The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day

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The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day period? Why is the VAR for a 20-day period not twice as much as that for a 10-day period?

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Financial Institutions Management A Risk Management Approach

ISBN: 978-0071051590

8th edition

Authors: Marcia Cornett, Patricia McGraw, Anthony Saunders

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Question Posted: Dec 17, 2015 04:58 AM

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The DEAR for a bank is $8,500. What is the VAR for a 10-day period? A 20-day

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For the 10day period VAR 8500 x 10 8500 x 31623 26879 For th...View the full answer

Financial Institutions Management A Risk Management Approach

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