Which of the following statements about value at rish(VAR) is TRUE?

A. VAR is independent of probability level.

B. VAR is not dependent on the choice of holding period.

C. VAR decreases with longer holding periods.

D. VAR decreases with lower confidence level.

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所有者权益变动表是反映构成所有者权益各组成部分当期增减变动情况的报表。( )

2023-4-7 17:16:55

金融风险管理师

Hugo Nelson is preparing a presentation on the attributes of value at rish. Which of Nelson's following statements is not correct?

2020-12-25 14:49:18

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