What is the primary disadvantage to the back simulation approach in measuring market risk? What effect does

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What is the primary disadvantage to the back simulation approach in measuring market risk? What effect does the inclusion of more observation days have as a remedy for this disadvantage? What other remedies can be used to deal with the disadvantage?

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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 04:58 AM

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What is the primary disadvantage to the back simulation approach in measuring market risk? What effect does

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Financial Institutions Management A Risk Management Approach

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