Extreme value theory (EVT) helps quantify two key measures of risk. The magnitude of:
　　A. an X year return in the loss in excess VAR.
　　B. VAR and the level of risk obtained from scenario analysis.
　　C. market risk and the magnitude of operational risk.
　　D. market risk and the magnitude of credit risk.
　　Answer:A
　　Extreme value theory (EVT) looks at the value of losses beyond an identified cut-off point.