In the fixed-income market, which measure reflects exposure to movements in underlying risk variable? How about the

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In the fixed-income market, which measure reflects exposure to movements in underlying risk variable? How about the stock market and the derivatives market?

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Value at Risk The New Benchmark for Managing Financial Risk

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Authors: Philippe Jorion

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Question Posted: May 03, 2016 02:12 AM

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In the fixed-income market, which measure reflects exposure to movements in underlying risk variable? How about the

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Value at Risk The New Benchmark for Managing Financial Risk

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