation and Risk Management > Calculating and Applying VaR > Calculating and Applying VaR 2019-11-02 21:14
老师,您好,针对习题册14单元30题的选项,描述太长,理解题目有困难,可以麻烦老师解释一下,整天是什么意思吗?
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mirror152

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融跃FRM答疑老师    2019-11-06 16:41

致精进的你:

B 正确的是conditional VAR estimated for a confidence level corresponding to one minus the probability of significant for the firm' target rating provides an unbiased measure of the amount of the economic capital required above the firm's bankruptcy threshold 针对置信水平(等于一个减去公司目标评级的显著性水平)而估算的条件VAR,提供了对高于公司破产阈值所需的经济资本量的无偏度量,将

The real talent is resolute aspirations.
真正的才智是刚毅的志向。

追问12019-11-02 21:15

说错了,整体

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