You may have noticed that VaR is reported as a positive number. What would a negative VaR

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You may have noticed that VaR is reported as a positive number. What would a negative VaR suggest?

(a) VaR is undefined.

(b) Losses could be really, really bad.

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Implementing Enterprise Risk Management Case Studies And Best Practices

ISBN: 9781118745762

2nd Edition

Authors: John Fraser, Betty Simkins, Kristina Narvaez

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Question Posted: Feb 03, 2024 11:57 PM

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You may have noticed that VaR is reported as a positive number. What would a negative VaR

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Value at Risk VaR is a commonly used risk management tool that quantifies the ...View the full answer

Implementing Enterprise Risk Management Case Studies And Best Practices

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