What are the advantages of expected shortfall over value at risk?
Question:
What are the advantages of expected shortfall over value at risk?
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
Answered By
Mario Alvarez
I teach Statistics and Probability for students of my university ( Univerisity Centroamerican Jose Simeon Canas) in my free time and when students ask for me, I prepare and teach students that are in courses of Statistics and Probability. Also I teach students of the University Francisco Gavidia and Universidad of El Salvador that need help in some topics about Statistics, Probability, Math, Calculus. I love teaching Statistics and Probability! Why me?
** I have experience in Statistics and Probability topics for middle school, high school and university.
** I always want to share my knowledge with my students and have a great relationship with them.
** I have experience working with students online.
** I am very patient with my students and highly committed with them
5.00+
1+ Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Shown below is the activity for one of the products of Bizzare Co.: January 1 balance, 80 units @ $50 each Purchases: January 18: 40 units @ $51 each January 28: 40 units @ $52 each Sales: January...
-
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...
-
What is a one-day expected shortfall with 95% confidence level. Explain two weaknesses of VaR as a risk measure. What are the theoretical advantages of expected shortfall over VaR? Suppose you are...
-
If Sam gives a speech where he teaches his audience how to deal with a parking ticket, he is most likely using what organizational framework? Problem-Solution O Spatial Chronological O Cause-Effect O...
-
How would a financial institution with a large bond portfolio be affected by falling interest rates? Would it be affected more than a financial institution with a greater concentration of bonds (and...
-
Why do currencies yielding low interest rates tend to sell at a forward premium?
-
What is a compilation unit?
-
(Amortization of Accumulated OCI (G/L), Corridor Approach, Pension Expense Computation) The actuary for the pension plan of Gustafson Inc. calculated the following net gains and losses. Other...
-
es Initial investment Annual net income Expected life Salvage value Merrill's cost of capital $ 2,100,000 $ 200,000 8 years $ 210,000 Assume straight line depreciation method is used. Required: 10 1....
-
What types of risk are included in business risk?
-
Outline the differences between the way market risk capital is calculated in (a) Basel I, (b) Basel II.5, and (c) the FRTB.
-
A planning engineer for a new alum plant must present some estimates to his company regarding the capacity of a silo designed to contain bauxite ore until it is processed into alum. The ore resembles...
-
It is desired to borrow $2000 to meet a financial obligation. This money can be borrowed from a loan agency at a monthly interest rate of 3 percent. Determine the following: 1- The total amount of...
-
calculate the gross loan to deposit ratio in percentage terms to the first decimal place , after there is a $6 million loan that is declared worthless AND a $25 million deposit withdrawal. Balance...
-
Describe the relationship between communities of color and technological advances in the 21st century. In what ways have people of color (particularly African Americans) used it to their benefit?...
-
Consider Elena who wants to invest $100,000 for a span of 2 years. After the end of two years, Elena will use this money (both the principal and interest) to pay for her sons college tuition. She has...
-
Determine whether it involves "Trust money", as defined by the Conveyancers Act 2006, or is simply an office receipt or payment.Received a cheque for $600,000 representing the proceeds from sale of a...
-
Suppose we change the assumptions of the model to AS5: (xi, ) are an independent and identically distributed sequence of random vectors such that xi has a finite mean vector, x, finite positive...
-
6. (Potential Energy and Conservation of Energy) What should be the spring constant k of a spring designed to bring a 1200-kg car to rest from a speed of 95 km/h so that the occupants undergo a...
-
Explain which transportation mode would probably be most suitable for shipping the following goods to a large Los Angeles department store: a. 300 pounds of Maine lobster. b. 15 pounds of...
-
Indicate the nearest location where you would expect to find large storage facilities. What kinds of products would be stored there? Why are they stored there instead of some other place?
-
When would a producer or intermediary find it desirable to use a public warehouse rather than a private warehouse? Illustrate, using a specific product or situation.
-
Q1 An IGBT and a diode forming a power converter are mounted onto a heatsink. Thermal data for this arrangement are given in Table Q1. The ambient temperature Tamb is 40C. IGBT Table Q1. Power...
-
Solve the given problem related to population growth. A city had a population of 22,600 in 2007 and a population of 24,400 in 2012. (a) Find the exponential growth function for the city. Use t = 0 to...
-
Your team was selected to design a deionized (DI) water piping system for the student's unit ops lab. A 320 gallon storage tank re-circulates DI water throughout the lab. The tank has a diameter of...
Study smarter with the SolutionInn App