What assumption is being made when VaR is calculated using the historical simulation approach and 500 days
Question:
What assumption is being made when VaR is calculated using the historical simulation approach and 500 days of data?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
The assumption is that the s...View the full answer
Answered By
Nimlord Kingori
2023 is my 7th year in academic writing, I have grown to be that tutor who will help raise your grade and better your GPA. At a fraction of the cost on other sites, I will work on your assignment by taking it as mine. I give it all the attention it deserves and ensures you get the grade that I promise. I am well versed in business-related subjects, information technology, Nursing, history, poetry, and statistics. Some software's that I have access to are SPSS and NVIVO. I kindly encourage you to try me; I may be all that you have been seeking, thank you.
4.90+
360+ Reviews
1070+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
List three specific parts of the Case Guide, Objectives and Strategy Section (See below) that you had the most difficulty understanding. Describe your current understanding of these parts. Provide...
-
Managing Scope Changes Case Study Scope changes on a project can occur regardless of how well the project is planned or executed. Scope changes can be the result of something that was omitted during...
-
can someone solve this Modern workstations typically have memory systems that incorporate two or three levels of caching. Explain why they are designed like this. [4 marks] In order to investigate...
-
Question 4 Tic-tac-toe (also known as noughts and crosses) is a game for two players, X and O, who take turns marking the spaces in a 3x3 grid. The player who succeeds in placing three of their marks...
-
Read the article "How Price Discrimination Helps Less-Affluent Countries" conduct some research on patent exhaustion and the upcoming case. Make a decision on how you would rule and then give at...
-
The diagram below shows a thermocouple set up to measure the temperature at a point on a solar panel. a. X is a copper wire. i. Suggest a material for Y ii. Name the component Z. b. Explain how a...
-
Water at \(10{ }^{\circ} \mathrm{C}\) is pumped from a lake as shown in Fig. P8.72. If the flowrate is \(0.011 \mathrm{~m}^{3} / \mathrm{s}\), what is the maximum length inlet pipe, \(\ell\), that...
-
The police obtained a search warrant based on an affidavit that contained the following allegations: (a) Donald was seen crossing a State line on four occasions during a five-day period and going to...
-
The tools of Total Quality Management are essential to not only this class but to your future career. These tools can be used to uncover quality problems at your company. Analyze your assigned tool...
-
Suppose we estimate the oneday 95% VaR from 1,000 observations (in millions of dollars) as 5. By fitting a standard distribution to the observations, the probability density function of the loss...
-
The change in the value of a portfolio in one month is normally distributed with a mean of zero and a standard deviation of $2 million. Calculate the VaR and ES for a confidence level of 98% and a...
-
Solve the system of equations by the substitution method. If the system does not have a single ordered pair as a solution, state whether the system is inconsistent or dependent. 6x + 3y = 3 x - 3y = 4
-
If greater health care spending leads to more jobs, why is there such concern about the rapid growth rates of spending?
-
The financial year of The Better Trading Company ended on 30 November 2010. You have been asked to prepare a Total Accounts Receivable Account and a Total Accounts Payable Account in order to produce...
-
Louise Baldwin commenced business as a wholesaler on 1 March 2012. Her sales on credit during March 2012 were: March 9 Neville's Electrical 4 computer monitors list price 180 each, less 20% trade...
-
(a) Businesses often create an allowance for doubtful debts. (i) Of which concept (or convention) is this an example? Explain your answer. (ii) What is the purpose of creating an allowance for...
-
The consumers indifference curves in Figure 9.2 indicate substitutability between visits and other goods. What will the indifference curves look like if the consumer perceives no substitutability?...
-
Rite Packs manufactures backpacks. Its plant records include the following materials-related transactions: Purchases of canvas (on account) . . . . . . . . . . . . . . . . . . . . . . $ 71,000...
-
Name some of the various types of financial intermediaries described in the chapter and indicate the primary reason(s) each was created.
-
A futures price is currently at $40. The risk-free interest rate is 5%. Some news is expected tomorrow that will cause the volatility over the next three months to be either 10% or 30%. There is a...
-
Suppose that daily gains (losses) are normally distributed with standard deviation of $5 million. (a) Estimate the minimum regulatory capital the bank is required to hold. (Assume a multiplicative...
-
Suppose that the economic capital estimates for two business units are The correlation between market risk and credit risk in the same business unit is 0.3. The correlation between credit risk in one...
-
Sam's grade in a Biology class will be figured on five 1 0 0 . point exams. Sam scored 7 0 % , 8 2 % , 9 1 % , and 6 0 % on the first four exams. What score must Sam score on the fifth exam in order...
-
What contradiction did the Reagan presidency reveal about modern conservatism? a . Republicans brought more women into public office than any other party, but actively legislated for men's rights. b...
-
A special storage room is maintained at 10 C at sea level (1 atm) pressure. If a bucket of water is placed into this storage room, will the water freeze?
Study smarter with the SolutionInn App