Which of the following statements regarding the Historical Simulation Method of Value-at-Risk is correct? Select one: a.
Posted: Sun Jul 03, 2022 4:15 pm
Which of the following statements regarding the HistoricalSimulation Method of Value-at-Risk is correct?
Select one:
a.
Historical simulation generally requires making assumptionsabout the probability distributions of risk variables and theircorrelation
b.
Historical simulation requires the setting of operatingscenarios by senior management
c.
Historical simulation requires the setting of operatingscenarios by the board
d.
Historical simulation generally does not require thespecification of a dependence structure between risk variables
Select one:
a.
Historical simulation generally requires making assumptionsabout the probability distributions of risk variables and theircorrelation
b.
Historical simulation requires the setting of operatingscenarios by senior management
c.
Historical simulation requires the setting of operatingscenarios by the board
d.
Historical simulation generally does not require thespecification of a dependence structure between risk variables