What is backtesting in value-at-risk

Assignment Help Finance Basics
Reference no: EM132505745

What is backtesting in Value-at-Risk (VaR)? What are the properties of a good VaR model?

Reference no: EM132505745

Questions Cloud

Determine the tax effect based on providing per year : Justify the percentage of ownership the client's daughter should have in the business based on the type of business entity recommended
Write an introductory statement that reviews the statute : Write an introductory statement that reviews the statute and summarizes its intent. Prepare three questions toward the supporting side of the statute.
What is the target variable cost per mouse : There will be $8,000,000 in fixed costs associated with the mouse. If the company desires to make a profit $2,000,000 on the mouse, what is the target variable
Explain tax effect based on providing per year : Explain the tax effect based on providing $180,000 per year for the client's salary and $70,000 per year for his daughter's salary if they withdraw cash
What is backtesting in value-at-risk : What is backtesting in Value-at-Risk (VaR)? What are the properties of a good VaR model?
Describe the potential financial challenges : Why is it important to integrate coordinated treatments for comorbid/co-occurring disorders? Provide at least two examples of the potential financial challenges
Research zero-based budgeting : Take a position as to whether or not a zero-based budget approach dilutes the value of a budget process in the organization. research zero-based budgeting
What are the different types of clinical group therapies : What are the different types of psychoeducation and psychotherapeutic clinical group therapies often used in treatment of substance use disorders?
What is the yield to maturity on an 19-year : What is the yield to maturity on an 19-year, zero coupon bond selling for 30% of par value?

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd