What are the advantages of using the back simulation approach to estimate market risk? Explain how this

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What are the advantages of using the back simulation approach to estimate market risk? Explain how this approach would be implemented.

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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 04:57 AM

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What are the advantages of using the back simulation approach to estimate market risk? Explain how this

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Financial Institutions Management A Risk Management Approach

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