Pergunta de entrevista da empresa RBC

What is VaR? Please give an example.

Resposta da entrevista

Sigiloso

16 de abr. de 2023

Value-at-risk is a statistical measure of the riskiness of financial entities or portfolios of assets. It is defined as the maximum dollar amount expected to be lost over a given time horizon, at a pre-defined confidence level. For example,...