VAR increases or decreases question - 【CFA学习交流讨论】 - CFA论坛

Iginla2011

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发表于 2011-7-13 14:05 | 显示全部帖子

The actual number will be more negative (i.e. less) but VAR is measured as a loss number so a lower number indicates a greater loss and hence a higher VAR.

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