Value at Risk particular, anything, 2011, provides

Howd

I just want to check whether:

(a) the CBOK requires; and

(b) the curriculum provides the method and assumptions for;

the calculation of 10 per cent yearly VAR of a particular risk exposure given data on 1 per cent daily VAR of that risk exposure. I am unable to find anything in the curriculum so far.



Edited 1 time(s). Last edit at Thursday, June 9, 2011 at 08:08AM by stevenevans.