Busıness Fınance Iı Deneme Sınavı Sorusu #1053428

Which of the following methods is one of the main methods to assess market risk?


Value-at-risk (VaR)

Risk-weighted assets (RWAs)

Standardised Approach (SA)

Probability of default (PD)

Exposure-at-default (EAD)


Yanıt Açıklaması:

Basel uses two main methods to assess market risk

Value at Risk(VaR)

Expected Shortfall(ES)

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