1.VAR is the __________loss over a target, horizon within a confidence interval (or, under normal market...

Question

Question

1.VAR is the __________loss over a target, horizon within a confidence interval (or, under normal market conditions)

Options:

a.Maximium

b.Minimum

2.Ownership, vintage, credit background of the promoters owning a borrower should be considered in credit assessment process

Options:

a.True

b.False

3.Analytics has been recent addition in international stock markets and banks.

Options:

a.True

b.False

4. Based on markowitz efficient frontier which kind of portfolio would you select for the investor who wants highest return for the risk taken.

Options:

a.100% Equity

b.25% Equity 75% Debt

c.100% Debt

Answer 1

Answer #1

1. Maximum

Explanation - In other words, VAR is the maximum value that is lost over a certain period within a given confidence interval.

2.A

Explanation- Credit assessment process includes assessment of credit history and management ability

3.B

4. C

Answer 2

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