Question: Value-at-Risk analysis should be complemented by stress-testing because stress testing: A. Provides a precise maximum loss, expressed in dollars B. Summarize the expected loss over

Value-at-Risk analysis should be complemented by stress-testing because stress testing:

A. Provides a precise maximum loss, expressed in dollars

B. Summarize the expected loss over a target horizon within a minimum confidence interval

C. Assesses the behavior of portfolio at a 99 % confidence level

D. Identifies losses that go beyond the normal losses measured by VaR

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