[臭豆腐]最近的动态

证监会修正《证券基金经营机构信息技术管理办法》

证监会修正《期货交易所管理办法》

证监会修正《证券公司和证券投资基金管理公司境外设立、收购、参股经营机构管理办法》

证监会修正《期货公司董事、监事和高级管理人员任职管理办法》

证监会修正：《上市公司收购管理办法》第六十二条、第六十三条及《上市公司重大资产重组管理办法》第四十六条有关限制股份转让的适用意见——证券期货法律适用意见第 4 号

证监会修正：《上市公司收购管理办法》第七十四条有关通过集中竞价交易方式增持上市公司股份的收购完成时点认定的适用意见——证券期货法律适用意见第 9 号

证监会发布：《关于修改、废止部分证券期货规章的决定》

证监会发布：《关于修改、废止部分证券期货制度文件的决定》

重磅：证监会发布《首发企业现场检查规定》

证监会发布《公开募集证券投资基金运作指引第3号 ——指数基金指引》

重磅：关于印发《冬春季农村地区新冠肺炎疫情防控工作方案》的通知

Which of the following is TRUE comparing VAR and extreme value theory(EVT)?

Which of the following statements regarding generalized extreme value(GEV) and peakover-threshold(POT) is CORRECT?

Tom is evaluating the existing risk management system of RR Asset Management and identified the following two risks.

Which of the following statements regarding market, credit, and operational risk is correct?

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

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

Tim Jones is evaluating two mutual funds for an investment of $100,000. Mutual fund A has $20,000,000 in assets, an annual expected return of 14 percent, and an annual standard deviation of 19 percent. Mutual fund B has $8,000,000 in assets, an annual expected return of 12 percent, and an annual standard deviation of 16.5 percent. What is the daily value at risk (VAR) of Jones’ portfolio at a 5 percent probability if he invests his money in mutual fund A?

Which of the following items accurately describe a disadvantage of non-parametric methods?

Which of the following statements is least accurate regarding non-parametric density estimation?

Which of the following statements regarding disadvantages of non-parametric methods is least accurate?

With of the following items is not one of the advantages of non-parametric simulation methods?

Suppose that 25 days ago the observed market variable percentage change was 2.3% with a daily volatility estimate of 2%. What is the sample percentage change using the Hull and White (HW) approach if the current daily volatility is estimated at 2.8%?

Which of the following non-parametric estimators combines the historical simulation model with conditional volatility models?